Repo at KASE - KZT5,635.9m

/IRBIS, June 24, 02/ - On June 24, at Kazakhstan Stock Exchange (KASE) 45 deals were made at the repo floors (including automatic repo sector) amounting to KZT5,635.9m. 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 2.50 4.50 3.77 3.85 3,328.3 24 Open* 3 4.25 4.25 4.25 4.34 20.0 2 --------- -------- ---- ---- ------- --------- ------- -------- Subtotal: 3,348.3 26 --------- -------- ---- ---- ------- --------- ------- -------- Close 3 2.50 4.30 4.05 4.13 1,868.9 12 Close 4 4.50 4.50 4.50 4.60 99.4 2 Close 7 5.15 5.15 5.15 5.28 30.0 1 Close 14 0.00 5.25 4.49 4.61 281.1 3 Close 95 4.80 4.80 4.80 4.88 8.1 1 --------- -------- ---- ---- ------- --------- ------- -------- Subtotal: 2,287.5 19 --------- -------- ---- ---- ------- --------- ------- -------- TOTAL: 5,635.9 45 --------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 34 deals has amounted to KZT4,946.0m, including 21 (KZT3,125.0m) repo opening deals and 13 (KZT1,821.0m) repo closing deals. Indicator TONIA according to trades' results was fixed at the level of 3.78% APR and went down relative to the previous trades day by 0.38. 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: -19.4% (KZT2,590.0m), 6 participants. Second tier banks (STB): - +KZT1,334.`m (borrowing, 4 banks), -KZT338.3m (lending, 4 banks); - in direct deals sector -KZT54.2m, in open trade market (auto repo sector) +KZT1,050.0m; - resulting balance +KZT995.8m (on previous day it was equal to +KZT2,097.4m). National Bank increased its participation at autorepo market net positionsby 19.3% relative to previous trading day continuing to work only on money borrowing. Counteragents of the National Bank on deals were pension market subjects, STB clients. The only liquidity regulations instrument was "overnight" repo. [2002-06-24]