Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, September 12, 07/ - Today on Kazakhstan stock exchange (KASE) 329 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ103,824.7 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 0.00 12.00 7.07 7.33 36,212.8 100 Open 2 8.28 9.56 8.84 9.24 149.4 5 Open 5 9.40 11.14 10.06 10.58 1,652.4 5 Open 7 8.50 13.50 9.55 10.02 9,946.8 39 Open* 14 9.50 11.00 10.46 11.01 587.0 16 Open* 28 10.00 11.00 10.22 10.72 267.0 3 Open 30 8.00 12.29 10.89 11.46 4,445.5 20 Open 61 30.00 30.00 30.00 33.82 320.3 4 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 53,581.1 192 -------- -------- ----- ----- ------- --------- --------- -------- Close 1 2.00 9.50 6.25 6.46 18,469.3 70 Close 2 7.02 9.00 7.60 7.89 782.0 5 Close 5 9.00 9.00 9.00 9.41 1,213.5 3 Close 6 7.91 7.91 7.91 8.22 300.4 1 Close 7 8.50 13.50 9.29 9.73 16,685.8 27 Close 8 10.98 11.00 10.99 11.61 710.2 2 Close 14 9.00 9.53 9.47 9.92 633.0 8 Close 22 10.00 10.00 10.00 10.49 81.5 1 Close 28 8.50 8.50 8.50 8.84 30.3 2 Close 30 7.00 10.00 7.08 7.31 8,218.2 15 Close 64 9.26 9.26 9.26 9.61 11.2 1 Close 93 9.00 9.00 9.00 9.28 50.1 1 Close 309 11.75 11.75 11.75 11.75 3,058.2 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 50,243.6 137 -------- -------- ----- ----- ------- --------- --------- -------- Total 103,824.7 329 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 263 deals totaled KZT89,960.1 m. including 154 (KZT46,927.5 m.) repo opening deals and 109 repo closing deals (KZT43,032.7 m.) Indicator TONIA according to trade results totaled 7.022 and increased relative to the previous trading day by 0.80. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 7.07 6.26 +0.81 7 9.55 9.08 +0.47 14 10.46 10.54 -0.08 28 10.22 11.94 -1.72 30 10.89 10.37 +0.52 ------------------------------------------------ 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: +52.8% (-KZT15,263.3 m.), 9 participants. Second tier banks (STB): - +KZT44,239.1 m. (borrowing, 9 banks); -KZT20,417.0 m. (lending, 11 banks); - in GS repo sector +KZT21,878.3 m.; in CS repo sector +KZT1,943.8 m.; - resulting balance totaled +KZT23,822.1 m. (on the previous day it was +KZT11,806.8 m.). [2007-09-12]