Repo at KASE - KZT11,893.5 m

/IRBIS, May 29, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 100 deals were made at the repo floors (including automatic repo sector) amounting to KZT11,893.5 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* 1 2.30 5.48 3.77 3.85 5,647.6 38 Open* 4 4.00 4.00 4.00 4.08 64.0 1 Open 5 7.31 8.78 7.60 7.90 100.8 2 Open* 7 4.50 4.50 4.50 4.60 73.0 1 Open 11 8.57 8.57 8.57 8.93 3.8 1 Open* 14 5.50 5.50 5.50 5.65 30.0 1 Open 21 5.80 5.80 5.80 5.96 6.0 1 Open* 28 5.80 6.00 5.92 6.08 487.0 2 Open 32 11.99 11.99 11.99 12.67 75.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,487.7 48 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.50 4.51 3.98 4.07 4,303.3 32 Close 2 3.80 4.09 3.97 4.05 175.9 3 Close 3 3.84 4.50 4.45 4.55 98.0 3 Close 6 4.50 4.50 4.50 4.60 400.3 4 Close 7 6.00 6.00 6.00 6.18 100.1 2 Close 10 5.00 8.53 6.53 6.76 8.8 2 Close 14 5.70 7.30 6.09 6.27 207.5 3 Close 22 4.16 4.16 4.16 4.24 21.9 1 Close 34 8.27 8.27 8.27 8.59 67.6 1 Close 35 8.01 8.01 8.01 8.30 22.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,405.8 52 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 11,893.5 100 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 75 deals has amounted to KZT10,629.0 m, including 39 (KZT6,146.0 m) repo opening deals and 36 (KZT4,483.0 m) repo closing deals. Indicator TONIA according to trades' results totaled 3.76% APR and has decreased by 0.22 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 3.77 3.98 -0.21 5 7.60 4.50 +3.10 7 4.50 4.97 -0.47 14 5.50 5.50 0 28 5.92 10.01 -4.09 ------------------------------------------------ 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: +18.6% (-KZT802.0 m), 5 participants. Second tier banks (STB): - +KZT1,980.0 m (borrowing, 7 banks), -KZT5,409.4 m (lending, 8 banks); - in direct deals sector in CS -KZT144.8 m., in GS -KZT117.6 m., at open trade market (auto repo sector) -KZT3,167.0 m; - resulting balance was -KZT3,429.4 m (on previous day it was equal to -KZT2,801.3 m). National Bank today did not significantly change the stake of its participation at repo market relative to previous trade day still working only on money borrowing. Today counteragents of the National Bank were pension market's subjects and STB. Liquidity regulation instrument was repo "overnight". [2003-05-29]