Repo at KASE - KZT15,309.8 m

/IRBIS, August 11, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 113 deals were made at the repo floors (including automatic repo sector) amounting to KZT15,309.8 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 6.00 2.86 2.91 6,371.0 44 Open 2 2.60 3.50 3.11 3.16 105.0 2 Open* 3 3.90 3.90 3.90 3.98 46.0 1 Open 7 4.00 4.00 4.00 4.08 41.0 1 Open 14 4.20 9.00 4.38 4.47 392.3 5 Open* 28 4.20 5.00 4.73 4.84 600.0 6 Open 184 10.00 10.00 10.00 10.00 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,655.3 60 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.50 4.00 3.50 3.56 6,345.9 37 Close 7 3.90 3.90 3.90 3.98 147.1 3 Close 10 10.00 10.00 10.00 10.50 12.1 2 Close 14 4.80 5.20 5.06 5.18 387.5 3 Close 28 4.50 5.50 5.14 5.27 631.5 6 Close 32 8.51 8.51 8.51 8.84 25.9 1 Close 164 10.00 10.00 10.00 10.25 104.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,654.5 53 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 15,309.8 113 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 98 deals has amounted to KZT13,976.9 m, including 51 (KZT6,625.0 m) repo opening deals and 47 (KZT7,351.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 2.85% APR and has decreased by 0.65 relative to the 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 4.00 3.75 +0.25 14 4.38 4.58 -0.20 28 4.73 5.00 -0.27 ------------------------------------------------ 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: -25.9%, (-KZT937.0 m.), 7 participants. Second tier banks (STB): - +KZT6,894.0 m (borrowing, 8 banks), -KZT4,653.0 m (lending, 7 banks); - in direct deals sector in GS +KZT42.0 m., at open trade market (auto repo sector) +KZT2,199.0 m; - resulting balance was +KZT2,241.0 m (on previous day it was equal to +KZT1,220.0 m). National Bank today increased the stake of its participation at repo market by 2.2% still working only for money borrowing. Today counteragents of the National Bank were STB and their clients. Liquidity regulation instrument was repo "overnight". [2003-08-11]