Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, August 21, 07/ - Today on Kazakhstan stock exchange (KASE) 304 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ100,888.6 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 1 8.20 11.00 9.59 10.07 25,738.0 88 Open 2 7.67 10.80 10.40 10.97 237.0 5 Open 3 3.33 3.33 3.33 3.39 120.3 2 Open 7 0.00 11.08 9.01 9.42 21,872.7 52 Open 12 10.57 10.57 10.57 11.12 19.6 2 Open 13 8.33 8.33 8.33 8.67 27.4 1 Open 14 9.00 10.01 9.75 10.22 108.5 7 Open 15 10.00 10.00 10.00 10.49 9.0 2 Open 21 10.00 10.00 10.00 10.48 81.0 1 Open* 30 9.50 9.50 9.50 9.92 151.1 1 Open 31 9.00 11.00 9.47 9.89 1,565.5 6 Open 34 12.00 12.00 12.00 12.67 49.0 1 Open 41 8.50 8.50 8.50 8.82 6.2 1 Open 45 9.00 9.00 9.00 9.36 131.4 1 Open 59 10.49 10.50 10.50 10.97 27.5 2 Open 62 10.50 10.50 10.50 10.95 2.3 2 Open 86 8.00 10.00 8.74 9.04 69.6 2 Open 92 9.55 9.55 9.55 9.86 41.0 4 Open 94 9.50 9.50 9.50 9.80 13.0 1 Open 182 7.10 7.10 7.10 7.23 344.4 3 Open 184 11.00 11.00 11.00 11.00 23.4 2 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal , 50,638.0 186 -------- -------- ----- ----- ------- --------- --------- -------- Close 1 5.00 13.00 7.54 7.86 21,216.9 58 Close 4 13.51 13.51 13.51 14.45 18.9 5 Close 6 7.00 7.00 7.00 7.25 20.1 1 Close 7 7.00 10.00 8.87 9.26 26,533.7 36 Close 8 8.75 8.75 8.75 9.14 51.1 1 Close 14 0.02 10.25 9.90 10.41 212.1 3 Close 18 10.06 10.06 10.06 10.56 201.0 3 Close 26 10.00 10.00 10.00 10.48 8.1 1 Close 28 9.00 10.00 9.74 10.19 203.5 2 Close 34 10.00 11.00 10.67 11.20 151.5 2 Close 50 10.00 10.00 10.00 10.44 85.6 2 Close 96 9.07 9.07 9.07 9.35 24.4 1 Close 140 8.53 8.53 8.53 8.71 6.2 1 Close 149 10.00 10.00 10.00 10.25 25.7 1 Close 235 9.50 9.50 9.50 9.50 1,492.0 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 50,250.7 118 -------- -------- ----- ----- ------- --------- --------- -------- Total 100,888.6 304 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 235 deals totaled KZT95,238.1 m. including 146 (KZT47,685.2 m.) repo opening deals and 89 repo closing deals (KZT89,552.8 m.) Indicator TONIA according to trade results totaled 9.48 and decreased relative to the previous trading day by 2.27. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.59 8.27 +1.32 3 3.33 9.57 -6.24 7 9.01 9.00 +0.01 14 9.75 10.65 -0.90 15 10.00 9.50 +0.50 30 9.50 7.00 +2.50 31 9.47 9.22 +0.25 --------------------------------------------- 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: +40.91% (-KZT7,045.1m.), 8 participants. Second tier banks (STB): - +KZT44,252.3 m. (borrowing, 13 banks); -KZT32,556.1 m. (lending, 7 banks); - on the open trade market in GS (automatic repo sector) +KZT11,675.0 m.; in CS repo sector + KZT21.2 m.; - resulting balance totaled +KZT11,696.2 m. (on the previous day it was +KZT22,456.9 m.). [2007-08-21]