Repo at KASE - KZT11,752.2 m

/IRBIS, Ranida Gabdeyeva, January 9, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 77 deals were made at the repo floors (including automatic repo sector) amounting to KZT11,752.2 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* 3 0.50 3.00 1.25 1.26 4,788.0 28 Open 7 3.50 6.20 4.34 4.44 111.8 4 Open 14 7.50 7.50 7.50 7.78 40.0 2 Open 17 9.00 9.00 9.00 9.40 24.4 1 Open 21 5.00 6.95 6.11 6.29 158.8 8 Open 24 7.60 7.60 7.60 7.88 100.0 1 Open 28 7.01 9.98 8.46 8.81 41.0 2 Open 33 10.01 10.01 10.01 10.48 100.0 1 Open 366 11.97 11.97 11.97 11.97 75.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,439.0 48 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.60 1.34 0.97 0.98 4,013.1 12 Close 10 2.00 2.00 2.00 2.02 1,929.4 5 Close 28 4.50 8.50 5.29 5.42 266.1 4 Close 38 10.00 10.00 10.00 10.46 39.4 1 Close 60 10.99 10.99 10.99 11.51 65.2 7 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 6,313.2 29 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 11,752.2 77 ------------------------------------------------------------------ By open trades method (in automatic repo sector) a volume of 43 deals have amounted to KZT9,046.1 m, including 28 (KZT4,788.0 m.) repo opening deals and 15 (KZT4,258.1 m) repo closing deals. Indicator TONIA according to trades' results totaled 1.25% APR and has increased by 0.28 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 4.34 9.00 -4.66 ------------------------------------------------ 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: -+775.4% (-KZT875.0 m), 3 participants. Second tier banks (STB): - +KZT4,788.0 m (borrowing, 6 banks), -KZT3,899.6 m (lending, 8 banks); - in repo sector of direct deals on GS -KZT140.6 mn, at open trade market (auto repo sector) +KZT1,029.0 m; - resulting balance was +KZT888.4 m (on previous trading day it was equal to +KZT150.0 m). National Bank today has not changed its position significantly still working for borrowing money only. Its counteragents on deals included pension system entities, banks and their clients. Three-day repo was used as a liquidity regulation tool. [2004-01-09]