U.S. dollar market of Kazakhstan: day results
/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, September 10, 04/ - Following is the table of major indicators of Kazakhstan market for U.S. dollar 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 (dollar was traded on TOM terms at KASE then).
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 135.50 -0.50 135.80 +0.07 - -
---------------------- -------- ------- ------ ----- ------ -----
Maximum rate 136.00 0 135.80 +0.07 - -
Volume on max. Price 5 0 700 +450 0 0
---------------------- -------- ------- ------ ----- ------ -----
Minimum rate 135.50 0 135.71 +0.21 - -
volume on min. Price 5 0 200 -600 0 0
---------------------- -------- ------- ------ ----- ------ -----
Closing rate 135.77 +0.03 135.72 +0.15 - -
---------------------- -------- ------- ------ ----- ------ -----
Weight. aver. rate 135.80 +0.09 135.76 +0.14 - -
Volume of the session 7570 -14515 8390 -135 0 0
Number of deals 98 -54 56 -10 0 0
Number of participants 19 -2 17 -2 0 0
---------------------- -------- ------- ------ ----- ------ -----
Best bid* 135.76 +0.03 135.72 +0.16 - -
Best ask* 135.77 +0.03 135.74 +0.17 - -
---------------------- -------- ------- ------ ----- ------ -----
REUTERS Bid* 135.70 0 135.71 +0.17 135.62 +0.06
REUTERS Ask* 135.80 0 135.81 +0.17 135.72 +0.07
-----------------------------------------------------------------------
* 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
------ ------ ----- ------ ----- ------- ----- ----- -----
136.00 5 1 5 1 10:15 10:15
135.85 400 5 400 5 10:52 10:55
135.84 300 4 300 4 10:55 10:55
135.83 1570 15 1570 15 10:52 10:57
135.82 895 8 895 8 10:51 10:57
135.81 640 8 640 8 10:52 10:57
135.80 790 8 700 2 1490 10 10:51 14:01
135.79 795 9 400 2 1195 11 10:51 12:22
135.78 1060 12 2170 13 3230 25 10:45 14:43
135.77 670 10 1500 8 2170 18 10:48 14:43
135.76 140 5 700 2 840 7 10:39 14:43
135.75 170 6 100 1 270 7 10:25 14:43
135.74 70 3 200 2 270 5 10:28 15:16
135.73 5 1 500 3 505 4 10:24 15:14
135.72 1920 22 1920 22 14:47 15:29
135.71 200 1 200 1 14:50 14:50
135.70 55 2 55 2 10:22 10:30
135.50 5 1 5 1 10:15 10:15
------ ------ ----- ------ ----- ------- ----- ----- -----
TOTAL 7570 98 8390 56 15960 154 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 Sep 6, 04 Sep 7, 04 Sep 8, 04 Sep 9, 04 Sep 10, 04 ---------- --------- --------- --------- --------- ---------- Bid 750 5,910 5,025 3,250 5,480 Ask 2,050 3,910 4,265 11,730 2,585 ---------- --------- --------- --------- --------- ---------- Difference +1,300 -2,000 -760 +8,480 -2,895 ------------------------------------------------------------------
The day's feature is persistent positional trades. Both morning and day session saw stirring up of the trade at closing. This allows to assume that traders have been mainly executing clients' orders.
In the first half of a day sellers managed to retake initiative and to conduct sales at growing prices. In the afternoon this trend changed. As a result, the day closed at minimal daily change of quotations.
Technical analysis did not give any clear direction for further development of interim trend that strengthened tenge for last three days.
IRBIS forecast on Monday - the same positional trades. Both side fluctuations are possible.
[2004-09-10]