Repo at KASE - KZT20,248.2m

/IRBIS, November 13, 02/ - On November 13, at Kazakhstan Stock Exchange (KASE) 91 deals were made at the repo floors (including automatic repo sector) amounting to KZT20,248.2m. 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 5.00 3.64 3.71 7,823.5 31 Open 5 9.13 9.13 9.13 9.55 11.3 1 Open* 7 5.00 5.00 5.00 5.12 155.0 2 Open* 14 5.10 5.10 5.10 5.23 300.0 2 Open* 28 5.40 5.40 5.40 5.54 100.0 2 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 8,389.8 38 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 2.50 9.13 3.85 3.93 10,615.0 41 Close 2 4.00 4.20 4.10 4.18 380.1 4 Close 7 5.00 5.10 5.02 5.15 407.4 4 Close 14 5.25 5.25 5.25 5.38 455.9 4 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 11,858.4 53 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 20,248.2 91 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 71 deals has amounted to KZT12,268.2m, including 29 (KZT4,501.0m) repo opening deals and 42 (KZT7,767.2m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.57% APR and rose by 0.06 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 3.64 3.85 -0.21 7 5.00 5.00 0 14 5.10 5.10 0 28 5.40 5.40 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: -33.0% (KZT1,383.0m), 8 participants. Second tier banks (STB): - +KZT2,092.0m (borrowing, 5 banks), -KZT4,457.4m (lending, 5 banks); - in direct deals sector -KZT3,505.5m, in open trade market (auto repo sector) +KZT1,140.0m; - resulting balance was -KZT2,365.5m (on previous day it was equal to - KZT3,022.9m). National Bank today worked on money borrowing having decreased its participation at repo market by 58.6%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight". [2002-11-13]