Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, August 27, 07/ - Today on Kazakhstan stock exchange (KASE) 365 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ183,676.1 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 8.00 13.00 9.97 10.49 16,887.1 59 Open 7 6.50 11.50 9.03 9.44 41,148.6 59 Open 10 13.00 13.00 13.00 13.86 276.3 2 Open 14 10.00 13.00 10.79 11.38 503.0 5 Open 15 10.00 10.00 10.00 10.49 20.0 1 Open 28 9.50 13.00 10.62 11.17 419.0 13 Open 30 10.00 12.00 10.19 10.68 335.0 2 Open 31 7.50 12.10 10.33 10.83 134.3 7 Open 61 10.00 10.00 10.00 10.41 10.5 2 Open 92 13.00 13.00 13.00 13.57 20.4 2 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 59,754.3 152 -------- -------- ----- ----- ------- --------- --------- -------- Close 3 3.00 11.00 8.64 9.03 19,385.3 74 Close 4 0.01 9.50 9.50 9.96 550.3 3 Close 7 8.00 14.00 9.00 9.41 99,913.7 96 Close 11 7.50 10.00 9.13 9.55 84.2 3 Close 12 7.50 8.50 7.60 7.89 452.8 4 Close 14 10.00 10.00 10.00 10.50 345.3 2 Close 24 9.00 9.00 9.00 9.39 48.3 1 Close 28 8.00 11.50 9.36 9.79 313.2 7 Close 31 7.00 9.50 7.98 8.28 1,131.6 4 Close 32 8.70 9.50 9.41 9.82 413.5 5 Close 33 8.50 9.51 8.74 9.09 47.6 3 Close 42 7.02 7.02 7.02 7.24 1.4 1 Close 47 8.75 8.85 8.76 9.10 31.1 2 Close 61 9.00 9.00 9.00 9.33 28.4 1 Close 66 7.75 7.75 7.75 8.00 4.2 1 Close 87 9.09 9.09 9.09 9.41 122.6 2 Close 90 8.00 14.00 8.08 8.33 971.8 2 Close 91 9.00 9.00 9.00 9.31 20.4 1 Close 245 8.52 8.52 8.52 8.52 56.0 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 123,921.8 213 -------- -------- ----- ----- ------- --------- --------- -------- Total 183,676.1 365 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 292 deals totaled KZT178,951.6 m. including 123 (KZT57,863.3 m.) repo opening deals and 169 repo closing deals (KZT121,088.3 m.) Indicator TONIA according to trade results totaled 9.97 and increased relative to the previous trading day by 1.66. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 14 10,79 13,04 -2,25 28 10,62 13,00 -2,38 31 10,33 14,60 -4,27 61 10,00 10,00 0 ------------------------------------------------ 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: +18.8% (-KZT8,686.0 m.), 7 participants. Second tier banks (STB): - +KZT52,722.6 m. (borrowing, 12 banks); -KZT37,954.0 m. (lending, 9 banks); - in CS repo sector +KZT13,993.1 m.; on the open trade market in GS (automatic repo sector) +KZT65.0 m.; in CS repo sector +KZT710.5 m.; - resulting balance totaled +KZT14,768.6 m. (on the previous day it was -KZT16,120.6 m.). [2007-08-27]