Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, August 6, 07/ - Today on Kazakhstan stock exchange (KASE) 309 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ94,555.6 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk. ------------------------------------------------------------------------ Repo rate, % APR -------------------------------- Type of Calendar weighted average Volume repo terms, ------------------ KZT Number deal days min max nominal effective m. of deals -------- -------- ----- ----- ------- --------- -------- -------- Open Intraday 5.00 5.01 5.00 Х 330.4 5 Open 1 0.00 9.50 6.96 7.22 25,949.0 64 Open 2 5.01 5.01 5.01 5.14 122.4 4 Open 7 8.49 10.00 8.98 9.38 12,819.4 24 Open 9 10.41 10.41 10.41 10.96 95.0 1 Open 11 8.00 8.00 8.00 8.32 37.3 2 Open 14 0.01 10.00 8.42 8.79 1,892.1 17 Open 22 0.00 0.00 0.00 0.00 3.5 1 Open* 28 9.00 10.00 9.63 10.07 1,209.0 4 Open* 30 11.00 11.00 11.00 11.57 2,000.1 2 Open 31 9.00 11.00 9.85 10.30 13.9 6 Open 51 9.50 9.50 9.50 9.90 36.7 1 Open 63 9.25 9.25 9.25 9.60 24.4 2 Open 109 9.09 9.09 9.09 9.37 73.3 4 Open 116 9.09 9.09 9.09 9.37 82.3 4 Open 130 9.09 9.09 9.09 9.30 23.4 1 Open 135 7.40 7.40 7.40 7.54 340.9 2 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 45,053.2 144 -------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 330.4 5 Close 3 0.00 10.00 7.36 7.67 35,894.6 89 Close 4 6.50 10.50 10.13 10.66 1,594.9 6 Close 6 6.00 9.33 7.50 7.80 236.7 3 Close 7 7.50 9.00 8.65 9.03 6,599.9 12 Close 11 9.51 9.51 9.51 9.96 31.3 1 Close 13 10.00 10.00 10.00 10.50 12.9 2 Close 14 7.40 7.40 7.40 7.67 341.0 2 Close 21 10.00 10.00 10.00 10.48 173.3 3 Close 28 8.50 8.50 8.50 8.84 50.3 2 Close 31 7.00 11.00 9.95 10.42 3,454.6 13 Close 32 8.50 8.50 8.50 8.84 324.4 3 Close 42 8.14 8.14 8.14 8.44 51.3 1 Close 46 9.00 9.00 9.00 9.36 9.4 1 Close 63 8.03 8.03 8.03 8.29 25.4 1 Close 83 8.00 8.00 8.00 8.24 16.6 1 Close 116 10.00 10.00 10.00 10.34 22.7 3 Close 124 8.50 8.50 8.50 8.68 11.6 1 Close 125 8.00 8.17 8.09 8.25 37.5 2 Close 131 6.00 10.00 7.51 7.66 28.5 2 Close 148 9.00 9.00 9.00 9.20 24.9 1 Close 187 8.59 8.59 8.59 8.59 62.3 4 Close 188 8.59 8.59 8.59 8.59 62.3 4 Close 243 10.00 10.00 10.00 10.00 29.9 1 Close 264 15.00 15.00 15.00 15.00 22.2 1 Close 328 10.00 10.00 10.00 10.00 53.4 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 49,502.4 165 -------- -------- ----- ----- ------- --------- -------- -------- Total 94,555.6 309 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 206 deals totaled KZT90,086.7 m. including 96 (KZT42,631.2 m.) repo opening deals and 110 repo closing deals (KZT47,455.6 m.) Indicator TONIA according to trade results totaled 6.96 and decreased relative to the previous trading day by 0.30. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 8.98 8.82 +0.16 14 8.42 9.66 -1.24 28 9.63 9.50 +0.13 31 9.85 7.41 +2.44 ------------------------------------------------ Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing. "-" - lending; trends in percents relative to previous trading day). Pension market subjects: -19,2% (-KZT12 333.0 m.), 6 participants. Second tier banks (STB): - +KZT37,785.1 m. (borrowing, 7 banks); -KZT23,147.1 m. (lending, 11 banks); - on the open trade market in GS (automatic repo sector) +KZT14,242.9 m.; in CS repo sector + KZT150.2 m.; in GS nego deals sector +KZT244.8 m. - resulting balance totaled +KZT14,637.9 m. (on the previous day it was +KZT22,344.4 m.). [2007-08-06]