Repo at KASE - KZT 22,155.8 m

/IRBIS, Assel Omarova, June 22, 04/ - On June 22 at Kazakhstan Stock Exchange (KASE) 145 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 22,155.8 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 1.00 5.00 2.89 2.93 9 006.7 49 Open* 2 3.10 3.10 3.10 3.15 50.0 1 Open* 3 2.50 3.00 2.95 2.99 780.0 3 Open* 7 4.00 9.00 8.12 8.47 325.0 3 Open 14 4.00 6.50 5.03 5.16 587.5 7 Open* 28 6.50 6.50 6.50 6.70 63.0 2 Open 30 10.99 10.99 10.99 11.56 15.4 2 Open 183 6.00 6.00 6.00 6.00 45.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,872.7 68 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 4.91 2.50 2.53 10,003.7 60 Close 7 4.00 5.20 4.53 4.64 210.2 3 Close 12 5.05 5.05 5.05 5.18 24.0 2 Close 14 3.00 3.25 3.07 3.11 480.6 3 Close 15 4.56 4.56 4.56 4.66 28.1 1 Close 21 3.50 11.00 4.64 4.78 101.8 2 Close 26 7.04 7.04 7.04 7.27 201.0 3 Close 28 3.65 5.00 3.70 3.76 233.7 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,283.1 77 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,155.8 145 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 121 deals totaled KZT 20,362.0 m., including 56 (KZT 10,044.0 m) repo opening deals and 65 repo closing (KZT 10,318.0 m). Indicator TONIA according to trades' results totaled 2.86% APR and grew up by 0.43 relative to previous day. 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 2.89 2.49 +0.40 2 days 3.10 2.32 +0.78 3 days 2.95 2.60 +0.35 7 days 8.12 4.65 +3.47 14 days 5.03 4.00 +1.03 28 days 6.50 8.45 -1.95 30 days 10.99 5.62 +5.37 ----------------------------------------------- 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: +26.7% (KZT -4,286.0 m), 9 participants. Second tier banks (STB): - KZT +9,661.7 m. (borrowing, 9 banks), KZT -5,007.7 m. (lending, 6 banks); - in direct deals sector on GS - KZT -45.0 m, at open trade market on GS (auto repo sector) KZT +4,699.0 m; - resulting balance was KZT +4,654.0 m. (on previous day it was equal to KZT +3,913.3 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. [2004-06-22]