Repo at KASE - KZT15,913.7

/IRBIS, Ranida Gabdeyeva, April 2, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 98 deals was made at the repo floors (including automatic repo sector) amounting to KZT15,913.7 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 3 0.50 2.58 1.20 1.21 7,290.6 35 Open* 7 2.40 4.00 3.09 3.14 169.8 3 Open 24 8.04 8.04 8.04 8.35 161.4 1 Open 28 4.00 7.00 5.04 5.17 60.4 6 Open 31 5.81 9.42 7.31 7.57 126.6 2 Open 365 9.00 9.00 9.00 9.00 149.8 3 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,958.6 50 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.30 2.10 1.33 1.34 6,236.6 27 Close 2 0.65 0.95 0.80 0.80 200.0 2 Close 7 3.00 3.00 3.00 3.04 100.1 2 Close 8 4.56 4.56 4.56 4.67 93.2 1 Close 14 3.20 3.40 3.33 3.39 593.8 7 Close 28 3.80 7.00 3.95 4.02 455.4 6 Close 37 1.00 8.71 7.48 7.77 62.5 2 Close 98 7.96 7.96 7.96 8.18 213.6 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,955.1 48 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 15,913.7 98 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 72 deals has amounted to KZT13,607.3 m., including 32 (KZT6,340.0 m.) repo opening deals and 40 (KZT7,267.3 m.) repo closing deals. Indicator TONIA according to trades' results totaled 1.24% APR and has decreased by 0.09 relative to previous 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 3.09 2.06 +1.03 28 5.04 5.16 -0.12 ------------------------------------------------ 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 system entities: +463.5%, (-KZT1,623.0 m.), 3 participants. Second tier banks (STB): - +KZT7,039.6 m. (borrowing, 7 banks), -KZT5,455.0 m. (lending, 9 banks); - in direct deals sector involving GS: -KZT42.4 m, at open trade market (auto repo sector) +KZT1,627.0 m.; - resulting balance was +KZT1,584.6 m. (on previous day it was equal to +KZT1,091.3 m.). National Bank today left stake of its presence at repo market unchanged, borrowing money as usual. Counteragents of the National Bank included only STBs and banks'. Three day repurchase agreement was used as a liquidity regulation tool. [2004-04-02]