Repo at KASE - KZT14,867.6

/IRBIS, Assel Omarova, April 21, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 173 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT14,867.6 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 7.00 4.55 4.67 5,777.1 63 Open* 5 5.00 5.00 5.00 5.13 50.0 1 Open* 7 3.50 6.00 4.98 5.10 1,016.0 8 Open* 14 5.00 6.00 5.47 5.61 215.0 4 Open* 28 5.50 8.25 7.16 7.41 253.0 3 Open 61 9.51 10.00 9.93 10.34 177.2 3 Open 91 9.50 9.50 9.50 9.84 7.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,495.2 83 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.00 10.00 7.09 7.36 7,018.8 85 Close 9 10.01 10.01 10.01 10.52 153.2 1 Close 14 3.70 3.70 3.70 3.77 200.3 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,372.3 90 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 14,867.6 173 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 159 deals totaled KZT13,676.6 m., including 75 (KZT6,962.0 m.) repo opening deals and 84 (KZT6,714.6 m.) repo closing deals. Indicator TONIA according to trades' results totaled 4.58% APR and decreased by 2.48 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 4.55 7.09 -2.54 7 4.98 5.07 -0.09 14 5.47 4.50 +0.97 28 7.16 4.81 +2.35 ------------------------------------------------ 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: +2.7%, (-KZT2,714.0 m.), 6 participants. Second tier banks (STB): - +KZT6,127.0 m. (borrowing, 9 banks), -KZT4,062.1 m. (lending, 10 banks); - in direct deals sector involving GS net position of STBs was zero (gross - KZT340.0 m), at open trade market (auto repo sector) +KZT2,091.0 m., in CS repo sector -KZT26.1 m; - resulting balance was +KZT2,604.9 m. (on previous day it was equal to +KZT2,402.0 m.). National Bank did not take part in trades today. [2004-04-21]