Repo at KASE - KZT24,547.7 m

/IRBIS, Asel Omarova, May 4, 04/ - Today, at Kazakhstan Stock Exchange (KASE) 198 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT24,547.7 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 1.50 4.44 2.70 2.74 9,258.0 64 Open* 3 3.00 3.00 3.00 3.05 116.0 1 Open 7 3.00 3.80 3.29 3.34 526.4 6 Open 14 3.30 3.80 3.54 3.61 533.4 15 Open 24 8.50 8.50 8.50 8.85 50.0 1 Open 27 4.80 13.02 9.62 10.11 253.4 4 Open* 28 3.60 3.70 3.64 3.71 380.0 4 --------- -------- ----- ----- ------- --------- -------- -------- Итого: 11,117.2 95 --------- -------- ----- ----- ------- --------- -------- -------- Close 4 1.50 3.62 2.12 2.14 10,793.0 68 Close 5 1.50 5.34 2.36 2.40 727.2 6 Close 7 4.00 4.50 4.25 4.34 400.3 8 Close 8 3.40 5.30 4.08 4.17 934.8 13 Close 14 4.50 4.50 4.50 4.60 212.4 3 Close 15 3.70 3.70 3.70 3.77 250.4 3 Close 22 6.00 6.00 6.00 6.17 10.0 1 Close 64 12.99 12.99 12.99 13.69 102.3 1 Subtotal: 13,430.5 103 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 24,547.7 198 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 177 deals totaled KZT23,229.4 m., including 86 (KZT10,651.0 m.) repo opening deals and 91 (KZT12,578.3 m.) repo closing deals. Indicator TONIA according to trades' results totaled 2.69% APR and decreased by 0.58 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 3.64 6.08 -2.44 ------------------------------------------------ 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: -35.4%, (-KZT1,992.0 m.), 7 participants. Second tier banks (STB): - +KZT8,813.4 m. (borrowing, 6 banks), -KZT8,442.5 m. (lending, 10 banks); - in direct deals sector involving GS -KZT91.1 m, 33.1 m, at open trade market on GS (auto repo sector) +KZT462.0 m; - resulting balance was +KZT370.9 m (on previous day it was equal to +KZT2,618.8 m). National Bank today insignificantly increased the stake of its presence at repo market, borrowing money as usual. Counteragents of the National Bank included pension market players and STBs. Overnight repurchase agreement was used as a liquidity regulation tool. [2004-05-04]