Repo at KASE - KZT10,591.0m

/IRBIS, October 17, 02/ - On October 17, at Kazakhstan Stock Exchange (KASE) 79 deals were made at the repo floors (including automatic repo sector) amounting to KZT10,591.0m. 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 5.00 6.50 5.63 5.79 3,495.4 25 Open* 4 5.80 5.80 5.80 5.97 50.0 1 Open* 7 6.00 6.78 6.05 6.24 179.0 5 Open 11 8.46 8.46 8.46 8.82 15.1 1 Open* 28 5.90 5.90 5.90 6.06 54.0 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 3,793.5 35 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 3.00 7.00 4.86 4.99 6,319.8 33 Close 3 3.80 4.00 3.81 3.88 202.1 3 Close 7 5.00 5.00 5.00 5.12 46.0 3 Close 8 10.73 10.73 10.73 11.31 27.1 1 Close 14 5.20 5.55 5.31 5.44 192.4 3 Close 28 6.50 6.50 6.50 6.70 10.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,797.5 44 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 10,591.0 79 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 74 deals has amounted to KZT10,457.3m, including 32 (KZT3,745.0m) repo opening deals and 42 (KZT6,712.3m) repo closing deals. Indicator TONIA according to trades' results equaled to 5.63% APR and rose by 0.77 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 5.63 4.86 +0.77 7 6.05 5.83 +0.22 ---------------------------------------------- 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: -20.9% (KZT1,442.0m), 10 participants. Second tier banks (STB): - +KZT3,490.0m (borrowing, 3 banks), -KZT908.4m (lending, 5 banks); - in direct deals sector -KZT21.4m, in open trade market (auto repo sector) +KZT2,603.0m; - resulting balance was KZT2,581.6m (on previous day it was equal to - KZT1,626.7m). National Bank today did not take part at repo market. [2002-10-17]