Volume of repo deals grew by KZT 2,203.9 m

/IRBIS, Natalya Khoroshevskaya, July 28, 04/ - On July 28 at Kazakhstan Stock Exchange (KASE) 113 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 19,931.7 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 1.40 0.76 0.76 8 571.0 45 Open 6 2.60 2.60 2.60 2.63 100.0 2 Open 7 1.75 1.75 1.75 1.77 100.0 1 Open 8 0.50 1.60 1.06 1.06 118.6 4 Open* 14 2.00 2.20 2.08 2.10 577.0 6 Open 92 4.25 4.25 4.25 4.31 31.2 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 9 497.8 59 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.40 2.14 1.00 1.01 9 472.3 45 Close 2 1.10 1.10 1.10 1.11 100.0 1 Close 5 4.00 4.00 4.00 4.08 184.7 1 Close 7 2.30 2.80 2.44 2.47 273.1 3 Close 14 2.40 2.40 2.40 2.43 204.2 3 Close 91 1.50 1.50 1.50 1.51 199.7 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 10 433.9 54 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL 19 931.7 113 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 97 deals totaled KZT 18,743.4 m. including 50 (KZT 9,098.0 m) repo opening deals and 40 repo closing (KZT 9,645.4 m). Indicator TONIA according to trades' results totaled 0.76% APR and fell by 0.25 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 0.76 1.00 -0.24 14 days 2.08 2.50 -0.42 ----------------------------------------------- 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: -132.9% (KZT -1,246.0 m), 6 participants. Second tier banks (STB): - KZT +8,956.6 m. (borrowing, 8 banks). KZT -7,406.2 m. (lending, 8 banks); - in the direct GS deals sector: KZT -122.6 m; at open trade market on GS (auto repo sector): KZT +1,673.0 m; - resulting balance was KZT +1,550.4 m. (on previous day it was equal to KZT +965.7 m). National Bank did not change its market share solely working as borrower. Its counterparts on deals included pension market players. banks and banks' clients. Overnight repurchase agreement was used as liquidity regulation tool. [2004-07-28]