Repo at KASE - KZT 22,626.0 m

/IRBIS, Ranida Gabdeyeva, June 24, 04/ - On June 24 at Kazakhstan Stock Exchange (KASE) 172 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 22,626.0 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 3.50 2.72 2.76 9,497.0 53 Open* 4 2.20 3.00 2.64 2.68 1,002.0 9 Open* 7 3.10 3.20 3.13 3.18 141.0 4 Open 28 8.00 8.00 8.00 8.30 280.0 4 Open 30 13.00 13.00 13.00 13.80 2.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,922.5 72 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 5.00 2.66 2.70 9,930.7 70 Close 2 3.10 3.10 3.10 3.15 50.0 1 Close 3 2.50 2.50 2.50 2.53 86.0 2 Close 7 6.00 8.02 7.22 7.48 87.5 3 Close 8 3.50 3.50 3.50 3.56 129.1 2 Close 14 3.00 6.00 3.40 3.46 708.9 8 Close 28 3.60 8.00 6.98 7.22 708.8 12 Close 31 13.00 13.00 13.00 13.80 2.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,703.6 100 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,626.0 172 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 144 deals totaled KZT 21,319.9 m., including 65 (KZT 10,590.0 m) repo opening deals and 79 repo closing (KZT 10,729.8 m). Indicator TONIA according to trades' results totaled 2.72% APR and increased by 0.08 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 2.72 2.66 +0.06 7 days 3.13 3.99 -0.86 28 days 8.00 8.62 -0.26 ----------------------------------------------- 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: -44.1% (KZT -2,714.0 m), 9 participants. Second tier banks (STB): - KZT +10,001.0 m. (borrowing, 11 banks), KZT -7,239.0 m. (lending, 6 banks); - at open trade market on GS (auto repo sector) KZT +2,762.0 m; - resulting balance was KZT +2,762.0 m. (on previous day it was equal to KZT +5,575.4 m). National Bank slightly increased a 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. [2004-06-24]