Repo at KASE - KZT11,923.1m

/IRBIS, August 09, 02/ - On August 09, at Kazakhstan Stock Exchange (KASE) 86 deals were made at the repo floors (including automatic repo sector) amounting to KZT11,923.1m. 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 4.75 5.00 4.85 4.97 4,985.0 28 Open* 7 5.50 5.80 5.66 5.82 230.0 7 Open* 10 9.10 9.10 9.10 9.51 90.2 1 Open 31 13.00 13.50 13.25 14.08 60.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,365.2 38 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 4.50 6.00 5.05 5.18 4,745.7 26 Close 2 4.89 5.50 4.95 5.07 110.0 2 Close 3 5.50 5.50 5.50 5.65 45.0 1 Close 4 5.02 5.09 5.08 5.21 54.0 2 Close 7 5.40 5.50 5.49 5.65 490.5 5 Close 11 9.13 9.13 9.13 9.54 90.2 1 Close 14 6.00 6.50 6.41 6.61 1,022.5 11 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,557.9 48 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 11,923.1 86 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 74 deals has amounted to KZT11,243.7m, including 31 (KZT4,980.0m) repo opening deals and 43 (KZT6,263.7m) repo closing deals. Indicator TONIA according to trades' results was fixed at the level of 4.85% APR and declined by 0.20 relative to the previous trading day. 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 5.66 5.83 -0.17 ---------------------------------------------- Positions of major categories of participants in the market of repo on GS 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: -10.2% (KZT3,455.0m), 8 participants. Second tier banks (STB): - +KZT2,595.0m (borrowing, 5 banks), -KZT1,330.0m (lending, 2 banks); - in direct deals sector on GS balance was equal to zero (gross - KZT100.0m), in open trade market (auto repo sector) +KZT1,265.0m; - resulting balance +KZT1,265.0m (on previous day it was equal to + KZT1,885.0m). National Bank today worked only on money borrowing, having increased its participation by 11% relative to the previous working day. Today counteragents of the National Bank were pension market subjects, STB and their clients. Liquidity regulation instruments were 3- days and 7-days repo. [2002-08-09]