Repo at KASE - KZT18,561.7

/IRBIS, Natalya Khoroshevskaya, April 20, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 195 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT18,561.7 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 1 2.00 10.00 7.09 7.36 7,017.4 85 Open 2 4.50 5.50 5.28 5.42 239.0 2 Open* 3 4.50 7.00 6.82 7.06 350.0 6 Open* 7 4.20 6.25 5.07 5.20 127.0 5 Open* 14 4.50 4.50 4.50 4.60 212.0 3 Open 28 4.00 5.50 4.81 4.92 1,547.9 16 Open 363 8.00 8.00 8.00 8.00 44.1 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 9,537.4 118 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 1.00 11.00 5.13 5.31 7,626.1 66 Close 4 2.00 2.00 2.00 2.02 44.1 1 Close 7 3.30 3.30 3.30 3.35 575.4 3 Close 12 2.58 2.59 2.59 2.62 290.4 2 Close 14 3.30 3.75 3.69 3.76 116.2 2 Close 22 2.51 2.51 2.51 2.54 97.7 1 Close 28 4.00 8.25 6.39 6.60 274.3 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 9,024.2 77 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 18,561.7 195 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 176 deals totaled KZT16,549.0 m., including 106 (KZT8,191.0 m.) repo opening deals and 70 (KZT8,358.0 m.) repo closing deals. Indicator TONIA according to trades' results totaled 7.06% APR and increased by 1.93 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 ------------ ----------- -------------- ----- 1 7.09 5.13 +1.96 3 6.82 5.06 +1.76 7 5.07 4.20 +0.87 28 4.81 4.50 +0.31 ------------------------------------------------ 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: -5.3%, (-KZT2,644.0 m.), 10 participants. Second tier banks (STB): - +KZT8,734.3 m. (borrowing, 10 banks), -KZT6,332.3 m. (lending, 7 banks); - in direct deals sector involving GS net position of STBs was zero, at open trade market (auto repo sector) +KZT2,402.0 m.; - resulting balance was +KZT2,402.0 m. (on previous day it was equal to +KZT2,626.0 m.). National Bank did not take part in trades today. [2004-04-20]