Repo at KASE - KZT17,220.8 m

/IRBIS, July 1, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 136 deals were made at the repo floors (including automatic repo sector) amounting to KZT17,220.8 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 2.65 2.11 2.13 7,160.4 42 Open* 3 3.00 3.80 3.42 3.48 510.0 5 Open* 7 4.00 4.40 4.15 4.23 480.0 5 Open* 14 4.50 7.00 4.84 4.96 433.0 6 Open* 28 5.20 8.00 5.51 5.65 137.0 2 Open 30 5.80 10.02 7.91 8.22 90.0 2 Open 62 11.00 11.00 11.00 11.49 3.0 1 Open 188 11.50 11.50 11.50 11.50 50.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,863.4 65 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.75 5.01 3.96 4.04 5,783.5 52 Close 7 3.40 4.10 3.70 3.77 890.6 8 Close 14 6.00 8.00 6.31 6.51 1,633.9 9 Close 28 8.00 8.00 8.00 8.30 48.3 1 Close 49 8.54 8.54 8.54 8.86 1.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,357.4 71 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17,220.8 136 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 116 deals has amounted to KZT15,415.1 m, including 51 (KZT7,762.0 m) repo opening deals and 65 (KZT7,653.1 m) repo closing deals. Indicator TONIA according to trades' results totaled 2.17% APR and has decreased by 1.74 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 ------------ ----------- -------------- ----- 1 2.11 4.10 -1.99 3 3.42 4.22 -0.80 7 4.15 5.25 -1.10 14 4.84 4.68 +0.16 28 5.51 12.00 -6.49 ------------------------------------------------ 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 participants: -67.7%, (-KZT352.0 m.) 3 participants. Second tier banks (STB): - +KZT4,490.4m (borrowing, 8 banks), -KZT6,365.4 m (lending, 10 banks); - in direct deals sector in GS -KZT770.8 m., at open trade market (auto repo sector) -KZT1,105.0 m.; - resulting balance was -KZT1,480.5 m (on previous day it was equal to -KZT533.0 m). National Bank today didn't change its participation share on the repo market still working only for money borrowing. Today counteragents of the National Bank were pension market's participants, banks and their clients. Liquidity regulation instrument was overnight repo. [2003-07-01]