Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, September 7, 07/ - Today on Kazakhstan stock exchange (KASE) 289 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ90,653.8 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 3 0.00 8.50 6.08 6.28 42,316.2 120 Open 5 9.00 9.00 9.00 9.41 1,212.0 3 Open 7 8.30 10.00 9.06 9.47 3,814.0 16 Open 10 9.50 11.68 10.23 10.75 837.0 6 Open 14 9.50 11.00 10.30 10.83 188.0 2 Open 21 5.50 5.50 5.50 5.64 381.4 3 Open 28 10.00 13.25 12.83 13.62 939.4 10 Open 31 8.00 12.00 10.07 10.56 127.4 3 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 49,815.5 163 -------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.00 8.00 6.06 6.25 36,007.3 95 Close 2 7.50 9.00 8.50 8.87 1,500.6 2 Close 3 9.00 9.00 9.00 9.41 160.1 2 Close 5 8.97 8.97 8.97 9.37 3.0 1 Close 10 7.50 7.50 7.50 7.78 200.7 1 Close 14 9.50 13.17 13.04 13.89 834.2 2 Close 15 11.00 11.00 11.00 11.60 29.1 2 Close 16 0.01 0.01 0.01 0.01 6.4 1 Close 25 5.50 5.50 5.50 5.64 250.9 1 Close 28 9.50 9.50 9.50 9.93 45.3 1 Close 29 10.00 10.00 10.00 10.47 136.1 6 Close 30 9.50 11.00 9.67 10.11 453.6 3 Close 45 10.22 10.22 10.22 10.69 31.7 1 Close 73 7.95 7.95 7.95 8.21 137.5 1 Close 91 9.00 9.00 9.00 9.31 9.4 1 Close 92 9.01 9.01 9.01 9.28 81.8 1 Close 112 6.41 6.41 6.41 6.55 51.9 1 Close 154 6.64 6.64 6.64 6.75 138.8 1 Close 185 10.00 10.00 10.00 10.00 262.0 1 Close 246 9.78 9.81 9.79 9.79 497.8 2 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 40,838.3 126 -------- -------- ----- ----- ------- --------- -------- -------- Total 90,653.8 289 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 232 deals totaled KZT83,064.4 m. including 136 (KZT45,636.1 m.) repo opening deals and 96 repo closing deals (KZT37,428.3 m.) Indicator TONIA according to trade results totaled 5.91 and decreased relative to the previous trading day by 0.11. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.06 8.74 +0.32 14 10.30 10.92 -0.62 21 5.50 9.84 -4.34 28 12.83 10.46 +2.37 ------------------------------------------------ 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: +19.3% (-KZT20,345.0 m.), 8 participants. Second tier banks (STB): - +KZT45,876.0 m. (borrowing, 10 banks); -KZT13,304.9 m. (lending, 8 banks); - in GS repo sector +KZT30,679.0 m.; in CS repo sector +KZT1,892.1 m.; - resulting balance totaled +KZ32,571.1 m. (on the previous day it was +KZT27,760.8 m.). [2007-09-07]