U.S. dollar market of Kazakhstan: day results
/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, January 24, 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
--------------- -------------- -------------
Indicator value trend value trend value trend
---------------------- ------- ------ ------ ------ ------ -----
Opening rate 125.00 0 125.72 -0.04 125.72 0
---------------------- ------- ------ ------ ------ ------ -----
Maximum rate 125.90 +0.10 125.74 -0.24 125.72 0
Volume on max. price 5 -1200 1100 +900 2100 +1600
---------------------- ------- ------ ------ ------ ------ -----
Minimum rate 125.00 0 125.65 -0.11 125.72 0
Volume on min. price 5 0 1200 +700 2100 +1600
---------------------- ------- ------ ------ ------ ------ -----
Closing rate 125.74 -0.01 125.71 -0.16 125.72 0
Weight. aver. rate 125.72 +0.01 125.71 -0.16 125.72 0
Session volume (gross) 56805 -55365 82500 +15650 2100 +1600
Session net-turnover 33 275 +3520 45700 +7850 2100 +1600
Number of deals 96 -6 83 +13 1 0
Number of participants 18 -1 21 +1 2 -2
---------------------- ------- ------ ------ ------ ------ -----
Day gross-turnover* 141405 -38115
Day net-turnover* 47075 -8730
---------------------- ------- ------ ------ ------ ------ -----
Best bid** 125.71 -0.03 125.70 -0.15 125.68 -0.02
Best ask** 125.74 -0.02 125.72 -0.16 125.73 -0.02
---------------------- ------- ------ ------ ------ ------ -----
REUTERS Bid** 125.71 +0.04 125.68 X 125.68 0
REUTERS Ask** 125.74 +0.03 125.71 X 125.71 -0.03
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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
------ ------ ----- ------ ----- ------- ----- ----- -----
125.90 5 1 5 1 10:16 10:16
125.78 500 1 500 1 10:39 10:39
125.77 2,800 6 2,800 6 10:35 10:39
125.76 2,100 6 2,100 6 10:35 10:46
125.75 6,290 15 6,290 15 10:25 10:46
125.74 25,700 24 1100 3 26,800 27 10:47 14:58
125.73 3,900 8 8400 21 12,300 29 10:26 15:23
125.72 4,000 8 45050 25 49,050 33 10:32 15:23
125.71 500 1 20350 13 20,850 14 10:25 15:29
125.70 1,910 5 2300 7 4,210 12 10:16 15:27
125.69 5 1 900 3 905 4 10:24 12:34
125.68 500 1 300 1 800 2 10:24 11:59
125.67 2600 6 2,600 6 11:47 12:22
125.66 300 1 300 1 11:59 11:59
125.65 3,500 4 1200 3 4,700 7 10:18 11:50
125.63 500 1 500 1 10:18 10:18
125.62 505 2 505 2 10:16 10:19
125.61 500 1 500 1 10:19 10:19
125.60 2,480 7 2,480 7 10:19 10:22
125.58 1,105 3 1,105 3 10:19 10:20
125.00 5 1 5 1 10:15 10:15
------ ------ ----- - ------ ----- ------- ----- ----- -----
TOTAL 56,805 96 , 82500 83 139,305 179 10:15 15:29
--------------------- - -------------------------------------------
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 Jan. 18, 07 Jan. 19, 07 Jan. 22, 07 Jan. 23, 07 Jan. 24, 07 ---------- ----------- ----------- ----------- ----------- ----------- Offer 93,030 62,200 74,400 35,500 20,300 Bid 18,375 45,910 105,465 42,295 20,890 ---------- ----------- ----------- ----------- ----------- ----------- Difference -74,655 -16,290 +31,065 +6,795 +590 ---------------------------------------------------------------------------
The day demonstrated the positional trade against objective parity between demand for dollar and its offer. Activity of transactions at that was relatively low, which is the evidence of traders' uncertainty in the further development of events. It also caused the neutral in price respect market closing.
Basing on banks disposition at KASE, tenge potential to strengthening looks impressive, because all actual market makers from among STB today worked on the side of net sellers of the American currency.
Results of technical analysis today determine nothing but a weak attempt of participants to turn the market in the direction of the primary tendency after a strong dollar growth in previous days.
By results of the day IRBIS analysts are inclined to forecast for Thursday the renewal of attempts to strengthen tenge, although the market has not formed any distinct signals today.
[2007-01-24]