Repo at KASE - KZT13,851.0m

/IRBIS, October 31, 02/ - On October 31, at Kazakhstan Stock Exchange (KASE) 94 deals were made at the repo floors (including automatic repo sector) amounting to KZT13,851.0m. 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 3.00 5.00 4.52 4.63 6,329.0 40 Open 6 5.30 5.30 5.30 5.44 99.6 1 Open* 7 5.20 5.50 5.28 5.42 485.0 5 Open* 11 10.01 10.01 10.01 10.51 1.2 1 Open* 14 5.25 5.25 5.25 5.38 200.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,114.8 48 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 3.25 5.50 4.62 4.72 6,042.3 39 Close 3 5.50 5.50 5.50 5.65 5.0 1 Close 7 5.50 5.60 5.55 5.70 550.6 3 Close 28 5.50 5.50 5.50 5.64 45.2 1 Close 48 11.00 11.00 11.00 11.53 1.0 1 Close 346 13.04 13.04 13.04 13.04 92.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,736.2 46 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 13,851.0 94 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 81 deals has amounted to KZT12,826.5m, including 42 (KZT6,680.0m) repo opening deals and 39 (KZT6,146.5m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.50% APR and fell by 0.09 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 4.52 4.60 -0.08 7 5.28 5.44 -0.16 14 5.25 5.25 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: -28.4% (KZT1,579.0m), 5 participants. Second tier banks (STB): - +KZT2,301.6m (borrowing, 7 banks), -KZT3,959.6m (lending, 6 banks); - in direct deals sector -KZT8.0m, in open trade market (auto repo sector) -KZT1,650.0m; - resulting balance was -KZT1,658.0m (on previous day it was equal to - KZT1,972.5m). National Bank today worked on money borrowing on having decreased its participation at repo market by 12.6%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight" and 14-day repo. [2002-10-31]