Repo at KASE - KZT 25,112.5 m

/IRBIS, Assel Omarova, July 14, 04/ - On July 14 at Kazakhstan Stock Exchange (KASE) 125 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 25,112.5 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 1.00 0.56 0.56 10,313.1 46 Open* 7 1.70 1.70 1.70 1.71 295.0 2 Open 9 1.60 1.60 1.60 1.61 108.1 1 Open 14 2.40 2.40 2.40 2.43 204.0 3 Open* 28 7.98 8.25 8.11 8.42 330.0 2 Open* 30 7.80 7.80 7.80 8.09 91.0 1 Open 365 12.00 12.00 12.00 12.00 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,441.2 56 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.25 0.80 0.49 0.49 11,945.2 50 Close 7 1.50 5.05 1.55 1.57 1,007.3 5 Close 14 2.90 3.00 2.95 2.99 200.2 3 Close 28 8.00 8.25 8.12 8.43 332.1 2 Close 30 7.80 7.80 7.80 8.08 80.5 1 Close 183 12.00 12.00 12.00 12.00 106.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,671.3 62 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 25,112.5 118 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 103 deals totaled KZT 23,229.7 m. including 46 (KZT 10,084.0 m) repo opening deals and 57 repo closing (KZT 13,145.7 m). Indicator TONIA according to trades' results totaled 0.57% 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 0.56 0.49 +0.07 7 days 1.70 1.81 -0.11 14 days 2.40 2.32 +0.08 28 days 8.11 11.00 -2.89 ----------------------------------------------- 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: -28.2% (KZT -3,050.0 m). 5 participants. Second tier banks (STB): - KZT +10,180.2 m. (borrowing, 9 banks). KZT -7,846.2 m. (lending. 7 banks); - in the direct GS deals sector: KZT-180.0 m; at open trade market on GS (auto repo sector): KZT +2,514.0 m; - resulting balance was KZT +2,334.0 m. (on previous day it was equal to KZT +3,534.7 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. [2004-07-14]