Repo at KASE - KZT16,853.5 m

/IRBIS, December 13, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 159 deals were made at the repo floors (including automatic repo sector) amounting to KZT16,853.5 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 5 3.00 10.00 6.56 6.79 5,993.0 57 Open* 9 4.70 6.00 4.91 5.03 1,190.0 7 Open* 16 4.40 4.75 4.66 4.77 330.0 3 Open 17 7.84 8.97 8.41 8.75 102.5 2 Open 23 8.99 8.99 8.99 9.38 50.6 1 Open* 30 5.00 7.00 5.50 5.64 1,853.0 15 Open 32 9.50 9.50 9.50 9.92 5.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,524.2 86 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 6.00 2.91 2.96 6,853.6 65 Close 2 2.00 3.50 2.96 3.01 376.1 3 Close 8 4.20 4.20 4.20 4.29 15.2 2 Close 32 10.27 10.27 10.27 10.76 84.5 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,329.3 73 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 16,853.5 159 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 137 deals has amounted to KZT14,009.5 m, including 75 (KZT7,436.0 m.) repo opening deals and 62 (KZT6,573.5 m) repo closing deals. Indicator TONIA according to trades' results totaled 6.47% APR and has increased by 3.59 points relative to the previous trading day. 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: +146.5% (-KZT3,907.0m), 7 participants. Second tier banks (STB): - +KZT8,777.0 m (borrowing, 11 banks), -KZT3,305.0 m (lending, 7 banks); - in sector of deals on GS net position of STBs was zero, at open trade market (auto repo sector) +KZT5,472.0 m; - resulting balance was +KZT5,472.0 m (on previous trading day it was equal to +KZT1,973.4 m). National Bank did not take part in deals conclusion today. [2003-12-13]