Repo at KASE - KZT22,592.3m

/IRBIS, November 15, 02/ - On November 15, at Kazakhstan Stock Exchange (KASE) 100 deals were made at the repo floors (including automatic repo sector) amounting to KZT22,592.3m. 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 3 2.00 9.13 3.84 3.92 11,195.79 41 Open 7 4.50 5.50 4.62 4.73 1,141.00 2 Open* 14 5.00 5.09 5.01 5.13 225.00 2 Open* 28 5.40 5.40 5.40 5.54 27.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 12,588.79 46 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 2.50 4.50 3.71 3.78 9,203.26 41 Close 2 9.13 9.13 9.13 9.55 11.27 1 Close 3 4.80 5.00 4.90 5.02 50.02 3 Close 4 10.04 10.04 10.04 10.55 30.35 1 Close 14 5.50 6.19 5.82 5.99 708.58 8 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 10,003.48 54 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 22,592.27 100 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 79 deals has amounted to KZT13,986.3m, including 35 (KZT7,880.0m) repo opening deals and 44 (KZT6,106.3m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.44% APR and fell by 0.01 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 ---------- ----------- -------------- ----- 14 5.01 5.00 +0.01 ---------------------------------------------- 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: -12.1% (KZT1,248.0m), 10 participants. Second tier banks (STB): - +KZT1,824.4m (borrowing, 4 banks), -KZT8,870.3m (lending, 5 banks); - in direct deals sector -KZT3,447.0m, in open trade market (auto repo sector) -KZT3,599.0m; - resulting balance was -KZT7,046.0 (on previous day it was equal to - KZT3,087.1m). National Bank today worked on money borrowing having increased its participation at repo market by 53.9%. Today counteragents of the National Bank were pension market subjects, second tier banks and their clients. Liquidity regulation instrument was repo "overnight" and 7-day repo. [2002-11-15]