Repo at KASE - KZT18,447.7m

/IRBIS, November 14, 02/ - On November 14, at Kazakhstan Stock Exchange (KASE) 95 deals were made at the repo floors (including automatic repo sector) amounting to KZT18,447.7m. 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 6.01 3.73 3.81 9,303.4 42 Open* 4 4.00 4.75 4.06 4.15 81.0 3 Open 14 5.00 5.00 5.00 5.12 110.0 2 Open 21 10.00 10.00 10.00 10.48 155.0 1 Open 32 11.95 12.00 11.98 12.65 53.0 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,702.4 51 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.50 5.00 3.61 3.69 7,624.1 29 Close 2 4.50 4.50 4.50 4.60 170.0 3 Close 3 4.90 4.90 4.90 5.02 10.0 1 Close 7 4.50 5.00 4.95 5.07 520.5 4 Close 14 5.06 5.25 5.19 5.32 300.2 2 Close 17 4.05 4.05 4.05 4.13 35.1 1 Close 28 5.90 5.90 5.90 6.06 54.2 3 Close 66 10.00 10.00 10.00 10.41 28.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,742.3 44 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 18,444.7 95 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 70 deals has amounted to KZT10,312.7m, including 37 (KZT5,531.0m) repo opening deals and 33 (KZT4,781.7m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.45% APR and fell by 0.12 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 3.73 3.64 +0.09 14 5.00 5.10 -0.10 ---------------------------------------------- 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: +2.6% (KZT1,419.0m), 10 participants. Second tier banks (STB): - +KZT1,007.6m (borrowing, 4 banks), -KZT4,164.7m (lending, 4 banks); - in direct deals sector -KZT3,163.1m, in open trade market (auto repo sector) +KZT76.0m; - resulting balance was -KZT3,087.1m (on previous day it was equal to - KZT2,365.5m). National Bank today worked on money borrowing having increased its participation at repo market by 76.2%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight" and 2-day repo. [2002-11-14]