Repo at KASE - KZT12,527.7 m

/IRBIS, November 11, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 86 deals were made at the repo floors (including automatic repo sector) amounting to KZT12,527.7 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 0.20 1.14 0.75 0.75 6,213.0 29 Open* 2 5.00 5.00 5.00 5.13 936.0 1 Open* 7 3.00 3.00 3.00 3.04 170.0 2 Open* 14 4.00 10.00 4.23 4.32 52.0 2 Open 16 6.00 7.98 6.99 7.24 112.6 4 Open 20 9.98 9.98 9.98 10.46 19.5 1 Open* 28 4.30 4.30 4.30 4.39 50.0 1 Open 29 10.07 10.07 10.07 10.55 83.7 3 Open 30 7.97 10.00 8.86 9.23 22.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,659.5 45 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 3.00 2.15 2.18 3,918.2 26 Close 7 3.75 5.00 3.98 4.06 61.2 2 Close 14 4.90 4.90 4.90 5.02 161.3 3 Close 21 7.00 7.00 7.00 7.23 20.1 1 Close 28 5.15 8.00 5.25 5.38 622.5 4 Close 57 9.89 9.99 9.96 10.38 31.8 2 Close 60 9.73 9.73 9.73 10.14 12.3 1 Close 61 10.17 10.17 10.17 10.59 21.4 1 Close 88 10.00 10.00 10.00 10.38 19.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 4,868.2 41 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 12,527.7 86 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 65 deals has amounted to KZT12,000.9 m, including 33 (KZT7,319.0) repo opening deals and 32 (KZT4,681.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 0.75% APR and has decreased by 1.40 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 0.75 2.14 -1.39 7 3.00 3.45 -0.45 14 8.86 9.50 -0.64 ------------------------------------------------ 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: +203.7% (-KZT1,734.0 m), 6 participants. Second tier banks (STB): - +KZT7,149.0 m (borrowing, 7 banks), -KZT5,675.0 m (lending, 10 banks); - in direct deals sector on GS +KZT1,614.0 m, in CS repo sector -KZT83.7 m, at open trade market (auto repo sector) -KZT56.3 m; - resulting balance was +KZT1,474.0 m on previous trading day it was equal to -KZT82.0 m). National Bank National Bank has not changed significantly its share of participation today, still working for borrowing money only. The National bank's deals counteragents were STBs. Repo "overnight" was used as a liquidity regulation tool. [2003-11-11]