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25.06.2004 21:44

U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk June 25, 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              136.90    +0.61  136.52  +0.20       -      -
----------------------  --------  -------  ------  -----  ------  -----
Maximum rate              136.90    +0.59  136.65  +0.21       -      -
Volume on max. Price           5     -300    3110  +2910       0      0
----------------------  --------  -------  ------  -----  ------  -----
Minimum rate              136.30    +0.04  136.51  +0.21       -      -
volume on min. Price           5      -75     600   +450       0      0
----------------------  --------  -------  ------  -----  ------  -----
Closing rate              136.51    +0.20  136.65  +0.25       -      -
----------------------  --------  -------  ------  -----  ------  -----
Weight. aver. rate        136.53    +0.24  136.59  +0.24       -      -
Volume of the session      14535    +6825    9905  +5455       0      0
Number of deals              139      +30      67    +39       0      0
Number of participants        19       +2      17     +6       0      0
----------------------  --------  -------  ------  -----  ------  -----
Best ask*                 136.50    +0.21  136.64  +0.26       -      -
Best bid*                 136.51    +0.21  136.65  +0.22       -      -
----------------------  --------  -------  ------  -----  ------  -----
REUTERS Bid*              136.49    +0.23  136.52  +0.14  136.55  +0.15
REUTERS Ask*              136.56    +0.20  136.62  +0.14  136.65  +0.15
-----------------------------------------------------------------------
* 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
------  ------  -----  ------  -----  -------  -----  -----  -----
136.90       5      1                       5      1  10:15  10:15
136.65                   3110     22     3110     22  15:04  15:29
136.64                    600      4      600      4  14:54  15:20
136.62                    300      2      300      2  14:54  15:17
136.61                    100      1      100      1  14:52  14:52
136.58    1285     11     300      1     1585     12  10:42  14:49
136.57     310      5    1100      7     1410     12  10:41  14:48
136.56      50      1     950      6     1000      7  10:40  14:38
136.55    1060     12    1145      7     2205     19  10:16  14:23
136.54     400      2     400      4      800      6  10:38  14:06
136.53     400      4     700      5     1100      9  10:39  12:51
136.52    9330     63     600      3     9930     66  10:25  12:51
136.51     710      7     600      5     1310     12  10:47  12:54
136.50     345     13                     345     13  10:16  10:49
136.49     610     14                     610     14  10:19  10:48
136.48      10      2                      10      2  10:18  10:37
136.47      10      2                      10      2  10:33  10:36
136.46       5      1                       5      1  10:34  10:34
136.30       5      1                       5      1  10:15  10:15
------  ------  -----  ------  -----  -------  -----  -----  -----
TOTAL    14535    139    9905     67    24440    206  10:15  15:29
------------------------------------------------------------------

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

---------------------------------------------------------------------------
Indicator   June 21, 04  June 22, 04  June 23, 04  June 24, 04  June 25, 04
----------  -----------  -----------  -----------  -----------  -----------
Bid               2,955       10,605        5,815        9,990        5,720
Ask               3,450        3,275        3,615        5,800        5,085
----------  -----------  -----------  -----------  -----------  -----------
Difference         +495       -7,330       -2,200       -4,190         -635
---------------------------------------------------------------------------

The dollar market still maintains correctional price setback. Feature of the day is high demand submitted by banks at the main session and its unchanged parameters in evening. No significant changes were registered at the market conditions. Traditional leaders submitted largest demand and supply volumes. By results of technical analysis resistance and support levels did not change their parameters. It is likely they would remain stable farther.

Traders outlook on dollar looks traditional. Everybody expects inflow of export proceeds and funds from external borrowings. However, this inflow is time limited that may allow speculative traders to rise rate up to 137.10 and to test it at 137.50.

Thus, global trend in favor to tenge strengthening and all fundamental factors working in the same direction could support dollar growth. As a result demand for dollar could rise especially at sufficient liquidity level of banks. Current level of dollar supply is insufficient to satisfy growing demand. This growth supports dollar in the framework of correctional price increase.

IRBIS forecast on Monday - attempts to move market on higher levels of correctional trend. Potentially market is ready for testing at 137.10.

[2004-06-25]