Repo at KASE - KZT22,777.0 m

/IRBIS, December 26, 02/ - On December 26, at Kazakhstan Stock Exchange (KASE) 145 deals were made at the repo floors (including automatic repo sector) amounting to KZT22,777.0 m. 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 9.13 4.36 4.46 6,777.7 47 Open 2 7.00 7.00 7.00 7.25 50.0 1 Open 3 4.00 4.00 4.00 4.08 15.7 1 Open* 4 4.50 4.50 4.50 4.60 40.0 1 Open* 14 6.00 6.00 6.00 6.18 790.0 9 Open 15 10.00 12.00 11.00 11.61 116.8 2 Open* 28 6.00 6.00 6.00 6.17 113.0 1 Open 29 6.00 6.00 6.00 6.17 83.0 3 Open 103 3.00 3.00 3.00 3.03 1,189.5 3 Open 140 3.00 3.00 3.00 3.02 190.3 1 Open 144 6.00 6.00 6.00 6.09 2,543.8 4 Open 151 3.00 3.00 3.00 3.02 230.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,140.1 74 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 3.00 5.40 4.70 4.81 6,206.6 44 Close 2 4.75 6.75 5.97 6.16 930.3 9 Close 3 5.30 5.40 5.33 5.47 550.2 4 Close 6 4.50 4.50 4.50 4.60 6.7 1 Close 7 5.50 8.00 6.16 6.35 131.2 3 Close 13 12.00 12.00 12.00 12.72 22.1 1 Close 14 5.40 5.40 5.40 5.54 100.2 1 Close 17 5.00 5.00 5.00 5.12 2,232.8 3 Close 28 6.00 6.00 6.00 6.17 200.9 1 Close 70 12.00 12.00 12.00 12.59 27.6 1 Close 77 12.50 12.50 12.50 13.10 30.8 1 Close 79 5.99 5.99 5.99 6.13 162.1 1 Close 80 5.99 5.99 5.99 6.13 35.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,636.9 71 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,777.0 145 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 87 deals has amounted to KZT11,305.2 m, including 43 (KZT6,061.0 m) repo opening deals and 44 (KZT5,244.2 m) repo closing deals. Indicator TONIA according to trades' results has not changed and equaled to 4.55% APR and has decreased by 0.26% relative to previous 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 4.36 4.70 -0.34 2 7.00 5.00 +2.00 14 6.00 6.25 -0.25 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: -2.3% (KZT1,752.0 m), 7 participants. Second tier banks (STB): - +KZT2,283.0 m (borrowing, 6 banks), -KZT9,182.9 m (lending, 6 banks); - in direct deals sector -KZT3,703.1 m, in open trade market (auto repo sector) +KZT1,734.0 m; - resulting balance was -KZT1,749.8 m (on previous day it was equal to -KZT6,899.9 m). National Bank today worked on money borrowing having increased its participation by 147.4%. Today counteragents of the National Bank were pension market subjects and STB. Liquidity regulation instrument was repo "overnight". [2002-12-26]