U.S. dollar market of Kazakhstan: day results
01.12.06 22:05
/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, December 1, 06/ - Following is the
table of major indicators of Kazakhstan market of U.S. dollar on 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 11:30-15:30 14:00-17:00
--------------- -------------- -------------
Indicator value trend value trend value trend
---------------------- ------ ------- ------ ------ ------ -----
Opening rate 127.96 +0.46 127.93 -0.02 - -
---------------------- ------ ------- ------ ------ ------ -----
Maximum rate 127.98 -0.02 127.97 +0.02 - -
Volume on max. price 5 0 1400 -12900 0 -500
---------------------- ------ ------- ------ ------ ------ -----
Minimum rate 127.65 +0.15 127.91 -0.01 - -
volume on min. price 5 0 100 -9400 0 -500
---------------------- ------ ------- ------ ------ ------ -----
Closing rate 127.95 -0.01 127.96 +0.01 - -
Weight. aver. rate 127.95 -0.03 127.95 +0.01 - -
Volume of the session 365320 +127810 23000 -19300 0 -500
Number of deals 194 +47 37 -19 0 -1
Number of participants 20 +3 16 -5 0 -2
---------------------- ------ ------- ------ ------ ------ -----
Best bid* 127.94 -0.01 127.95 0 - -
Best ask* 127.95 -0.01 127.96 0 - -
---------------------- ------ ------- ------ ------ ------ -----
REUTERS Bid* 127.92 -0.02 127.93 +0.01 127.93 0
REUTERS Ask* 127.96 -0.03 127.97 +0.01 127.97 0
----------------------------------------------------------------------
* at closing of the session on KASE, out of stock exchange - by the data of
REUTERS
Table of price levels of trade in US dollar on KASE on TOM terms
---------------------- - -------------------------------------------
TOTAL BY DAY RESULTS:
Morning United ----------------------------
session: session: time (ALT):
Price -------------- ------------- ------------
level volume deals volume deals volume deals from to
------ ------- ----- ------ ----- ------- ----- ----- -----
127.98 5 1 5 1 10:17 10:17
127.97 1400 5 1 400 5 15:17 15:29
127.96 2,505 4 10300 11 12,805 15 10:17 15:29
127.95 346,605 174 5800 10 352,405 184 10:17 13:50
127.94 16,200 14 16,200 14 10:18 10:25
127.93 4900 8 4,900 8 11:33 12:08
127.92 500 2 500 2 11:33 11:33
127.91 100 1 100 1 11:33 11:33
127.65 5 1 5 1 10:18 10:18
------ ------- ----- - ------ ----- ------- ----- ----- -----
TOTAL 365,320 194 , 23000 37 388,320 231 10:17 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 Nov. 27, 06 Nov. 28, 06 Nov. 29, 06 Nov. 30, 06 Dec. 1, 06
---------- ----------- ----------- ----------- ----------- ----------
Offer 19,900 33,820 27,800 97,200 62,500
Bid 26,000 39,610 50,300 15,120 47,795
---------- ----------- ----------- ----------- ----------- ----------
Difference +6,100 +5,790 +22,500 -82,080 -14,705
--------------------------------------------------------------------------
Total net position of participants in exchange trades of USD_TOD
instrument by day results on KASE totaled $185,300. th., and turned out to
be 2.1times less than the corresponding gross indicator ($388,320.0 th.).
Comparable data of the previous day - $139,100.0 th., 2.0 times,
$280,310.0 th.
At the exchange market during the whole week an active positional dollar
trade was observed. Traders feel the firmness of bounds of horizontal price
consolidation channel and do not undertake serious attempts to vring the
market out of this channel.
By results of the technical analysis the market as usually to a greater extent
is oriented to the further positional trade. But the probability that dollar still
can show strong resistance to tenge is quite urgent.
[2006-12-01]