Repo at KASE - KZT10,406.0 m

/IRBIS, June 4, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 85 deals were made at the repo floors (including automatic repo sector) amounting to KZT10,406.0 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 1 1.50 4.00 2.89 2.94 4,386.0 29 Open* 2 3.10 3.10 3.10 3.15 130.0 1 Open* 5 3.40 3.40 3.40 3.46 26.0 1 Open* 7 3.80 4.00 3.83 3.90 80.0 2 Open* 14 3.85 4.00 3.96 4.03 301.0 5 Open 26 5.00 10.01 7.25 7.52 284.7 14 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 5,207.7 52 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 1.00 4.00 2.75 2.79 4,208.2 19 Close 2 2.10 2.10 2.10 2.12 125.0 2 Close 7 4.90 5.00 4.97 5.09 157.2 3 Close 8 0.00 0.00 0.00 0.00 75.0 1 Close 14 6.00 6.00 6.00 6.18 270.6 3 Close 28 5.50 14.01 8.40 8.80 362.2 5 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 5,198.3 33 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 10,406.0 85 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 58 deals has amounted to KZT9,161.9 m, including 33 (KZT4,573.0 m) repo opening deals and 25 (KZT4,588.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 2.98% APR and has increased by 0.21 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 2.89 2.75 +0.14 7 3.83 3.94 -0.11 14 3.96 5.02 -1.06 ------------------------------------------------ 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: -220.0%, 1 participant. Second tier banks (STB): - +KZT1,767.0 m (borrowing, 6 banks), -KZT4,534.2 m (lending, 8 banks); - in direct deals sector in CS -KZT221.2 m., at open trade market (auto repo sector) -KZT2,546.0 m; - resulting balance was -KZT2,767.2 m (on previous day it was equal to -KZT2,398.0 m). National Bank today did not significantly change the stake of its participation at repo market relative to previous trade day working only on money borrowing. Today counteragents of the National Bank were STB and the ir clients. Liquidity regulation instrument was repo "overnight". [2003-06-04]