Repo at KASE - KZT17,961.1

/IRBIS, Natalya Khoroshevskaya, April 19, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 172 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT17,961.1 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 1.00 11.00 5.13 5.31 7,625.0 66 Open 3 5.01 5.10 5.06 5.19 91.0 3 Open* 7 3.00 5.30 4.20 4.28 394.0 8 Open* 15 3.70 3.70 3.70 3.77 250.0 3 Open* 28 4.50 4.50 4.50 4.59 30.0 1 Open 30 8.00 12.00 8.39 8.73 40.5 3 Open 366 10.43 10.43 10.43 10.43 43.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,473.7 85 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.50 5.00 2.67 2.71 8,766.9 69 Close 4 3.00 7.03 4.29 4.38 166.6 8 Close 5 4.50 4.50 4.50 4.60 115.1 1 Close 7 3.00 8.00 4.37 4.48 153.6 3 Close 10 7.03 7.03 7.03 7.28 20.2 1 Close 21 3.33 3.33 3.33 3.39 200.4 1 Close 31 10.00 12.00 11.20 11.79 5.0 2 Close 32 7.50 7.50 7.50 7.76 38.2 1 Close 49 9.13 9.13 9.13 9.50 21.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,487.4 87 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17,961.1 172 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 137 deals totaled KZT15,615.8 m., including 73 (KZT8,123.0 m.) repo opening deals and 64 (KZT7,492.8 m.) repo closing deals. Indicator TONIA according to trades' results totaled 5.13% APR and increased by 2.42 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 4.20 3.00 +1.20 28 4.50 9.95 -5.45 ------------------------------------------------ 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: +85.0, (-KZT2,793.0 m.), 9 participants. Second tier banks (STB): - +KZT7,505.0 m. (borrowing, 8 banks), -KZT4,879.0 m. (lending, 8 banks); - in direct deals sector involving GS +KZT30.0, at open trade market (auto repo sector) +KZT2,596.0 m.; - resulting balance was +KZT2,626.0 m. (on previous day it was equal to +KZT1,878.0 m.). National Bank today left stake of its presence at repo market unchanged, borrowing money as usual. Counteragents of the National Bank included only banks. Overnight repurchase agreement was used as a liquidity regulation tool. [2004-04-19]