Repo at KASE - KZT12,602.0m

/IRBIS, July 01, 02/ - On July 01, at Kazakhstan Stock Exchange (KASE) 90 deals were made at the repo floors (including automatic repo sector) amounting to KZT12,602.0m. 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 1 2.50 4.50 4.32 4.42 4,294.9 31 Open* 7 5.00 5.00 5.00 5.12 200.0 1 Open* 14 5.50 5.50 5.50 5.65 200.0 1 Open 28 6.00 9.97 7.16 7.41 341.5 4 Open 31 10.00 12.00 11.01 11.58 50.3 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,086.7 41 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 3.00 4.80 4.22 4.31 5,845.6 30 Close 4 3.00 4.30 3.06 3.10 371.1 2 Close 5 4.24 4.24 4.24 4.33 35.3 1 Close 12 5.00 6.03 5.50 5.65 39.0 3 Close 14 5.10 5.30 5.15 5.28 265.5 2 Close 28 6.25 9.99 8.12 8.45 80.5 2 Close 62 9.75 9.75 9.75 10.14 123.1 1 Close 97 6.50 6.50 6.50 6.64 305.2 5 Close 112 6.50 6.50 6.50 6.64 204.0 1 Close 138 6.53 6.53 6.53 6.64 204.9 1 Close 152 6.54 6.54 6.54 6.65 41.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,515.3 49 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 12,602.0 90 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 54 deals has amounted to KZT9,487.3m, including 28 (KZT4,310.0m) repo opening deals and 26 (KZT5,177.3m) repo closing deals. Indicator TONIA according to trades' results was fixed at the level of 4.34% APR and grew relative to the previous trading day by 0.03. 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: -88.7% (KZT2,595.0m), 9 participants. Second tier banks (STB): - +KZT1,749.9m (borrowing, 3 banks), -KZT1,603.3m (lending, 6 banks); - in direct deals sector +KZT196.6m, in open trade market (auto repo sector) -KZT50.0m; - resulting balance +KZT146.6m (on previous day it was equal to - KZT1,218.4m). National Bank didn't change its positions in autorepo market net positions continuing to work only on money borrowing. Counteragents of the National Bank on deals were pension market subjects, STB and their clients. Liquidity regulation instrument was "overnight" repo. [2002-07-01]