Repo at KASE - KZT14,159.2 m

/IRBIS, October 15, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 156 deals were made at the repo floors (including automatic repo sector) amounting to KZT14,159.2 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 5.50 30.00 17.97 20.23 2,000.0 32 Open 7 5.50 8.00 6.62 6.84 235.0 6 Open* 14 7.50 8.00 7.87 8.17 371.0 4 Open* 28 5.50 8.25 7.54 7.81 2,169.0 25 Open* 30 8.00 8.00 8.00 8.30 5.0 1 Open 31 8.50 8.50 8.50 8.84 20.0 1 Open 82 12.00 12.01 12.01 12.56 57.0 3 Open 92 10.50 10.50 10.50 10.87 55.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 4,912.5 74 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.10 7.50 3.47 3.54 6,905.7 51 Close 2 2.25 4.00 2.51 2.54 235.0 2 Close 7 4.00 5.00 4.50 4.60 140.1 2 Close 14 4.00 4.50 4.17 4.25 300.5 4 Close 23 3.50 3.50 3.50 3.56 25.6 1 Close 28 5.50 6.50 6.02 6.19 1,564.2 20 Close 30 8.50 9.99 9.59 10.02 75.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,246.7 82 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 14,159.2 156 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 129 deals has amounted to KZT11,448.2 m, including 61 (KZT4,278.0) repo opening deals and 68 (KZT7,170.2 m) repo closing deals. Indicator TONIA according to trades' results totaled 19.46% APR and has increased by 15.95 points relative to the previous trading 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 17.97 3.43 +14.54 7 6.62 4.87 +1.75 14 7.87 4.53 +3.34 28 7.54 5.25 +2.29 ------------------------------------------------- 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: +13.8 (-KZT2,859.0), 10 participants. Second tier banks (STB): - +KZT4,737.0 (borrowing, 9 banks), -KZT1,531.0 m (lending, 7 banks); - in direct deals sector on GS +KZT3,146.0 m, at open trade market (auto repo sector) +KZT60.0 m;. - resulting balance was +KZT3,206.0 on previous trading day it was equal to +KZT3,426.1 m). National Bank did not take part at repo market. [2003-10-15]