Volume of repo deals fell by KZT 651.8 m

/IRBIS, Natalya Khoroshevskaya, July 23, 04/ - On July 23 at Kazakhstan Stock Exchange (KASE) 188 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 23,273.3 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 0.20 3.50 2.56 2.60 8 542.0 55 Open 5 4.00 4.00 4.00 4.08 184.6 1 Open 7 4.75 5.00 4.79 4.90 70.0 9 Open 12 3.50 3.50 3.50 3.56 630.6 4 Open 13 3.50 3.50 3.50 3.56 839.0 4 Open 14 2.40 3.50 2.91 2.96 1 495.0 6 Open 28 3.30 7.30 3.54 3.60 435.0 9 Open 42 7.50 7.50 7.50 7.75 22.0 1 Open 161 12.02 12.02 12.02 12.38 4.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12 222.2 90 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 3.00 8.50 5.82 6.01 10 637.7 92 Close 2 3.00 3.00 3.00 3.05 164.0 2 Close 7 8.00 8.00 8.00 8.32 20.0 1 Close 8 2.13 2.13 2.13 2.15 100.0 1 Close 9 1.60 1.60 1.60 1.61 108.1 1 Close 28 7.20 7.20 7.20 7.44 21.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11 051.1 98 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 23 273.3 188 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 169deals totaled KZT 20,609.7 m. including 77 (KZT 10,058.0 m) repo opening deals and 92 repo closing (KZT 10,551.7 m). Indicator TONIA according to trades' results totaled 2.56% APR and increased by 3.24 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 4.79 4.37 +0.42 14 days 2.91 4.16 -1.25 28 days 3.54 7.33 -3.79 -------------------------------------------- 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: -20.2% (KZT -3,210.0 m), 6 participants. Second tier banks (STB): - KZT +11,214.6 m. (borrowing, 10 banks). KZT -6,635.6 m. (lending, 6 banks); - in the direct GS deals sector: KZT +1,748.0 m; at open trade market on GS (auto repo sector): KZT +2,831.0 m; - resulting balance was KZT +4,579.0 m. (on previous day it was equal to KZT +2,089.6 m). National Bank was 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. [2004-07-23]