Repo at KASE - KZT9,984.5 m

/IRBIS, March 14, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 84 deals were made at the repo floors (including automatic repo sector) amounting to KZT9,984.5 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 3 1.00 4.50 3.54 3.61 3,404.0 32 Open* 7 4.40 4.40 4.40 4.50 250.0 2 Open 28 9.00 9.00 9.00 9.38 48.0 1 Open 31 9.00 11.50 10.43 10.95 35.0 2 --------- -------- ---- ----- ------- --------- ------- -------- Subtotal: 3,737.0 37 --------- -------- ---- ----- ------- --------- ------- -------- Close 1 3.50 5.00 4.19 4.28 5,294.1 35 Close 2 3.50 3.75 3.57 3.64 700.1 3 Close 3 4.00 4.00 4.00 4.08 50.0 1 Close 7 3.71 4.25 3.83 3.90 151.6 4 Close 11 4.66 4.66 4.66 4.76 6.2 1 Close 14 4.60 4.60 4.60 4.70 45.1 2 Close 30 9.00 9.00 9.00 9.38 0.3 1 --------- -------- ---- ----- ------- --------- ------- -------- Subtotal: 6,247.5 47 --------- -------- ---- ----- ------- --------- ------- -------- TOTAL: 9,984.5 84 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 64 deals has amounted to KZT7,340.6 m, including 33 (KZT3,510.0 m) repo opening deals and 31 (KZT3,830.5 m) repo closing deals. Indicator TONIA according to trades' results totaled 3.59% APR and has decreased by 0.74% 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 ------------ ----------- -------------- ----- 7 4.40 4.50 -0.10 28 9.00 6.29 +2.71 ------------------------------------------------ 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: -91.1% (-KZT290.0 m), 2 participants. Second tier banks (STB): - +KZT1,279.0 m (borrowing, 6 bank), -KZT3,132.0 m (lending, 7 banks); - in direct deals sector in GS net-position was equal to zero (gross - KZT288.0 m), in CS repo sector -48.0, at open trade market (auto repo sector) -KZT1,805.0 m; - resulting balance was -KZT1,853.0 m (on previous day it was equal to -KZT2,587.6 m). National Bank today decreased the stake of its participation at repo market still working on money borrowing. Today counteragents of the National Bank were STB. Liquidity regulation instrument was 3-day repo. [2003-03-14]