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20.10.2003 00:00

U.S. dollar market of Kazakhstan: day results

/IRBIS, October 20, 03/ - Following is the table of major indicators of Kazakhstan market for U.S. dollar (more than 99% of country's all currency market) according to results of the day. Values are given in tenge per dollar, volume - th. USD, trends are shown relative to corresponding figures of previous day.

Results of trades at Kazakhstan stock exchange

-----------------------------------------------------------------------
Instrument                        USD TOD        USD TOD        USD TOM
KASE's session                       Main     Additional     Additional
                                (morning)          (day)      (evening)
Time                    10:15 - 11:00 ALT    11:30-15:30    14:00-18:00
                        -----------------  -------------  -------------
Indicator                  value    trend   value  trend   value  trend
----------------------  --------  -------  ------  -----  ------  -----
Opening rate              147.00    +0.10  147.72  +0.37       -      -
----------------------  --------  -------  ------  -----  ------  -----
Maximum rate              147.80    +0.45  147.72  +0.34       -      -
Volume on max. price           5        0     600   -600       0      0
----------------------  --------  -------  ------  -----  ------  -----
Minimum rate              147.00    +0.10  147.55  +0.30       -      -
volume on min. price           5        0     700   +600       0      0
----------------------  --------  -------  ------  -----  ------  -----
Closing rate              147.76    +0.43  147.64  +0.26       -      -
----------------------  --------  -------  ------  -----  ------  -----
Weight. aver. rate        147.75    +0.46  147.64  +0.30       -      -
Volume of the session      22680   +14235    7950   +795       0      0
Number of deals              116      +63      54    +19       0      0
Number of participants        20       +2      14     +3       0      0
----------------------  --------  -------  ------  -----  ------  -----
Best ask*                 147.75    +0.44  147.62  +0.26       -      -
Best bid*                 147.76    +0.42  147.65  +0.27       -      -
----------------------  --------  -------  ------  -----  ------  -----
REUTERS Bid*              147.70    +0.38  147.64  +0.28  147.74  +0.30
REUTERS Ask*              147.80    +0.38  147.74  +0.28  147.84  +0.30
-----------------------------------------------------------------------
* at closing of the session at KASE, out of stock exchange - by the data of
REUTERS

Table of price levels of trade in US dollar at KASE on TOD terms

------------------------------------------------------------------
                                      TOTAL BY RESULTS OF THE DAY:
              Morning            Day  ----------------------------
             session:       session:                   time (ALT):
Price   -------------  -------------                  ------------
level   volume  deals  volume  deals   volume  deals   from     to
------  ------  -----  ------  -----  -------  -----  -----  -----
147.80       5      1                       5      1  10:15  10:15
147.78     515      3                     515      3  10:50  10:52
147.77    1750     14                    1750     14  10:48  10:58
147.76   14930     56                   14930     56  10:34  10:59
147.75    1220      9                    1220      9  10:33  10:39
147.74     300      1                     300      1  10:32  10:32
147.73     670      5                     670      5  10:31  10:31
147.72     620      5     600      2     1220      7  10:30  11:41
147.71     820      4                     820      4  10:27  10:29
147.70    1200      8                    1200      8  10:22  10:29
147.69     300      4     500      3      800      7  10:25  15:11
147.68      30      1     600      2      630      3  10:25  11:43
147.67                    100      1      100      1  14:58  14:58
147.66                    250      4      250      4  14:36  15:22
147.65      20      1    2650     24     2670     25  10:20  15:29
147.64                   1100      5     1100      5  15:29  15:29
147.61                     50      1       50      1  12:00  12:00
147.60     295      3                     295      3  10:15  10:18
147.60                   1250      6     1250      6  11:46  12:06
147.59                    100      2      100      2  12:14  12:25
147.56                     50      1       50      1  12:33  12:33
147.55                    700      3      700      3  11:47  12:33
147.00       5      1                       5      1  10:15  10:15
------  ------  -----  ------  -----  -------  -----  -----  -----
TOTAL    22680    116    7950     54    30630    170  10:15  15:29
------------------------------------------------------------------

Enough amounts of idle funds at corresponding accounts of banks and locally high demand from the side of one of the participants of exchange trades allowed to Kazakhstani sellers of dollar to go bull successfully during the first half of a day. The majority of medium banks willingly supported this impulse, however leading operators of KASE preferred not to participate. And they succeeded. During the second half of a day tenge deficit arose again. Repo "overnight" rates rapidly went up. During additional session at KASE sellers were unable to retain market at levels achieved in the morning. The dollar rate declined to 147.55, and only during final stage of trades it returned back to 147.65.

From the technical analysis point of view the market is still oriented towards tenge appreciation. Prices' bounce from 146.90 determined market's approach 147.90- resistance level, which was earlier considered as local support level, formed by speculative market lift. The given approach does not distort the general picture, and from the technical analysis point of view it is a constituent and inseparable part of dollar depreciation tendency's development. Two-week weakening of USD rate formed a range that has a width of 130 points between support and resistance levels. Trades took place inside these very points today. The morning session registered market's third attempt to approach a formed resistance at 147.90, but during the day trades the market weakened the growth having closed the day at 147.64. the trial to overcome 147.90 is probable, but not likely. What is more likely is that under influence of limited short-term liquidity of the banking sector on Tuesday market will consolidate at points achieved in the evening.

[2003-10-20]