Repo at KASE - KZT16,681.4 m

/IRBIS, January 5, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 129 deals were made at the repo floors (including automatic repo sector) amounting to KZT16,681.4 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 1.50 0.82 0.83 5 392.9 29 Open* 7 3.50 3.50 3.50 3.56 45.0 4 Open 26 4.50 4.50 4.50 4.60 66.6 2 Open* 28 4.00 7.50 4.21 4.29 820.0 7 Open 31 10.00 10.00 10.00 10.47 1.0 1 Open 182 11.50 11.50 11.50 11.83 50.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,375.5 45 --------- -------- ----- ----- ------- --------- -------- -------- Close 5 0.50 5.00 2.32 2.36 4,464.4 29 Close 6 1.00 3.00 2.10 2.13 1,296.5 8 Close 7 2.40 11.93 2.85 2.90 947.4 11 Close 10 6.29 6.29 6.29 6.49 118.3 1 Close 11 7.00 8.65 8.32 8.67 125.2 2 Close 14 5.00 5.50 5.07 5.19 1,077.1 7 Close 17 4.50 4.50 4.50 4.60 115.2 2 Close 18 4.90 5.00 4.97 5.09 598.5 6 Close 31 4.00 5.00 4.46 4.55 885.3 7 Close 32 4.00 7.01 4.41 4.50 615.4 7 Close 35 5.00 5.00 5.00 5.11 3.5 1 Close 82 12.00 12.00 12.00 12.56 6.2 1 Close 188 11.67 11.67 11.67 11.67 53.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,305.9 84 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 16,681.4 129 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 104 deal has amounted to KZT14,439.8 m, including 37 (KZT6,046.0 m.) repo opening deals and 67 (KZT8,393.8 m) repo closing deals. Indicator TONIA according to trades' results totaled 0.84% APR and has decreased by 1.61 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 ------------ ----------- -------------- ----- 7 3.50 3.04 -0.46 ------------------------------------------------ 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: +245.8% (-KZT1,704.0 m), 6 participants. Second tier banks (STB): - +KZT6,062.1 m (borrowing, 4 banks), -KZT4,583.5 m (lending, 7 banks); - in repo sector of direct deals on GS -KZT118.4 m, at open trade market (auto repo sector) +KZT1,597.0 m; - resulting balance was +KZT1,478.6 m (on previous trading day it was equal to -KZT328.1 m). National Bank today did not change its position significantly, still working for borrowing money only. Its counteragents on deals included subjects of pension market, STBs and their clients. Repo "overnight" was used as a liquidity regulation tool. [2004-01-05]