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09.01.2009 13:21 #KASE news

KASE determines leaders of exchange foreign currency market in December and 2008

/KASE, January 9, 09/ - Kazakhstan Stock Exchange (KASE) determined the list of leaders of the exchange foreign currency market in Kazakhstan in December 2008 (excluding the National Bank of Kazakhstan).

In total 25 second-tier banks (STB) participated in deals conclusion in December. Below are 10 most active KASE category "B" members (all headquartered in Almaty). The stake of the "top-10" constituted for 95.5 % of the trades volume on the exchange foreign currency market.

-----------------------------------------------------------------
  Rank in:
----------                                       Calculation base
                                                              Ka:
            KASE                      Activity  -----------------
Dec.  Nov.  member                   indicator 
2008  2008  short name                    (Ka)      V     N     D
----  ----  -----------------------  ---------  -----  ----  ----
   1     1  SB RBS Kazakhstan             2.37   0.67  1.00  1.00
   2     2  Halyk Savings Bank
            of Kazakhstan *               2.14   1.00  0.38  1.00
   3     3  SB HSBC Bank Kazakhstan       1.83   0.77  0.29  1.00
   4     5  Kazkommertsbank               1.56   0.36  0.45  1.00
   5     4  Alliance Bank                 1.31   0.47  0.05  1.00
   6     6  Nurbank                       0.97   0.10  0.08  1.00
   7     7  BTA Bank*                     0.87   0.02  0.06  1.00
   8    10  Bank CenterCredit             0.86   0.02  0.05  1.00
   9     8  Eurasian Bank                 0.85   0.02  0.04  1.00
  10    13  SB Alfa-Bank                  0.84  0.005  0.04  1.00
-----------------------------------------------------------------

* USD market-maker on KASE

The "top-10" newcomer relative to November 2008 is Subsidiary bank Alfa-Bank, having replaced Citibank Kazakhstan (the ninth in November).

Below is the table of the most active ten KASE category "B" members in 2008. 26 STB and one investment company participated in deals conclusion in this period. The stake of the "top-10" constituted for 86.0 % of the exchange foreign currency turnover.

----------------------------------------------------------
                                          Calculation base
                                                       Ka:
      KASE                      Activity  ----------------
   -  Member                   indicator
Rank  Short name                    (Ka)     V     N     D
----  -----------------------  ---------  ----  ----  ----
   1  SB RBS Kazakhstan             2.57  0.87  1.00  1.00
   2  Halyk Savings Bank
      of Kazakhstan *               2.25  1.00  0.53  0.97
   3  Kazkommertsbank               1.92  0.72  0.46  0.99
   4  SB HSBC Bank Kazakhstan       1.77  0.62  0.39  1.00
   5  Alliance Bank                 1.60  0.65  0.19  0.98
   6  Nurbank                       1.50  0.54  0.18  1.00
   7  BTA Bank*                     1.19  0.29  0.13  0.99
   8  Citibank Kazakhstan           0.92  0.08  0.08  0.96
   9  Eurasian Bank                 0.91  0.05  0.08  1.00
  10  Bank CenterCredit             0.89  0.06  0.07  0.97
----------------------------------------------------------

* USD market-maker on KASE

KASE draws attention operators of the exchange foreign currency market in the tables, have been ranked in accordance with the KASE internal document "Methodology of Calculation of Activity Indicators of Kazakhstan Stock Exchange Members (Methodology), effective January 1, 2008. The text of the Methodology is available on KASE website at see more

KASE emphasizes that the analysis of currency trades participants trading behavior in the last quarter of 2008 allowed detection of some shortages of the mentioned Methodology, which were used by some traders for promotion of their banks to higher positions in developed by KASE ranking. In particular was detected unjustified, from KASE specialists standpoint, split of transactions to smaller ones to increase the number of made deals, which significantly complicated the KASE trading system and impacted its productivity. In addition, KASE specialists believe that some traders abused the opportunity of exchange netting at deals conclusion, artificially increasing their gross turnover by agreement with counter partners given simultaneous minimization of net positions.

At present KASE is developing amendments to the mentioned Methodology, which will allow minimizing the impact of above mentioned and similar manipulations on activity indicator (Ка) value. KASE reserves the right to award its members by outcomes of 2008 (exercised in compliance with the KASE internal document "Rules of Annual Awarding of the Exchange Most Distinguished Members") considering such amendments.

Rules of Annual Awarding of the Exchange Most Distinguished Members are available on KASE website at see more

[2009-01-09]