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14.04.2004 22:51

U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, April 14, 04/ - Following is the table of major indicators of Kazakhstan market for U.S. dollar (over 99% of country's foreign exchange 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 trading 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              137.80   +0.10 138.02 +0.14      -     -
---------------------- --------- ------- ------ ----- ------ -----
Maximum rate              138.35   +0.47 138.06 +0.07      -     -
Volume on max. Price           5       0    150   -50      0     0
---------------------- --------- ------- ------ ----- ------ -----
Minimum rate              137.80   +0.10 137.92 +0.04      -     -
volume on min. Price           5       0    500  +200      0     0
---------------------- --------- ------- ------ ----- ------ -----
Closing rate              138.06   +0.21 137.92 -0.05      -     -
---------------------- --------- ------- ------ ----- ------ -----
Weight. aver. rate        138.07   +0.23 138.02 +0.06      -     -
Volume of the session       8620    +500   9600 +4800      0     0
Number of deals              171     +17     71   +46      0     0
Number of participants        18      -2     17    +3      0     0
---------------------- --------- ------- ------ ----- ------ -----
Best ask*                 138.06   +0.22 137.91 -0.04      -     -
Best bid*                 138.07   +0.21 137.92 -0.05      -     -
---------------------- --------- ------- ------ ----- ------ -----
REUTERS Bid*              138.06   +0.24 137.84 -0.07 137.94 +0.01
REUTERS Ask*              138.16   +0.24 137.96 -0.05 138.06 +0.03
------------------------------------------------------------------
* 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
------  ------  ----- ------- ------  ------  -----  -----  ------
138,35       5      1                      5      1  10:15   10:15
138,15     140      3                    140      3  10:31   10:31
138,14     110      4                    110      4  10:31   10:31
138,13     730     19                    730     19  10:21   10:39
138,12     400      12                   400     12  10:23   10:44
138,11     520     16                    520     16  10:20   10:45
138,10    1000     24                   1000     24  10:18   10:52
138,09     110      9                    110      9  10:48   10:53
138,08     170     13                    170     13  10:30   10:53
138,07     190      8                    190      8  10:48   10:53
138,06     680     12     150      2     830     14  10:48   14:44
138,05    3285     30     200      1    3485     31  10:15   14:07
138,04     620      7    5120     23    5740     30  10:53   14:49
138,03     645     10     275      4     920     14  10:55   14:57
138,02                    725      4     725      4  11:32   15:00
138,01                    125      2     125      2  12:00   15:00
138,00      10      2    1255     14    1265     16  10:15   15:09
137,99                     50      1      50      1  15:13   15:13
137,98                    250      3     250      3  15:13   15:13
137,97                    150      2     150      2  15:14   15:14
137,96                     50      1      50      1  15:15   15:15
137,94                    550      5     550      5  15:15   15:29
137,93                    200      3     200      3  15:28   15:29
137,92                    500      6     500      6  15:29   15:30
137,80       5      1                      5      1  10:15   10:15
------  ------  -----  -------  ----  ------  -----  -----  ------
TOTAL     8620    171    9600     71   18220    242  10:15   15:30
------------------------------------------------------------------

Parameters of unsatisfied demand and supply at trading system of KASE for the last 5 days (the amount of active bids by the time of morning and day trades closed, th. USD)

-----------------------------------------------------------------
Indicator  Apr 8, 04 Apr 9, 2004 Apr 12, 04 Apr 13, 04 Apr 15, 04
---------- --------- ----------- ---------- ---------- ----------
Bid            9,345       8,675      4,600      3,315      5,385
Ask            3,605       3,225      2,025      6,090      3,060
---------- --------- ----------- ---------- ---------- ----------
Difference    -5,740      -5,450     -2,575     +2,775     -2,325
-----------------------------------------------------------------

Another corrective movement of dollar caused by low offer volume of USD ended. Such an argument is supported by factors prevailing today at US dollar market at KASE. Insignificant USD rise at morning session was followed by considerable USD volume offered by the end of day trades. Market failed to consolidate above 138.00.

IRBIS analysts tend to think the market will be developing within flank trend until the end of this week.

IRBIS forecast for Thursday: positioned trades and insignificant rate change.

[2004-04-14]