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11.08.2004 20:47

U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, August 11, 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

-----------------------------------------------------------------------
                                  USD TOD        USD TOD        USD TOM
                                     Main     Additional     Additional
Instrument                      (morning)          (day)      (evening)
                        10:15 - 11:00 ALT    11:30-15:30    14:00-18:00
KASE's session          -----------------  -------------  -------------
Time                    --------  -------  ------  -----  ------  -----
Indicator                  Value    Trend   Value  trend   value  trend
----------------------  --------  -------  ------  -----  ------  -----
Opening rate              135.00        0  135.25  -0.04       -      -
----------------------  --------  -------  ------  -----  ------  -----
Maximum rate              135.50    -0.50  135.44  +0.08       -      -
Volume on max. Price           5        0     100   -700       0   -500
----------------------  --------  -------  ------  -----  ------  -----
Minimum rate              135.00        0  135.25  -0.01       -      -
volume on min. Price           5        0     600   -200       0   -500
----------------------  --------  -------  ------  -----  ------  -----
Closing rate              135.28    -0.12  135.44  +0.18       -      -
----------------------  --------  -------  ------  -----  ------  -----
Weight. aver. rate        135.21    -0.23  135.33  +0.03       -      -
Volume of the session       4940   -48075    4200   -695       0   -500
Number of deals               88     -132      24     -8       0     -1
Number of participants        17       +1      14     -2       0     -2
----------------------  --------  -------  ------  -----  ------  -----
Best ask*                 135.28    -0.11  135.40  +0.18       -      -
Best bid*                 135.29    -0.12  135.44  +0.18       -      -
----------------------  --------  -------  ------  -----  ------  -----
REUTERS Bid*              135.25    -0.04  135.39  +0.15  135.40  +0.25
REUTERS Ask*              135.30    -0.09  135.49  +0.20  135.50  +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:
                                      TOTAL BY RESULTS OF THE DAY:
              Morning            Day  ----------------------------
              Morning            Day  -------  -----  ------------
             Session:       session:                   time (ALT):
        -------------  -------------                  ------------
 Price  ------  -----
 level  volume  Deals  volume  deals   volume  deals   from     to
------  ------  -----  ------  -----  -------  -----  -----  -----
135.50       5      1                       5      1  10:15  10:15
135.44                    100      1      100      1  15:29  15:29
135.42                    100      1      100      1  14:51  14:51
135.41                    100      1      100      1  14:50  14:50
135.40                    300      1      300      1  14:48  14:48
135.38                    500      2      500      2  14:48  14:48
135.35                    400      2      400      2  14:21  14:26
135.34                    400      3      400      3  14:21  14:26
135.33                    300      2      300      2  14:15  14:15
135.32                    200      2      200      2  13:01  13:02
135.31                    400      2      400      2  12:35  13:00
135.28     590     10     600      2     1190     12  10:59  12:34
135.27      20      2     200      2      220      4  10:58  12:34
135.25     515      2     600      3     1115      5  10:57  12:10
135.24     110      2                     110      2  10:57  10:57
135.23     195      8                     195      8  10:50  10:56
135.22     170      9                     170      9  10:49  10:56
135.21      10      2                      10      2  10:49  10:49
135.20     550     10                     550     10  10:32  10:49
135.19    1030     13                    1030     13  10:36  10:48
135.18    1580     25                    1580     25  10:37  10:42
135.17     160      3                     160      3  10:41  10:41
135.00       5      1                       5      1  10:15  10:15
------  ------  -----  ------  -----  -------  -----  -----  -----
TOTAL     4940     88    4200     24     9140    112  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   Aug 5, 04  Aug 6, 04  Aug 9, 04  Aug 10, 04  Aug 11, 04
----------  ---------  ---------  ---------  ----------  ----------
Bid             2,765      9,995      8,180      12,255       1,110
Ask             3,950      3,240      3,380       5,400       3,080
----------  ---------  ---------  ---------  ----------  ----------
Difference     +1,185     -6,755     -4,800      -6,855      +1,970
-------------------------------------------------------------------

Day resulted in stabilization of prices and slump of dollar supply related to dollar price decline. Before the afternoon, market stuck to interim level and in the afternoon jumped from this level to correctional movement. Thus, today tenge finished its short-term growing phase mainly because of absence of tenge deficit.

It looks like market conditions have not changed. They still depend on local factors, while according to market participants, general trend of dollar weakening unchanged. It is indicated by weak dollar demand at high tenge liquidity of banks and stipulated by hikes in oil prices (caused by OPEC inability to increase oil supply and terrorist attacks).

Further developments are hardly forecasted. Considering that strengthening of tenge could negatively affect the economy market would rather stick to bottom level and fluctuate in horizontal price interval. At the same time, broad price interval still allows traders to conduct speculative operations.

IRBIS analysts suggest that main short-term trend is strengthening of tenge. However, on Thursday, dollar would likely to gain lost points.

[2004-08-11]