Repo at KASE - KZT18,192.4 m

/IRBIS, Natalya Khoroshevskaya, April 26, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 164 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT18,192.4 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 2.10 5.01 2.86 2.90 8,426.5 79 Open 8 3.40 5.57 4.10 4.18 934.0 13 Open 14 5.20 8.07 5.71 5.88 383.3 2 Open 28 8.51 8.51 8.51 8.85 200.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,943.8 95 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.90 5.20 2.82 2.86 5,518.3 44 Close 4 2.70 3.62 3.36 3.42 1,441.5 6 Close 5 5.00 5.00 5.00 5.13 50.0 1 Close 7 3.00 5.30 4.22 4.31 394.3 8 Close 11 8.10 8.10 8.10 8.42 118.2 1 Close 14 3.70 3.70 3.70 3.77 200.3 1 Close 28 3.60 3.60 3.60 3.66 351.0 7 Close 467 10.00 10.00 10.00 10.00 174.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,248.7 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 18,192.4 164 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 145 deals totaled KZT15,817.9 m., including 85 (KZT9,067.0 m.) repo opening deals and 60 (KZT6,750.9 m.) repo closing deals. Indicator TONIA according to trades' results totaled 2.86% APR and increased by 0.30 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 ------------ ----------- -------------- ----- 14 5.71 4.22 +1.49 28 8.51 4.04 +4.47 ------------------------------------------------ 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: +97.4%, (-KZT3,676.0 m.), 7 participants. Second tier banks (STB): - +KZT8,145.5 m. (borrowing, 7 banks), -KZT5,457.5 m. (lending, 10 banks); - in direct deals sector involving GS -KZT265.0, at open trade market (auto repo sector) +KZT2,953.0 m.; - resulting balance was +KZT2,688.0 m. (on previous day it was equal to +KZT1,225.1 m.). National Bank today took part in trades at repo market by borrowing only. Counteragents of the National Bank included pension market players and STBs. Overnight repurchase agreement was used as a liquidity regulation tool. [2004-04-26]