Repo at KASE - KZT9,117.6 m

/IRBIS, January 27, 03/ - On January 27, at Kazakhstan Stock Exchange (KASE) 98 deals were made at the repo floors (including automatic repo sector) amounting to KZT9,117.6 m. Results of trades are given in the 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 4.00 5.50 4.81 4.92 1,745.6 23 Open 3 4.75 5.50 4.84 4.96 91.0 2 Open* 7 6.00 6.00 6.00 6.18 350.0 5 Open* 14 5.50 5.50 5.50 5.65 40.0 1 --------- -------- ----- ----- ------- --------- ------- -------- Subtotal: 2,226.6 31 --------- -------- ----- ----- ------- --------- ------- -------- Close 3 4.20 7.00 4.74 4.86 4,671.1 43 Close 4 4.70 4.88 4.83 4.94 1,136.0 6 Close 5 4.80 4.80 4.80 4.92 41.6 1 Close 7 5.50 6.00 5.58 5.73 588.6 7 Close 14 5.50 5.80 5.51 5.66 390.8 5 Close 21 5.17 5.17 5.17 5.30 54.2 1 Close 35 8.20 8.20 8.20 8.51 0.7 1 Close 59 17.19 17.19 17.19 18.47 4.1 1 Close 140 10.00 10.00 10.00 10.25 2.8 1 Close 144 16.04 16.04 16.04 16.68 1.0 1 --------- -------- ----- ----- ------- --------- ------- -------- Subtotal: 6,891.0 67 --------- -------- ----- ----- ------- --------- ------- -------- TOTAL: 9,117.6 98 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 77 deals has amounted to KZT7,153.1 m, including 24 (KZT1,710.0 m) repo opening deals and 53 (KZT5,443.1 m) repo closing deals. Indicator TONIA according to trades' results totaled 4.73% APR and has decreased by 0.02% 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 ---------- ----------- -------------- ----- 7 6.00 6.30 -0.30 14 5.50 6.00 -0.50 ---------------------------------------------- Positions of major categories of participants in the market of repo 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: -89.2% (KZT375.0 m), 5 participants. Second tier banks (STB): - +KZT1,145.6 m (borrowing, 5 banks), -KZT1,175.6 m (lending, 4 banks); - in direct deals sector -KZT120.0 m, at open trade market (auto repo sector) +KZT90.0 m; - resulting balance was -KZT30.0 m (on previous day it was equal to +KZT829.3 m). National Bank today did not take part at the repo market. [2003-01-27]