Repo at KASE - KZT17,840.6 m

/IRBIS, September 4, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 125 deals were made at the repo floors (including automatic repo sector) amounting to KZT17,840.6 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 3.25 2.50 2.53 6,421.7 44 Open 6 3.25 3.25 3.25 3.30 62.0 1 Open* 7 3.50 3.50 3.50 3.56 200.0 1 Open 14 3.50 4.50 3.98 4.06 1,181.0 8 Open 22 10.00 10.00 10.00 10.48 5.0 1 Open* 28 4.00 6.00 4.16 4.24 874.0 7 Open 125 8.18 10.00 9.09 9.30 100.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,843.7 64 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 3.25 2.24 2.27 7,396.5 40 Close 2 3.70 3.70 3.70 3.77 55.0 2 Close 7 2.50 7.00 5.39 5.54 1,034.1 11 Close 14 5.00 5.40 5.08 5.21 386.8 4 Close 28 5.00 5.50 5.00 5.12 101.4 2 Close 37 11.00 11.00 11.00 11.55 14.2 1 Close 69 9.52 9.52 9.52 9.89 9.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,997.0 61 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17,840.6 125 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 107 deals has amounted to KZT15,996.5 m, including 53 (KZT7,576.0 m) repo opening deals and 54 (KZT8,420.5 m) repo closing deals. Indicator TONIA according to trades' results totaled 2.63% APR and has increased by 0.35 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 ------------ ----------- -------------- ----- 1 2.50 2.24 +0.26 7 3.50 3.64 -0.14 14 3.98 3.84 +0.14 28 4.16 4.32 -0.16 ------------------------------------------------ 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: +20.4%, (-KZT3,076.0 m.), 7 participants. Second tier banks (STB): - +KZT7,269.7 m (borrowing, 7 banks), -KZT5,374.6 m (lending, 7 banks); - in direct deals sector on GS -861.9, at open trade market (auto repo sector) +KZT2,757.0 m; - resulting balance was +KZT1,895.1 m (on previous day it was equal to +KZT1,330.0 m). National Bank today almost did not change the stake of its participation at the repo market still working only for money borrowing. Today counteragents of the National Bank were STB and their clients. Liquidity regulation instrument was repo "overnight". [2003-09-04]