Repo at KASE - KZT10,977.5m

/IRBIS, September 30, 02/ - On September 30, at Kazakhstan Stock Exchange (KASE) 88 deals were made at the repo floors (including automatic repo sector) amounting to KZT10,977.5m. 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 3.50 5.00 4.47 4.57 3,882.2 31 Open* 7 5.00 5.00 5.00 5.12 525.0 2 Open* 14 5.25 5.25 5.25 5.38 100.0 1 Open* 28 5.50 5.90 5.61 5.76 35.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 4,542.2 36 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 2.00 4.74 4.26 4.35 5,336.6 34 Close 4 4.00 4.00 4.00 4.08 20.0 1 Close 5 4.72 4.72 4.72 4.83 187.2 2 Close 7 4.50 5.50 4.79 4.90 140.1 3 Close 10 3.25 3.25 3.25 3.30 70.1 1 Close 14 5.00 5.25 5.15 5.28 501.0 4 Close 21 10.50 10.50 10.50 11.04 7.2 1 Close 24 6.50 6.50 6.50 6.70 7.2 2 Close 28 5.90 9.97 7.15 7.41 165.9 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,435.3 52 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 10,977.5 88 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 65 deals has amounted to KZT10,028.5m, including 28 (KZT4,135.0m) repo opening deals and 37 (KZT5,893.5m) repo closing deals. Indicator TONIA according to trades' results was fixed on the level of 4.47% APR and rose by 0.23 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 5.00 5.01 -0.01 14 5.25 5.25 0 28 5.61 5.50 +0.11 ---------------------------------------------- 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: -15.8% (KZT1,330.0m), 7 participants. Second tier banks (STB): - +KZT2,602.2m (borrowing, 5 banks), -KZT2,280.0m (borrowing, 6 banks); - in direct deals sector +KZT267.2m, in open trade market (auto repo sector) +KZT55.0m; - resulting balance +KZT322.2m (on previous day it was equal to - KZT2,195.6m). National Bank today worked on money borrowing, having increased its participation at repo market by 56.7%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight" and 7-day repo. [2002-09-30]