Repo at KASE - KZT21,880.1 m

/IRBIS, Ranida Gabdeyeva, April 30, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 214 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT21,880.1 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 4 1.50 3.62 2.12 2.14 10,888.3 69 Open 5 2.99 2.99 2.99 3.03 77.0 1 Open* 28 3.50 11.00 6.08 6.29 104.3 4 Open 31 8.01 12.00 9.29 9.70 236.1 7 Open 82 9.50 9.50 9.50 9.84 4.5 1 Open 182 13.04 13.04 13.04 13.46 20.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,330.7 83 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 3.20 2.56 2.59 8,778.7 71 Close 2 4.00 4.00 4.00 4.08 73.0 1 Close 3 3.20 3.30 3.24 3.30 177.0 2 Close 7 3.60 9.12 4.43 4.53 423.7 10 Close 14 3.80 3.80 3.80 3.87 100.1 2 Close 21 4.91 5.15 5.09 5.21 305.7 14 Close 23 8.00 8.00 8.00 8.31 9.9 1 Close 25 9.00 9.00 9.00 9.39 47.3 1 Close 28 4.00 7.00 5.30 5.44 48.7 5 Close 29 3.50 9.06 6.16 6.35 364.6 17 Close 30 10.04 12.00 11.39 12.01 73.1 3 Close 57 11.00 11.00 11.00 11.52 15.6 1 Close 63 8.96 8.96 8.96 9.29 82.3 1 Close 99 3.00 3.00 3.00 3.03 24.3 1 Close 156 11.90 11.90 11.90 12.26 25.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,549.4 131 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 21,880.1 214 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 144 deals totaled KZT19,678.2 m., including 63 (KZT10,295.0 m.) repo opening deals and 81 (KZT9,383.2 m.) repo closing deals. Indicator TONIA according to trades' results totaled 2.11% APR and decreased by 0.46 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 ------------ ----------- -------------- ----- 28 6.08 4.74 +1.34 182 13.04 6.00 +7.04 ------------------------------------------------ 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: +35.2%, (-KZT3,084.0 m.), 10 participants. Second tier banks (STB): - +KZT10,048.0 m. (borrowing, 7 banks), -KZT7,429.1 m. (lending, 10 banks); - in direct deals sector involving CS -KZT35.3 m, GS +KZT33.1 m, at open trade market on GS (auto repo sector) +KZT2,621.0 m; - resulting balance was +KZT2,618.8 m (on previous day it was equal to +KZT2,196.1 m). National Bank today left the stake of its presence at repo market unchanged, borrowing money as usual. Counteragents of the National Bank included pension market players and STBs. Three-day term repurchase agreement was used as a liquidity regulation tool. [2004-04-30]