Repo at KASE - KZT12,319.2 m

/IRBIS, May 26, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 104 deals were made at the repo floors (including automatic repo sector) amounting to KZT12,319.2 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 4.00 4.50 4.35 4.44 4,513.8 38 Open* 3 4.50 4.50 4.50 4.60 90.0 2 Open* 7 4.60 5.20 4.74 4.86 333.2 4 Open* 14 5.50 6.20 5.61 5.76 112.0 3 Open* 28 5.60 12.00 6.20 6.40 392.0 4 Open 30 7.00 7.00 7.00 7.23 130.0 3 Open 180 10.50 10.50 10.50 10.78 131.4 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,702.4 58 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 4.50 4.22 4.31 2,986.0 19 Close 4 5.50 5.50 5.50 5.65 20.0 1 Close 7 6.00 6.50 6.39 6.60 2,708.3 16 Close 12 6.97 6.97 6.97 7.21 12.7 1 Close 14 5.00 5.00 5.00 5.12 170.3 2 Close 22 5.67 5.67 5.67 5.82 9.0 1 Close 28 5.50 5.50 5.50 5.64 517.2 4 Close 32 7.00 7.00 7.00 7.23 130.8 1 Close 122 12.00 12.00 12.00 12.36 62.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,616.8 46 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 12,319.2 104 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 84 deals has amounted to KZT11,565.9 m, including 43 (KZT5,178.0 m) repo opening deals and 41 (KZT6,387.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 4.39% APR and has increased by 0.13 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 4.74 5.12 -0.38 14 5.61 6.18 -0.57 28 6.20 11.00 -4.80 ------------------------------------------------ Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing, "-" - lending; trends in percents relative to previous trading day). Pension market subjects: +499.2% (-KZT1,373.0 m), 7 participants. Second tier banks (STB): - +KZT2,365.2 m (borrowing, 6 banks), -KZT3,628.8 m (lending, 7 banks); - in direct deals sector in GS -KZT47.6 m., at open trade market (auto repo sector) -KZT1,216.0 m; - resulting balance was -KZT1,263.6 m (on previous day it was equal to -KZT2,285.8 m). National Bank today increased the stake of its participation at repo market by 1.7% relative to previous trade day working only on money borrowing. Today counteragents of the National Bank were pension market's subjects, STB and their clients. Liquidity regulation instrument was repo "overnight". [2003-05-26]