Repo at KASE - KZT13,486.2 m

/IRBIS, January 5, 03/ - On January 5, at Kazakhstan Stock Exchange (KASE) 86 deals were made at the repo floors (including automatic repo sector) amounting to KZT13,486.2 m. Results of trades are given in the table. ------------------------------------------------------------------------ Repo rate, % APR ------------------------------- Type of Calendar weighted average Volume repo terms, ------------------ KZT Number deal days min max nominal effective m of deals --------- -------- ---- ----- ------- --------- -------- -------- Open 1 4.00 5.91 4.37 4.47 7,149.4 33 Open 2 5.50 10.05 9.05 9.49 49.0 4 Open 8 5.00 5.90 5.04 5.17 605.0 3 Open 26 6.30 10.00 8.15 8.48 90.0 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 7,893.4 42 --------- -------- ---- ----- ------- --------- -------- -------- Close 6 4.49 6.50 4.79 4.90 1,450.6 20 Close 7 5.00 6.00 5.10 5.23 1,017.3 8 Close 8 5.00 6.00 5.03 5.16 2,552.8 7 Close 9 4.50 4.50 4.50 4.60 100.1 1 Close 18 5.50 5.50 5.50 5.65 200.5 1 Close 31 6.00 6.00 6.00 6.17 100.5 2 Close 32 6.00 6.20 6.11 6.29 35.2 2 Close 33 6.00 6.50 6.17 6.34 135.8 3 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 5,592.8 44 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 13,486.2 86 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 60 deals has amounted to KZT8,791.1 m, including 28 (KZT6,075.0 m) repo opening deals and 32 (KZT2,716.1 m) repo closing deals. Indicator TONIA according to trades' results totaled 4.31% APR and has decreased by 0.21% 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 4.37 4.52 -0.15 8 5.04 10.00 -4.96 ---------------------------------------------- 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: +655.0% (KZT4,885.0 m), 10 participants. Second tier banks (STB): - +KZT1,109.4 m (borrowing, 4 banks), -KZT2,494.4 m (lending, 5 banks); - in direct deals sector on GS -KZT475.0 m, in open trade market (auto repo sector) +KZT2,090.0 m; - resulting balance was +KZT1,615.0 m (on previous day it was equal to +KZT785.4 m). National Bank today worked on money borrowing having significantly increased its participation (16.6 times as much, judging on the volume of conducted operations) at the repo market. Today counteragents of the National Bank were pension market subjects and STB's clients. Liquidity regulation instrument was repo "overnight". [2003-01-05]