U.S. dollar market of Kazakhstan: day results
/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, January 4, 07/ - Following is the table of major indicators of Kazakhstan market of U.S. dollar on day results. The rate is given in tenge per dollar, volume - th. USD. Trends are shown relative to corresponding figures of previous trading day.
Results of trades on Kazakhstan stock exchange (KASE)
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Instrument USD TOD USD TOD USD TOM
KASE's session Morning Day Evening
Time 10:15-11:00 ALT 11:30-15:30 14:00-17:00
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Indicator value trend value trend value trend
---------------------- ------- ------ ------ ------ ------ -----
Opening rate 126.50 -0.80 126.26 -0.31 - -
---------------------- ------- ------ ------ ------ ------ -----
Maximum rate 127.00 -0.30 126.26 -0.36 - -
Volume on max. price 5 0 1000 -2300 0 0
---------------------- ------- ------ ------ ------ ------ -----
Minimum rate 126.30 -0.20 125.96 -0.54 - -
Volume on min. price 16000 +15995 500 -500 0 0
---------------------- ------- ------ ------ ------ ------ -----
Closing rate 126.30 -0.25 125.98 -0.52 - -
Weight. aver. rate 126.55 -0.24 126.06 -0.51 - -
Session volume (gross) 263175 -84430 86700 -11700 0 0
Session net-turnover 175 955 -96945 71500 +11900 0 0
Number of deals 184 -28 53 -21 0 0
Number of participants 19 +2 18 +2 0 0
---------------------- ------- ------ ------ ------ ------ -----
Day gross-turnover* 349875 -96130
Day net-turnover* 207455 -92045
---------------------- ------- ------ ------ ------ ------ -----
Best bid* 126.29 -0.26 125.98 -0.51 - -
Best ask* 126.30 -0.30 126.00 -0.52 - -
---------------------- ------- ------ ------ ------ ------ -----
REUTERS Bid* 126.30 -0.45 125.89 -0.61 125.89 -0.53
REUTERS Ask* 126.34 -0.44 125.94 -0.61 125.94 -0.52
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* resulting net-position on each instrument
** at closing of the session on KASE, out of stock exchange - by the data of REUTERS
Table of price levels of trade in US dollar on KASE on TOD terms
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TOTAL BY DAY RESULTS:
Morning United ----------------------------
session: session: time (ALT):
Price -------------- ------------- ------------
level volume deals volume deals volume deals from to
------ ------- ----- ------ ----- ------- ----- ----- -----
127.00 5 1 5 1 10:15 10:15
126.72 5,000 2 5,000 2 10:16 10:16
126.71 35,000 15 35,000 15 10:16 10:17
126.70 15,000 4 15,000 4 10:15 10:17
126.69 9,000 2 9,000 2 10:18 10:18
126.68 10,000 2 10,000 2 10:18 10:18
126.66 1,000 1 1,000 1 10:19 10:19
126.65 1,000 1 1,000 1 10:20 10:20
126.62 2,000 2 2,000 2 10:20 10:20
126.61 8,000 3 8,000 3 10:20 10:21
126.60 31,500 18 31,500 18 10:21 10:22
126.59 6,500 8 6,500 8 10:22 10:24
126.58 3,000 3 3,000 3 10:25 10:25
126.57 2,000 2 2,000 2 10:25 10:26
126.56 1,000 1 1,000 1 10:26 10:26
126.55 1,100 2 1,100 2 10:26 10:26
126.54 5,000 4 5,000 4 10:26 10:26
126.53 2,000 2 2,000 2 10:26 10:26
126.52 2,000 2 2,000 2 10:27 10:27
126.51 6,800 6 6,800 6 10:27 10:28
126.50 53,560 35 53,560 35 10:15 10:34
126.49 6,905 9 6,905 9 10:29 10:35
126.48 2,105 4 2,105 4 10:28 10:35
126.47 100 1 100 1 10:37 10:37
126.46 1,100 2 1,100 2 10:37 10:37
126.45 1,100 2 1,100 2 10:37 10:37
126.44 100 1 100 1 10:45 10:45
126.43 100 1 100 1 10:45 10:45
126.42 200 1 200 1 10:45 10:45
126.41 5,100 2 5,100 2 10:45 10:45
126.40 4,100 4 4,100 4 10:45 10:47
126.39 1,000 1 1,000 1 10:49 10:49
126.37 700 2 700 2 10:50 10:56
126.36 10,200 10 10,200 10 10:54 10:56
126.35 4,100 3 4,100 3 10:56 10:56
126.32 7,200 9 7,200 9 10:57 10:57
126.31 2,600 2 2,600 2 10:57 10:57
126.30 16,000 14 16,000 14 10:57 10:59
126.26 1000 2 1,000 2 11:50 11:50
126.23 300 1 300 1 11:54 11:54
126.22 600 2 600 2 11:54 11:54
126.21 600 2 600 2 11:55 11:55
126.20 500 1 500 1 12:03 12:03
126.19 6000 8 6,000 8 12:03 12:34
126.18 4500 5 4,500 5 12:36 14:00
126.17 4000 4 4,000 4 12:40 14:04
126.16 1000 1 1,000 1 14:04 14:04
126.12 1000 1 1,000 1 14:05 14:05
126.10 17000 2 17,000 2 14:10 14:21
126.06 2200 4 2,200 4 14:11 14:23
126.05 200 2 200 2 14:27 14:35
126.02 11000 2 11,000 2 14:23 14:37
126.00 6100 6 6,100 6 14:24 15:04
125.99 200 1 200 1 15:22 15:22
125.98 27500 5 27,500 5 14:57 15:29
125.97 2500 3 2,500 3 14:58 14:58
125.96 500 1 500 1 15:00 15:00
------ ------- ----- ------ ----- ------- ----- ----- -----
ИТОГО 263,175 184 86700 53 349,875 237 10:15 15:29
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Parameters of unsatisfied demand and supply of second tier banks in KASE' trade system for the last 5 days (total of valid bids by the time of morning and day trades closing, th. USD)
------------------------------------------------------------------------- Indicator Dec. 27, 06 Dec. 28, 06 Dec. 29, 06 Jan. 3, 06 Jan. 4, 06 ---------- ----------- ----------- ----------- ---------- ---------- Offer 92,395 69,300 58,770 105,500 129,100 Bid 70,200 59,005 51,815 20,795 12,715 ---------- ----------- ----------- ----------- ---------- ---------- Difference -22,195 -10,295 -6,955 -84,705 -116,385 -------------------------------------------------------------------------
"Bear" moods on Kazakhstan dollar market strengthened today. USD buyers were confidently playing downwards with their demand incompliance, and the country's head bank did not make firm supports, and was just regulating the speed of market's falling. As experience of previous years shows, such tactics of smoothing rate fluctuations under conditions of obviously over-purchased dollar provokes traders to further raising short positions and to the development of speculative component in their behavior. The proof of t hat is dollar's loosing 52 points, by day results, because of falling of its offer volume and the considerable degree of demand monopolization, which was caused not only by the National Bank's purchases.
In quantitative meaning banks disposition on KASE seemed to be balanced. However this balance, in the opinion of analysts of IRBIS, was rather caused not by the objective need of banks and their clients in USD, but by intermediary fixing of profit by speculators on short positions. Today the market did not leave an impression of close bottom. It's falling down, and at present only National Bank can stop it.
Results of technical analysis preserve the goals figured out by the market, which are 124.45 and 121.90.
[2007-01-04]