Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, August 23, 07/ - Today on Kazakhstan stock exchange (KASE) 268 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ112,513.0 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 9.00 11.50 9.22 9.66 17,234.3 58 Open 4 9.00 9.50 9.31 9.76 874.5 4 Open 6 9.02 10.04 9.59 10.05 603.7 6 Open 10 9.00 12.00 9.11 9.53 34,874.3 41 Open 11 8.05 8.05 8.05 8.38 500.1 1 Open 13 10.00 10.00 10.00 10.50 8.7 1 Open 14 6.00 11.01 8.97 9.37 454.5 11 Open 15 11.00 11.00 11.00 11.60 29.0 2 Open 18 214.88 214.88 214.88 669.87 2.0 1 Open 28 10.00 12.00 11.99 12.67 503.0 3 Open 29 10.00 10.00 10.00 10.47 170.4 1 Open 31 10.50 10.50 10.50 11.02 100.0 1 Open 32 0.00 11.01 9.75 10.20 487.3 9 Open 61 11.00 11.00 11.00 11.50 3.3 2 Open 92 10.00 10.00 10.00 10.34 0.2 1 Open 186 10.05 10.05 10.05 10.05 102.8 1 -------- -------- ------ ------ ------- --------- --------- -------- Subtotal 55,948.05 143.00 -------- -------- ------ ------ ------- --------- --------- -------- Close 1 7.73 11.11 9.83 10.33 20,931.1 64 Close 2 10.80 10.80 10.80 11.40 207.1 4 Close 3 6.00 20.60 10.82 11.50 2,435.2 13 Close 7 6.95 10.01 8.99 9.40 31,533.9 46 Close 8 7.00 7.00 7.00 7.25 191.8 1 Close 14 8.01 9.25 9.10 9.51 297.7 4 Close 28 9.00 9.52 9.26 9.66 403.9 3 Close 42 9.53 9.53 9.53 9.94 10.2 1 Close 76 9.22 9.22 9.22 9.54 5.1 1 Close 93 8.56 8.56 8.56 8.80 20.5 1 Close 105 7.06 7.06 7.06 7.23 2.4 1 Close 133 10.00 10.00 10.00 10.25 20.7 1 Close 171 12.00 12.00 12.00 12.36 11.6 1 Close 227 12.00 12.00 12.00 12.00 32.2 1 Close 244 10.14 10.14 10.14 10.14 266.9 1 Close 258 10.11 10.11 10.11 10.11 102.8 1 Close 426 1.71 1.71 1.71 , 91.8 1 -------- -------- ------ ------ ------- --------- --------- -------- Subtotal 56,565.0 145 -------- -------- ------ ------ ------- --------- --------- -------- Total 112,513.0 288 -------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 209 deals totaled KZT106,070.2 m. including 94 (KZT52,023.1 m.) repo opening deals and 115 repo closing deals (KZT54,047.1 m.) Indicator TONIA according to trade results totaled 9.07 and decreased relative to the previous trading day by 0.66. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.22 9.83 -0.61 6 9.59 6.72 +2.87 11 8.05 11.12 -3.07 14 8.97 9.72 -0.75 28 11.99 10.02 +1.97 32 9.75 0.00 +9.75 --------------------------------------------- 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: +105.03% (-KZT9,790.1 m.), 7 participants. Second tier banks (STB): - +KZT50,452.6 m. (borrowing, 9 banks); -KZT37,058.0 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) -KZT10,643.0 m.; in CS repo sector +KZT2,751.6 m.; - resulting balance totaled +KZT10,394.6 m. (on the previous day it was -KZT702.6 m.). [2007-08-23]