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25.03.2005 11:08

U.S. dollar market of Kazakhstan: day results

/IRBIS, Andrey Tsalyuk, Sergey Yakovlev, March 25, 05/ - Following is the table of major indicators of Kazakhstan market of U.S. dollar according to results of the day. The rate is 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 (KASE)

----------------------------------------------------------------
Instrument                     USD TOD      USD TOD      USD TOM
KASE's session                 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            130.40   +0.40 130.99 +0.26      -     -
---------------------- ------- ------- ------ ----- ------ -----
Maximum rate            131.05   +0.25 131.07 +0.02      -     -
Volume on max. Price         5   -4725    860  -440      0     0
---------------------- ------- ------- ------ ----- ------ -----
Minimum rate            130.40   +0.40 130.96 +0.25      -     -
volume on min. Price         5       0    100     0      0     0
---------------------- ------- ------- ------ ----- ------ -----
Closing rate            130.85   +0.10 131.00 -0.05      -     -
Weight. aver. rate      130.77   +0.08 131.02 +0.14      -     -
Volume of the session    18460  -11075  14000 +5225      0     0
Number of deals            100     -36     70   +19      0     0
Number of participants      18       0     15    -2      0     0
---------------------- ------- ------- ------ ----- ------ -----
Best bid*               130.85   +0.11 130.98 -0.07      -     -
Best ask*               130.90   +0.15 131.00 -0.06      -     -
---------------------- ------- ------- ------ ----- ------ -----
REUTERS Bid*            130.81   +0.11 130.92 -0.04 131.03 +0.03
REUTERS Ask*            130.89   +0.14 131.02 -0.06 131.08 -0.01
----------------------------------------------------------------

* at closing of the session at KASE, out of stock exchange - by the data of REUTERS

Table of price levels of trading 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
------ ------ ----- ------ -----  ----- ----- ----- -----
131.07                 860     5    860     5 13:06 14:11
131.06                 200     1    200     1 13:06 13:06
131.05      5     1   1300     4   1305     5 10:15 14:26
131.04                3140    12   3140    12 13:04 14:47
131.03                2050    10   2050    10 11:38 14:51
131.02                1200     6   1200     6 11:55 15:01
131.01                 550     4    550     4 14:16 15:02
131.00      5     1    700     4    705     5 10:15 15:29
130.99                2500    15   2500    15 11:36 15:22
130.98                 300     1    300     1 15:15 15:15
130.97                1100     7   1100     7 15:07 15:11
130.96                 100     1    100     1 15:07 15:07
130.85   2850    21                2850    21 10:52 10:56
130.84    100     1                 100     1 10:52 10:52
130.83    600     4                 600     4 10:25 10:51
130.82    610     4                 610     4 10:25 10:50
130.80    700     4                 700     4 10:23 10:49
130.78    250     1                 250     1 10:25 10:25
130.77   2620    11                2620    11 10:22 10:37
130.76   1155    13                1155    13 10:16 10:37
130.75   3805    20                3805    20 10:17 10:35
130.74   5020     8                5020     8 10:21 10:35
130.70    230     5                 230     5 10:19 10:20
130.55    100     1                 100     1 10:17 10:17
130.50    405     4                 405     4 10:15 10:16
130.40      5     1                   5     1 10:15 10:15
------ ------ ----- ------ ----- ------ ----- ----- -----
TOTAL   29535   136   8775    51  38310   187 10:15 15:29
---------------------------------------------------------

Parameters of unsatisfied demand and supply of second tier banks in KASE' trade system for the last 5 days (total of valid bids by the time of morning and day trades closing, th. USD)

-----------------------------------------------------------------
Indicator  Mar 18, 05 Mar 19, 05 Mar 23, 05 Mar 24, 05 Mar 25, 05
---------- ---------- ---------- ---------- ---------- ----------
Bid             9,545        950      1,470      3,875     15,195
Ask            16,745      5,450      7,770      6,150      6,095
---------- ---------- ---------- ---------- ---------- ----------
Difference     +7,200     +4,500     +6,300     +2,275     -9,100
-----------------------------------------------------------------

By day results the market leaves an impression that dollar reached its ceiling and the potential of the American currency to further appreciation is emptied. This is evidenced by results of a day session of KASE (in its final stage the dollar lost almost 8 points), changes of indicators of unsatisfied demand and supply (see last table), as well as neutral market closure relative to quotes of the previous trades (the first table).

Indirect proof of dollar being overbought is the fall of exchange-executed deals value relative to Thursday as well as closure of long positions at KASE by some of traders.

Weekly results draw the attention to the activities of the central bank, which does not bother the growth. This important factor may encourage traders to drag USD up within next week as market does not form any tight market.

IRBIS specialists tend to think that in the next week the market will stabilize and losing its recently won points will rebounce to half of the figure to 130.50.

[2005-03-25]