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13.02.2009 19:01 #KASE news

U.S. dollar market of Kazakhstan: day results

/IRBIS, Ekaterina Tatarova, Vitaliy Tomskiy, February 13, 09/ - 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. As February 16, 2009 is the holiday in the USA, trades in USD with T+1 settlements are not executed today.

Results of trades on Kazakhstan Stock Exchange (KASE)

--------------------------------------------------------
Instrument                      USD_TOD          USD_TOD
KASE session                    Morning              Day
Time                    10:15-11:00 ALT  11:30-15:30 ALT
                       ---------------- ----------------
Indicator                value    trend   value    trend
---------------------- ------- -------- ------- --------
Opening rate            149.00    +0.70  148.90    +0.40
---------------------- ------- -------- ------- --------
Maximum rate            149.50    +1.00  149.00    +0.40
Volume on max. price         5   -1,695   1,500        0
---------------------- ------- -------- ------- --------
Minimum rate            148.89    +0.59  148.88    +0.43
Volume on min. price    10,900   +6,900   2,100   +1,500
---------------------- ------- -------- ------- --------
Closing rate            148.90    +0.40  148.95    +0.38
Weight. aver. rate      148.90    +0.51  148.90    +0.39
Session volume (gross) 253,400 +175,600 181,700  +43,000
Session net-turnover   232,585 +164,285 145,600  -29,850
Number of deals            195     +132      79      -20
Number of participants      15       +3      16       +1
---------------------- ------- -------- ------- --------
Day gross-turnover*                     435,100 +218,600
Day net-turnover*                       331,535  +89,985
---------------------- ------- -------- ------- --------
Best bid**              148.89    +0.39  148.92    +0.42
Best ask**              148.90    +0.35  148.95    +0.38
---------------------- ------- -------- ------- --------
REUTERS Bid**           148.86    +0.33  148.95    +0.60
REUTERS Ask**           148.96    +0.33  149.07    +0.49
--------------------------------------------------------
* 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 T+0 (USD_TOD) settlement terms

------------------------------------------------------------
                                    TOTAL BY RESULTS OF DAY:
             Morning           Day -------------------------
            session:      session:               time (ALT):
Price  ------------- -------------               -----------
level   volume deals  volume deals  volume deals  from    to
------ ------- ----- ------- ----- ------- ----- ----- -----
149.50       5     1       0     0       5     1 10:17 10:17
149.30     500     1       0     0     500     1 10:23 10:23
149.20     500     1       0     0     500     1 10:23 10:23
149.15      15     1       0     0      15     1 10:23 10:23
149.00      25     3   1,500     2   1,525     5 10:16 14:23
148.99       0     0     500     1     500     1 14:20 14:20
148.98       0     0   1,000     2   1,000     2 15:25 15:25
148.95      15     1   4,300     8   4,315     9 10:23 15:29
148.94       0     0   1,600     4   1,600     4 14:09 15:23
148.93       0     0   2,500     5   2,500     5 13:51 13:57
148.92       0     0   3,750    13   3,750    13 12:07 15:29
148.91   6,100     4   5,500     7  11,600    11 10:32 14:42
148.90 235,340   166 155,850    32 391,190   198 10:23 15:21
148.89  10,900    17   3,100     3  14,000    20 10:27 15:12
148.88       0     0   2,100     2   2,100     2 15:13 15:14
------ ------- ----- ------- ----- ------- ----- ----- -----
TOTAL  253,400   195 181,700    79 435,100   274 10:16 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  Feb. 9, 09 Feb. 10, 09 Feb. 11, 09 Feb. 12, 09 Feb. 13, 09
---------- ---------- ----------- ----------- ----------- -----------
Ask            37,505      26,555      17,750      15,700      24,100
Bid            12,900      14,500      19,800     100,200      21,400
---------- ---------- ----------- ----------- ----------- -----------
Difference    -24,605     -12,055      +2,050     +84,500      -2,700
---------------------------------------------------------------------

Today appreciations of USD against KZT continued on huge ask of the range of commercial banks. At the same time, tenge liquidity looks uneasy, about which KazPrime indicator says (growth for a day by 40 b. p. up to 15.00 % APR).

The world trade floors focus at euro, which appeared to be under pressure after release of data on German GDP. Today, downward dynamic continued on negative data on Eurozone GDP (-1.2 % in the Q4 in annual expression against the forecast in 1.1 %). Today the pair EUR/USD is traded at 1.2877, aiming at 1.2700.

Next week we expect fluctuation of USD to continue within KZT148.00 - 150.00 on domestic currency market; EUR/USD will likely to test 1.2500.

[2009-02-13]