Repo at KASE - KZT20,656.5m

/IRBIS, November 28, 02/ - On November 28, at Kazakhstan Stock Exchange (KASE) 97 deals were made at the repo floors (including automatic repo sector) amounting to KZT20,656.5m. 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 5.75 4.27 4.37 9,688.2 42 Open* 4 5.00 5.00 5.00 5.13 1,248.0 4 Open* 7 5.25 5.25 5.25 5.39 66.0 2 Open* 11 8.51 8.51 8.51 8.88 11.2 1 Open* 14 6.00 6.00 6.00 6.18 200.0 1 Open* 28 6.00 6.00 6.00 6.17 200.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 11,413.4 51 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 2.49 6.00 3.80 3.89 6,793.7 28 Close 3 5.50 6.50 5.79 5.96 1,056.1 8 Close 7 6.50 6.50 6.50 6.71 520.6 4 Close 8 8.50 8.50 8.50 8.86 11.2 1 Close 9 5.85 5.85 5.85 6.02 751.2 3 Close 14 5.00 5.00 5.00 5.12 110.2 2 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 9,243.1 46 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 20,656.5 97 ---------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 72 deals has amounted to KZT11,169.5m, including 42 (KZT7,412.0m) repo opening deals and 30 (KZT3,757.5m) repo closing deals. Indicator TONIA according to trades' results equaled to 4.07% APR and fell by 0.96 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 4.27 3.99 +0.28 7 5.25 4.66 +0.59 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: +214.1% (KZT6,052.0m), 12 participants. Second tier banks (STB): - +KZT7,211.6m (borrowing, 8 banks), -KZT4,473.6m (lending, 6 banks); - in direct deals sector -KZT2,821.9m, in open trade market (auto repo sector) +KZT5,560.0m; - resulting balance was +KZT2,738.1m (on previous day it was equal to -KZT3,720.2m). National Bank today did not take part at repo market. [2002-11-28]