Repo at KASE - KZT 25,003.7 m

/IRBIS, Assel Omarova, June 29, 04/ - On June 29 at Kazakhstan Stock Exchange (KASE) 155 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 25,003.7 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 -------------------------------- Volume Repo terms, KZT weighted average KZT Number Deal days min max nominal Effective m of deals --------- -------- ----- ----- ------- --------- -------- -------- Open 1 0.50 3.00 2.00 2.03 6,819.2 39 Open 2 2.00 2.00 2.00 2.02 45.9 1 Open 3 1.46 6.23 2.09 2.12 680.3 4 Open* 7 2.50 5.50 2.76 2.80 115.0 2 Open 8 2.00 2.00 2.00 2.02 17.0 1 Open 13 4.00 4.15 4.00 4.08 80.6 4 Open* 14 3.30 4.00 3.36 3.42 550.0 3 Open 22 7.00 7.00 7.00 7.23 9.0 1 Open* 28 3.50 3.50 3.50 3.56 340.0 2 Open 62 12.00 12.00 12.00 12.59 48.5 1 Open 365 8.00 10.50 10.24 10.24 390.0 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,095.6 63 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.80 5.30 2.57 2.60 14,939.2 80 Close 7 4.00 9.00 7.30 7.60 406.1 4 Close 28 3.50 8.50 4.01 4.10 516.6 7 Close 89 10.56 10.56 10.56 10.98 46.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,908.1 92 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 25,003.7 155 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 126 deals totaled KZT 22,535.3 m., including 43 (KZT 7,382.0 m) repo opening deals and 83 repo closing (KZT 15,153.3 m). Indicator TONIA according to trades' results totaled 2.04% APR and fell by 0.50 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 2.00 2.57 -0.57 7 days 2.76 4.10 -1.34 14 days 3.36 3.50 -0.14 ----------------------------------------------- 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: -42.7% (KZT -3,061.0 m), 8 participants. Second tier banks (STB): - KZT +7,589.2 m. (borrowing, 8 banks), KZT -3,862.4 m. (lending, 7 banks); - GS direct repo deals - KZT +372.2 m. at open trade market on GS (auto repo sector) KZT +3,465.0 m; repo CS sector - KZT -110.3 m; - resulting balance was KZT +3,726.9 m. (on previous day it was equal to KZT +5,349.2 m). National Bank lowered a share of its presence at repo market by 10.6%, 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. [2004-06-29]