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17.10.2005 21:57

U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, October 17, 05/ - Following is the table of major indicators of Kazakhstan market of U.S. dollar by he day results. 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 on Kazakhstan stock exchange (KASE)

----------------------------------------------------------------------
Instrument                      USD TOD         USD TOD        USD TOM
KASE's session                  Morning             Day        Evening
Time                    10:15-11:00 ALT     11:30-16:00    14:00-18:00
                        ---------------  --------------  -------------
Indicator                 value   trend   value   trend   value  trend
----------------------  -------  ------  ------  ------  ------  -----
Opening rate             134.00   +0.20  134.11   +0.19       -      -
----------------------  -------  ------  ------  ------  ------  -----
Maximum rate             134.14   +0.10  134.13   +0.17       -      -
Volume on max. Price       1300   +1150     100    -800       0  -1000
----------------------  -------  ------  ------  ------  ------  -----
Minimum rate             133.70   -0.10  133.94   +0.06       -      -
volume on min. Price          5       0     300    +200       0  -1000
----------------------  -------  ------  ------  ------  ------  -----
Closing rate             134.10   +0.21  134.06   +0.16       -      -
Weight. aver. rate       134.07   +0.17  134.04   +0.12       -      -
Volume of the session     24145  -19985   24605  +15255       0  -2000
Number of deals             100    -125     135     +84       0     -2
Number of participants       19      -3      17      +4       0     -5
----------------------  -------  ------  ------  ------  ------  -----
Best bid*                134.10   +0.21  134.05   +0.16       -      -
Best ask*                134.13   +0.23  134.06   +0.15       -      -
----------------------  -------  ------  ------  ------  ------  -----
REUTERS Bid*             134.06   +0.25  134.02   +0.13  134.06  +0.19
REUTERS Ask*             134.13   +0.26  134.07   +0.14  134.11  +0.20
----------------------------------------------------------------------
* at closing of the session on KASE. out of stock exchange - by
the data of REUTERS

Table of price levels of trading in US dollar on 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
------  ------  -----  ------  -----  -------  -----  -----  -----
134.14    1300      4                    1300      4  10:36  10:58
134.13    1200      3     100      1     1300      4  10:44  11:46
134.12    3210     17     300      1     3510     18  10:36  11:45
134.11    2100     14     700      3     2800     17  10:35  11:50
134.10    3720     17     400      3     4120     20  10:32  11:49
134.09    1410      7    1400      9     2810     16  10:33  15:25
134.08     500      1    2805      8     3305      9  10:32  15:24
134.07     250      3     500      3      750      6  10:32  15:26
134.06                    400      4      400      4  12:00  15:26
134.05    1400      3     400      2     1800      5  10:28  15:11
134.04     745      1    5545     28     6290     29  10:31  15:11
134.03     600      3     950      6     1550      9  10:31  15:08
134.02    1055      9    5055     33     6110     42  10:30  12:44
134.01    2300      6    1850     11     4150     17  10:28  15:07
134.00    2750      6    1450      9     4200     15  10:15  14:27
133.99                    550      4      550      4  12:51  14:41
133.98     600      3     400      2     1000      5  10:23  14:28
133.97                    900      4      900      4  14:28  14:41
133.96                    500      2      500      2  14:36  14:36
133.95    1000      2     100      1     1100      3  10:21  14:30
133.94                    300      1      300      1  14:31  14:31
133.70       5      1                       5      1  10:15  10:15
------  ------  -----  ------  -----  -------  -----  -----  -----
TOTAL    24145    100   24605    135    48750    235  10:15  15:26
------------------------------------------------------------------

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   Oct 11. 05  Oct 12. 05  Oct 13. 05  Oct 14. 05  Oct 17. 05
----------  ----------  ----------  ----------  ----------  ----------
Offer            9,950       6,300       6,000       4,800       4,865
Bid             11,210       8,485       5,505       8,850      11,200
----------  ----------  ----------  ----------  ----------  ----------
Difference      +1,260      +2,185        -495      +4,050      +6,335
----------------------------------------------------------------------

The day results in US dollar exchange market allow to assume, that traders today more "probed" the market and its potential to further development. Mainly it was assisted by considerable decrease of dollar offer volume from STBs, representing interests of exporters. Absence of volumetric bids for sale of American currency from this category of banks' clients allowed traders to held dosed sale, directing to existing demand, and as a result to hold the market above 134.00. By the day results we may say, that the market today developed in approximate parity between demand and offer.

Results of technical analyses do not give new signals. Disposition of levels of support (133.70) and resistance (134.30) did not change.

IRBIS specialists give preference to positional trade on Tuesday with formation of the market down. Though it is not excluded, that simple development this day will not happen.

[2005-10-17]