Repo at KASE - KZT14,187.0m

/IRBIS, October 29, 02/ - On October 29, at Kazakhstan Stock Exchange (KASE) 94 deals were made at the repo floors (including automatic repo sector) amounting to KZT14,187.0m. 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 2.00 5.20 4.39 4.49 5,733.6 35 Open* 3 12.17 12.17 **12.17 12.93 1.1 1 Open* 7 5.50 5.60 5.57 5.72 295.0 3 Open* 14 5.75 5.80 5.78 5.94 475.0 6 Open* 28 6.00 6.00 6.00 6.17 90.0 1 --------- -------- --------- ----- ------- --------- -------- -------- Subtotal: 6,594.7 46 --------- -------- --------- ----- ------- --------- -------- -------- Close 1 -1 177.13 5.80 4.58 4.89 5,868.8 29 Close 5 5.16 5.16 5.16 5.29 12.0 1 Close 7 6.00 6.25 6.24 6.44 989.2 12 Close 14 5.20 6.45 5.56 5.71 350.7 3 Close 28 5.30 5.40 5.35 5.49 371.5 3 --------- -------- --------- ----- ------- --------- -------- -------- Subtotal: 7,592.3 48 --------- -------- --------- ----- ------- --------- -------- -------- TOTAL: 14,187.0 94 ----------------------------------------------------------------------------- ** influence of correcting deal concerning CS repo By open trades method (in automatic repo sector) a volume of 87 deals has amounted to KZT13,634.2m, including 42 (KZT6,072.0m) repo opening deals and 45 (KZT7,562.2m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.33% APR and fell by 0.47 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 4.39 4.82 -0.43 3 12.17 5.50 +6.67 7 5.57 5.57 0 14 5.78 5.80 -0.02 28 6.00 6.00 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: +4.9% (KZT2,119.0m), 11 participants. Second tier banks (STB): - +KZT2,102.6m (borrowing, 5 banks), -KZT3,178.6m (lending, 5 banks); - in direct deals sector -KZT300.0m, in open trade market (auto repo sector) -KZT776.0m; - resulting balance was -KZT1,076.0m (on previous day it was equal to - KZT1,313.0m). National Bank today worked on money borrowing on having decreased its participation at repo market by 5.17%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight". [2002-10-29]