Repo at KASE - KZT11,056.7m

/IRBIS, October 8, 02/ - On October 8, at Kazakhstan Stock Exchange (KASE) 77 deals were made at the repo floors (including automatic repo sector) amounting to KZT11,056.7m. 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 4.33 4.43 4,861.2 29 Open* 2 13.64 13.69 13.68 14.65 94.2 3 Open 7 4.20 4.20 4.20 4.29 150.0 2 Open* 14 4.50 4.50 4.50 4.60 200.0 2 Open* 28 5.20 6.50 5.21 5.33 201.0 3 Open 29 6.50 6.50 6.50 6.70 55.9 2 Open 55 5.80 5.80 5.80 5.94 281.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,843.7 43 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.00 4.45 3.89 3.97 4 355.5 22 Close 2 13.69 13.69 13.69 14.67 47.1 1 Close 6 4.50 4.51 4.50 4.61 199.2 3 Close 7 4.75 5.00 4.82 4.94 139.1 2 Close 8 4.38 4.38 4.38 4.47 20.0 1 Close 28 5.60 5.70 5.65 5.80 452.0 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,212.9 34 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 11,056.7 77 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 61 deals has amounted to KZT10,139.6m, including 32 (KZT5,193.0m) repo opening deals and 29 (KZT4,946.5m) repo closing deals. Indicator TONIA according to trades' results was fixed on the level of 4.32% APR and fell by 0.43 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 4.33 3.89 +0.44 7 4.20 4.81 -0.61 14 4.50 5.10 -0.60 28 5.21 5.50 -0.29 29 6.50 10.34 -3.84 ---------------------------------------------- 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: +42% (KZT1,890.0m), 12 participants. Second tier banks (STB): - +KZT500.2m (borrowing, 4 banks), -KZT2,483.4m (lending, 6 banks); - in direct deals sector -KZT182.2m, in open trade market (auto repo sector) -KZT801.0m; - resulting balance -KZT983.2m (on previous day it was equal to - KZT1,858.0m). National Bank today worked on money borrowing, having increased its participation at repo market by 0.03%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight". [2002-10-08]