Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, September 21, 07/ - Today on Kazakhstan stock exchange (KASE) 264 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ57,779.1 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 Intraday 1.95 36.50 1.95 X 505.1 2 Open 3 0.00 12.00 4.17 4.32 22,072.5 80 Open 5 13.99 13.99 13.99 15.00 50.0 3 Open 6 11.00 11.00 11.00 11.62 37.6 2 Open 7 7.50 12.00 10.49 11.05 668.9 10 Open 10 10.46 36.50 12.19 12.95 3,302.5 22 Open* 14 10.00 12.00 10.73 11.30 367.0 4 Open* 28 10.00 13.00 11.71 12.36 3,684.0 13 Open 31 10.00 20.00 14.47 15.47 2,327.4 16 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 33,015.1 152 -------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 X 505.1 2 Close 1 8.00 11.50 9.99 10.51 18,562.9 61 Close 2 8.98 11.00 9.65 10.13 300.4 6 Close 3 8.11 12.00 9.10 9.54 313.4 6 Close 4 9.97 9.97 9.97 10.48 65.9 1 Close 7 8.90 10.00 9.08 9.50 1,219.6 11 Close 14 9.50 11.00 10.30 10.83 188.7 2 Close 15 13.00 13.14 13.11 13.96 296.7 4 Close 24 8.00 8.00 8.00 8.31 764.0 1 Close 28 13.00 13.00 13.00 13.81 103.0 5 Close 29 10.00 10.00 10.00 10.47 171.8 1 Close 30 11.50 15.00 14.12 15.09 2,018.3 5 Close 31 9.01 9.60 9.19 9.59 68.1 2 Close 39 7.01 7.02 7.02 7.24 101.4 3 Close 115 8.63 8.63 8.63 8.88 27.8 1 Close 371 10.53 10.53 10.53 , 56.9 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 24,764.0 112 -------- -------- ----- ----- ------- --------- -------- -------- Total 57,779.1 264 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 177 deals totaled KZT49,580.3 m. including 101 (KZT28,058.5 m.) repo opening deals and 76 repo closing deals (KZT21,521,8 m.) Indicator TONIA according to trade results totaled 3.65 and decreased relative to the previous trading day by 6.29. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 5 13.99 11.04 +2.95 7 10.49 9.17 +1.32 14 10.73 10.16 +0.57 28 11.71 11.43 +0.28 ------------------------------------------------ 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: + 65.1% (-KZT19,178.1 m.), 9 participants. Second tier banks (STB): - +KZT23,297.0 m. (borrowing, 10 banks); -KZT6,535.2 m. (lending, 8 banks); - in GS repo sector +KZT15,419.8 m.; in CS repo sector +KZT1,342.0 m.; - resulting balance totaled +KZT16,761.8 m. (on the previous day it was +KZT18,398.0 m.). [2007-09-21]