Repo at KASE - KZT13,650.2 m

/IRBIS, February 12, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 104 deals were made at the repo floors (including automatic repo sector) amounting to KZT13,650.2 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 3.00 6.00 4.74 4.86 8,145.2 58 Open* 7 5.20 5.20 5.20 5.33 40.0 1 Open* 28 6.50 6.50 6.50 6.70 100.0 1 Open 30 9.00 9.00 9.00 9.38 0.3 1 Open 31 7.50 7.50 7.50 7.76 4.1 1 Open 62 10.01 10.01 10.01 10.42 30.7 1 Open 181 11.00 11.00 11.00 11.30 204.6 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,524.8 66 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 3.98 3.24 3.30 4,230.4 29 Close 2 6.50 6.50 6.50 6.71 121.6 1 Close 7 5.50 5.50 5.50 5.65 40.0 1 Close 14 6.00 11.00 8.50 8.89 110.4 2 Close 28 6.00 6.55 6.25 6.43 623.0 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,125.3 38 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 13,650.2 104 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 83 deals has amounted to KZT9,758.4 m, including 49 (KZT5,365.0 m) repo opening deals and 34 (KZT4,393.4 m) repo closing deals. Indicator TONIA according to trades' results totaled 4.81% APR and has increased by 1.40% relative to previous day. Dynamics of repo rates (on opening transactions for comparable terms) is characterized with following parameters: ------------------------------------------------ Term Today's Previous day's calend. days rate, % APR rate, % APR Trend ------------ ----------- -------------- ----- 1 4.74 3.24 +1.50 7 5.20 5.18 +0.02 28 6.50 11.00 -4.50 ------------------------------------------------ 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: +35.5% (KZT820.0 m), 6 participants. Second tier banks (STB): - +KZT4,345.2 m (borrowing, 3 banks), -KZT6,535.4 m (lending, 8 banks); - in direct deals sector -KZT730.2 m, at open trade market (auto repo sector) -KZT1,460.0 m; - resulting balance was -KZT2,190.2 m (on previous day it was equal to -KZT3,145.0 m). National Bank today still worked on money borrowing having unchaged changed the stake of its participation at repo market relative to previous trade day. Today counteragents of the National Bank were STB and their clients. Liquidity regulation instrument was repo "overnight". [2003-02-12]