Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, September 13, 07/ - Today on Kazakhstan stock exchange (KASE) 257 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ90,092.8 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 1 4.02 10.00 8.25 8.61 21,279.5 65 Open 7 9.00 11.30 9.09 9.50 28,407.8 46 Open 14 9.25 11.00 9.73 10.20 1,777.6 6 Open* 28 9.00 11.00 10.80 11.36 40.0 4 Open 30 10.00 10.00 10.00 10.47 0.2 1 Open 32 9.00 9.00 9.00 9.38 8.7 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 51,513.8 123 -------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.00 12.00 7.06 7.32 35,172.3 99 Close 2 7.01 8.00 7.82 8.14 710.9 3 Close 3 8.00 11.06 9.34 9.80 530.4 4 Close 7 6.00 11.00 8.74 9.14 1,609.8 8 Close 22 17.84 17.84 17.84 19.41 0.4 1 Close 28 8.50 9.00 8.98 9.36 377.6 6 Close 30 10.75 11.50 11.12 11.70 59.6 2 Close 77 8.81 8.81 8.81 9.10 50.9 1 Close 92 10.00 10.00 10.00 10.34 6.5 1 Close 104 5.03 8.53 8.24 8.47 36.8 2 Close 118 5.03 5.03 5.03 5.12 2.4 1 Close 121 5.03 5.03 5.03 5.12 2.5 1 Close 133 1.79 7.40 4.58 4.65 8.1 2 Close 134 7.40 7.40 7.40 7.53 3.2 1 Close 139 7.23 7.23 7.23 7.36 3.3 1 Close 274 7.87 7.87 7.87 7.87 4.2 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 38,579.0 134 -------- -------- ----- ----- ------- --------- -------- -------- Total 90,092.8 257 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 220 deals totaled KZT100,404.5 m. including 106 (KZT50,202.2 m.) repo opening deals and 114 repo closing deals (KZT50,202.2 m.) Indicator TONIA according to trade results totaled 8.25 and increased relative to the previous trading day by 1.23. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 8.25 7.07 +1.18 7 9.09 9.55 -0.46 14 9.73 10.46 -0.73 28 10.80 10.22 +0.58 30 10.00 10.89 -0.89 ------------------------------------------------ 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: - 3.1% (-KZT12,141.0 m.), 9 participants. Second tier banks (STB): - +KZT48,437.0 m. (borrowing, 8 banks); -KZT29,209.0 m. (lending, 8 banks); - in GS repo sector +KZT18,518.0 m.; in CS repo sector +KZT710.0 m.; - resulting balance totaled +KZT19,228.0 m. (on the previous day it was +KZT23,822.1 m.). [2007-09-13]