Repo at KASE - KZT21,361.9 m

/IRBIS, Elena Korpusenko, June 17, 04/ - On June 17, at Kazakhstan Stock Exchange (KASE) 139 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT21,361.9 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 --------------------------- Volume Repo terms, KZT weighted average KZT Number Deal days min max nominal Effective m of deals --------- -------- ---- ---- ------- --------- -------- -------- Open* 1 0.20 3.00 2.02 2.04 9 880.0 55 Open 7 6.00 8.02 7.22 7.48 87.4 3 Open* 14 3.50 7.08 3.58 3.65 286.0 5 Open 28 9.00 9.00 9.00 9.38 22.0 1 Open 32 4.25 6.00 4.33 4.42 22.0 2 Open 153 8.86 9.01 8.95 9.16 340.0 4 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 10 637.4 70 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.00 4.50 2.54 2.58 9 852.7 54 Close 2 3.50 3.50 3.50 3.56 180.0 3 Close 3 2.50 2.80 2.60 2.63 150.0 2 Close 7 2.20 2.20 2.20 2.22 100.0 1 Close 9 3.00 3.00 3.00 3.04 102.1 1 Close 14 2.50 3.00 2.51 2.54 147.1 2 Close 21 6.55 6.55 6.55 6.75 44.8 1 Close 28 6.50 9.00 6.95 7.18 122.7 2 Close 30 6.00 6.00 6.00 6.17 4.0 2 Close 217 4.71 4.71 4.71 4.71 21.0 1 Subtotal: 10 724.5 69 --------- -------- ---- ---- ------- --------- -------- -------- ВСЕГО: 21 361.9 139 ---------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 122 deals totaled KZT 20,824.5 m., including 58 (KZT 10,164.0 m) repo opening deals and 64 (KZT 10,660.5 m). Indicator TONIA according to trades' results totaled 2.02% APR and fell by 0.52 relative to Monday. Dynamics of repo rates (repo opening, comparable terms) is bets described by following indicators: -------------------------------------------- Term calendar Today Previous day days. rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 day 2.02 2.57 -0.55 7 days 7.22 4.23 +2.99 28 days 9.00 8.11 +0.89 -------------------------------------------- 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: +20.4% (KZT -3,001.0 m), 8 participants. Second tier banks (STB): - KZT +9,843.0 m. (borrowing, 7 banks), KZT -6,121.0 m. (lending, 4 banks); - at open trade market on GS (auto repo sector) KZT +3,743.0 m; CS - KZT 21.0 m - resulting balance was (negative) KZT +3,722.0 m. (on previous day it was equal to KZT +2,394.0 m). National Bank did not change share of its presence at repo market, solely borrowing as usual. Its counterparts on deals included pension market players, banks and banks' clients. Overnight repurchase agreement was used as liquidity regulation tool. [2004-06-17]