Repo at KASE - KZT11,315.0m

/IRBIS, June 07, 02/ - On June 07, at Kazakhstan Stock Exchange (KASE) 53 deals were made at the repo floors (including automatic repo sector) amounting to KZT11,315.0m. Results of trades are given in a 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 1.00 4.50 3.64 3.72 4,986.7 23 Open 7 4.80 5.00 4.97 5.09 470.0 3 Open* 28 6.50 6.50 6.50 6.70 250.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 5,706.7 27 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 3.00 4.50 4.09 4.18 4,855.5 15 Close 2 4.29 4.70 4.35 4.44 79.7 3 Close 3 4.24 4.50 4.33 4.42 157.7 2 Close 7 5.13 5.25 5.22 5.35 24.3 3 Close 14 5.50 6.00 5.70 5.86 491.1 3 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 5,608.3 26 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 11,315.0 53 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 44 deals has amounted to KZT10,766.6m, including 24 (KZT5,395.0m) repo opening deals and 20 (KZT5,371.6m) repo closing deals. Indicator TONIA according to trades' results has been fixed at the level of 4.49% APR and increased relative to previous trade day by 0.40. Dynamics of repo rates (on opening transactions for comparable terms) is characterized with following parameters: ---------------------------------------------- Calendar Today's Previous day's term. days rate, % APR rate, % APR Trend ---------- ----------- -------------- ----- 7 4.97 5.14 -0.17 ---------------------------------------------- Positions of major categories of participants in the market looked in the following way (based on net positions of opening transactions; in volumes "+" - borrowing, "-" - lending; trends in percents relative to previous trading day). Pension market subjects: -6.5% (KZT2,510.0m), 8 participants. Second tier banks (STB): - +KZT1,960.7m (borrowing, 5 banks), -KZT2,021.0m (lending, 4 banks); - in direct deals sector +KZT99.7m, in open trade market (auto repo) - KZT160.0m; - resulting balance -KZT60.3m (on previous day it was equal to +KZT938.3m). National Bank increased its participation in autorepo market net positions by 5.6% relative to previous trading day continuing to work only on money borrowing. Counteragents of the National Bank on deals were pension market subjects, STB and their clients. Liquidity regulations instruments were "overnight" repo (in this case - for 3 days) and 7-day repo. [2002-06-07]