Repo at KASE - KZT18,143.4 m

/IRBIS, Assel Omarova, January 13, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 113 deals were made at the repo floors (including automatic repo sector) amounting to KZT18,143.4 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 2.81 1.61 1.63 7,666.0 42 Open 7 3.00 10.43 5.12 5.27 323.0 5 Open* 14 3.00 4.00 3.33 3.38 374.0 7 Open* 28 3.50 4.00 3.98 4.06 415.0 3 Open 182 12.00 12.00 12.00 12.36 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,878.0 58 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.52 3.65 1.29 1.30 7,574.9 46 Close 13 2.00 2.00 2.00 2.02 1,405.1 4 Close 14 3.00 5.00 3.43 3.49 281.4 4 Close 92 12.00 12.00 12.00 12.49 4.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,265.4 55 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 18,143.4 113 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 95 deals have amounted to KZT15,382.6 m, including 52 (KZT8,506.0 m.) repo opening deals and 43 (KZT6,876.6 m) repo closing deals. Indicator TONIA according to trades' results totaled 1.62% APR and has increased by 0.26 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 1.61 1.25 +0.36 7 5.12 3.00 +2.12 14 3.33 7.04 -3.71 ------------------------------------------------ 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: +111.4% (-KZT2,621.0 m), 6 participants. Second tier banks (STB): - +KZT8,281.0 m (borrowing, 7 banks), -KZT5,436.0 m (lending, 7 banks); - in repo sector of direct deals on GS +KZT39.0 mn, at open trade market (auto repo sector) +KZT2,806.0 m; - resulting balance was +KZT2,845.0 m (on previous trading day it was equal to +KZT1,641.0 m). National Bank today has not changed its position significantly still working for borrowing money only. Its counteragents on deals included banks and their clients. Repo "overnight" was used as a liquidity regulation tool. [2004-01-13]