Repo at KASE - KZT15,587.2m

/IRBIS, June 10, 02/ - On June 10, at Kazakhstan Stock Exchange (KASE) 82 deals were made at the repo floors (including automatic repo sector) amounting to KZT15,587.2m. 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 1 1.00 4.50 3.38 3.45 6,459.8 35 Open 2 3.50 4.50 3.81 3.89 538.0 3 Open* 7 5.00 5.00 5.00 5.12 200.0 1 Open 14 0.00 5.25 4.49 4.61 280.6 3 Open* 28 5.80 5.80 5.80 5.96 150.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,628.4 43 --------- -------- ---- ---- ------- --------- -------- -------- Close 3 1.00 4.50 3.63 3.71 4,876.5 21 Close 4 4.25 5.00 4.73 4.84 415.2 3 Close 7 5.00 5.50 5.30 5.44 235.2 2 Close 14 5.50 5.70 5.58 5.73 841.8 4 Close 28 6.40 6.45 6.44 6.63 1,286.3 7 Close 29 6.50 6.50 6.50 6.70 100.5 1 Close 90 6.50 6.50 6.50 6.66 203.2 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,958.8 39 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 15,587.2 82 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 76 deals has amounted to KZT15,140.6m, including 38 (KZT7,385.0m) repo opening deals and 38 (KZT7,755.6m) repo closing deals. Indicator TONIA according to trades' results has been fixed at the level of 3.37% APR and decreased relative to previous trade day by 1.12. 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 5.00 4.97 +0.03 28 5.80 6.50 -0.70 ---------------------------------------------- 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: +105.2% (KZT5,150.0m), 11 participants. Second tier banks (STB): - +KZT3,362.8m (borrowing, 5 banks), -KZT1,324.8m (lending, 2 banks); - in direct deals sector +KZT98.0m, in open trade market (auto repo) +KZT1,940.0m; - resulting balance +KZT2,038.0m (on previous day it was equal to - KZT60.3m). National Bank increased its participation in autorepo market net positions by 4.0% 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 and 14-day repo. [2002-06-10]