Repo at KASE - KZT19,183.7m

/IRBIS, November 4, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 137 deals were made at the repo floors (including automatic repo sector) amounting to KZT19,183.7 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 2.10 6.00 2.98 3.02 8,802.5 55 Open 7 3.75 5.00 3.98 4.06 61.1 2 Open* 23 9.97 9.97 9.97 10.45 64.5 1 Open 27 4.00 4.00 4.00 4.07 24.1 1 Open* 28 4.80 5.05 4.97 5.08 1,150.0 9 Open* 29 15.00 15.00 15.00 16.07 1.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,103.8 69 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 3.50 2.72 2.76 7,887.0 54 Close 5 3.28 3.28 3.28 3.33 200.1 1 Close 7 4.50 5.00 4.70 4.81 495.4 4 Close 12 2.48 2.48 2.48 2.51 100.1 1 Close 19 15.00 15.00 15.00 16.11 0.4 1 Close 28 5.00 5.00 5.00 5.12 371.4 5 Close 50 3.70 3.70 3.70 3.76 24.1 1 Close 95 15.00 15.00 15.00 15.76 1.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,079.9 68 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 19,183.7 137 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 119 deals has amounted to KZT17,555.5 m, including 57 (KZT8,902.0) repo opening deals and 62 (KZT8,653.5 m) repo closing deals. Indicator TONIA according to trades' results totaled 2.95% APR and has increased by 0.22 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 2.98 2.71 +0.27 7 3.98 5.00 -1.02 14 4.97 5.00 -0.03 ------------------------------------------------ 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: +110.89 (-KZT3,659.0 m), 13 participants. Second tier banks (STB): - +KZT9,776.5 (borrowing, 8 banks), -KZT5,797.6 m (lending, 7 banks); - in direct deals sector on GS +KZT3,916.0 m, at open trade market (auto repo sector) KZT63.0 m;. - resulting balance was +KZT3,979.0 m on previous trading day it was equal to +KZT1,986.5 m). National Bank National Bank has increased his share of participation today by 0.07%, still working for borrowing money only. The Counteragents of the National bank on deals were STBs and their clients. Repo "overnight" was used as a liquidity regulation tool. [2003-11-04]