Repo at KASE - KZT12,013.6m

/IRBIS, August 21, 02/ - On August 21, at Kazakhstan Stock Exchange (KASE) 110 deals were made at the repo floors (including automatic repo sector) amounting to KZT12,013.6m. 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 6.10 6.50 6.32 6.53 2,807.4 26 Open* 2 5.40 6.30 5.90 6.08 1,480.0 9 Open 5 9.12 9.12 9.12 9.55 89.9 1 Open* 7 5.80 6.50 5.95 6.12 190.0 2 Open* 14 6.00 6.50 6.06 6.24 170.0 3 Open 15 8.00 9.01 8.51 8.87 6.1 2 Open* 28 6.50 6.50 6.50 6.70 155.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 4,898.4 44 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 5.50 7.20 6.18 6.37 3,615.5 31 Close 2 5.20 5.80 5.42 5.57 1,645.8 8 Close 5 5.84 5.84 5.84 6.01 14.3 1 Close 7 5.50 6.25 5.84 6.01 1,551.7 10 Close 9 5.18 5.18 5.18 5.32 35.0 1 Close 12 8.95 8.95 8.95 9.35 90.5 1 Close 14 5.11 5.11 5.11 5.24 107.1 1 Close 28 6.50 6.50 6.50 6.70 55.3 2 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,115.2 55 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 12,013.6 110 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 79 deals has amounted to KZT10,502.9m, including 35 (KZT4,380.0m) repo opening deals and 44 (KZT6,122.9m) repo closing deals. Indicator TONIA according to trades' results was fixed at the level of 6.31% APR and rose by 0.13 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 ---------- ----------- -------------- ----- 1 6.32 6.18 +0.14 7 5.95 5.86 +0.09 14 6.06 5.94 +0.12 28 6.50 6.50 0 ---------------------------------------------- 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: +76.7% (KZT3,675.0m), 7 participants. Second tier banks (STB): - +KZT4,587.4m (borrowing, 5 banks), -KZT1,022.4m (lending, 4 banks); - in direct deals sector on GS balance was equal to zero (gross - KZT844.8m), in open trade market (auto repo sector) +KZT3,565.0m; - resulting balance +KZT3,565.0m (on previous day it was equal to + KZT1,815.0m). National Bank didn't participate in the repo market today. [2002-08-21]