Repo at KASE - KZT 23,525.9 m

/IRBIS, Ranida Gabdeyeva, June 25, 04/ - On June 25 at Kazakhstan Stock Exchange (KASE) 151 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 23,525.9 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 3 0.50 3.00 1.74 1.76 9,346.0 61 Open 6 3.50 3.50 3.50 3.56 108.0 1 Open* 7 3.00 3.50 3.05 3.10 786.0 4 Open* 14 3.20 3.20 3.20 3.25 75.0 2 Open 21 6.00 6.00 6.00 6.17 20.0 1 Open 28 7.19 7.19 7.19 7.44 21.0 1 Open 30 8.00 8.00 8.00 8.30 23.0 1 Open 151 4.23 8.00 5.53 5.62 1,559.3 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,938.3 73 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 3.50 2.72 2.76 9,497.7 53 Close 3 2.50 3.17 2.97 3.02 880.2 4 Close 7 3.00 3.00 3.00 3.04 500.3 5 Close 14 3.50 3.50 3.50 3.56 300.4 3 Close 17 3.12 3.12 3.12 3.17 100.1 1 Close 21 6.00 6.00 6.00 6.17 20.1 1 Close 28 7.20 7.20 7.20 7.44 21.1 1 Close 31 8.00 8.00 8.00 8.30 23.2 1 Close 37 8.01 8.01 8.01 8.30 10.1 1 Close 92 5.50 5.50 5.50 5.60 15.4 2 Close 396 10.50 10.50 10.50 10.50 136.5 4 Close 400 10.50 10.50 10.50 10.50 82.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,587.6 78 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 23,525.9 151 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 129 deals totaled KZT 21,135.6 m., including 66 (KZT 10,107.0 m) repo opening deals and 63 repo closing (KZT 11,028.6 m). Indicator TONIA according to trades' results totaled 1.75% APR and fell by 0.97 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 ------------- ----------- ------------ ----- 7 days 3.05 3.13 -0.08 28 days 7.19 8.00 -0.81 30 days 8.00 13.00 -5.00 ----------------------------------------------- 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: +12.3% (KZT -3,047.0 m), 9 participants. Second tier banks (STB): - KZT +9,605.0 m. (borrowing, 12 banks), KZT -6,779.0 m. (lending, 4 banks); - GS direct repo deals - KZT -108.0 m. at open trade market on GS (auto repo sector) KZT +2,934.0 m; - resulting balance was KZT +2,826.0 m. (on previous day it was equal to KZT +2,762.0 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. 3-day repurchase agreement was used as liquidity regulation tool. [2004-06-25]