Repo at KASE - KZT14,816.0 m

/IRBIS, May 30, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 117 deals were made at the repo floors (including automatic repo sector) amounting to KZT14,816.0 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 2.00 5.00 4.20 4.30 7,541.0 50 Open 7 4.50 10.00 4.61 4.72 490.1 4 Open 10 8.58 8.76 8.59 8.96 3.0 2 Open* 14 5.00 7.00 5.88 6.05 114.0 3 Open 28 9.50 9.99 9.54 9.97 27.0 2 Open 31 12.00 12.00 12.00 12.68 6.0 1 Open 34 7.00 7.00 7.00 7.22 4.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,186.0 63 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.30 5.48 3.77 3.85 5,648.2 38 Close 2 3.87 3.87 3.87 3.95 36.1 1 Close 7 3.50 5.70 5.12 5.25 340.5 4 Close 11 4.62 4.62 4.62 4.73 61.6 1 Close 14 5.50 6.50 6.14 6.33 428.0 7 Close 22 11.50 11.50 11.50 12.14 25.2 1 Close 26 5.80 10.01 7.91 8.23 90.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,630.1 54 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 14,816.0 117 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 93 deals has amounted to KZT12,175.9 m, including 50 (KZT6,005.0 m) repo opening deals and 43 (KZT6,170.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 3.92% APR and has increased by 0.16 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 4.61 4.50 +0.11 14 5.88 5.50 +0.38 28 9.54 5.92 +3.62 ------------------------------------------------ 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: -23.3% (-KZT615.0 m), 5 participants. Second tier banks (STB): - +KZT5,006.1 m (borrowing, 7 banks), -KZT6,953.0 m (lending, 8 banks); - in direct deals sector in GS KZT80.1 m., at open trade market (auto repo sector) -KZT2,027.0 m; - resulting balance was -KZT1,946.9 m (on previous day it was equal to -KZT3,429.4 m). National Bank today decreased the stake of its participation at repo market by 21% relative to previous trade day working only on money borrowing. Today counteragents of the National Bank were STB and their clients. Liquidity regulation instrument was 3 days repo. [2003-05-30]