U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, April 16, 07/ - 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 121.60 -0.70 121.80 -0.05 121.80 -0.12 ---------------------- ------- ------- ------ ------- ------ ------ Maximum rate 122.00 -0.30 121.82 -0.19 121.80 -0.25 Volume on max. price 5 0 1500 +1100 300 -200 ---------------------- ------- ------- ------ ------- ------ ------ Minimum rate 121.60 -0.13 121.65 -0.20 121.80 -0.12 Volume on min. price 5 -50045 54200 +53700 300 -4700 ---------------------- ------- ------- ------ ------- ------ ------ Closing rate 121.88 +0.01 121.81 -0.16 121.80 -0.25 Weight. aver. rate 121.80 0 121.72 -0.24 121.80 -0.15 Session volume (gross) 443910 +310725 218470 -19775 300 -57700 Session net-turnover 188 100 +86965 106245 -36850 300 -54700 Number of deals 172 +41 131 +23 1 -7 Number of participants 20 -1 20 +1 6 0 ---------------------- ------- ------- ------ ------- ------ ------ Day gross-turnover* 662380 +290950 300 -57700 Day net-turnover* 146975 -720 300 -54700 ---------------------- ------- ------- ------ ------- ------ ------ Best bid** 121.80 -0.06 121.79 -0.16 121.75 -0.29 Best ask** 121.89 +0.02 121.82 -0.15 121.80 -0.30 ---------------------- ------- ------- ------ ------- ------ ------ REUTERS Bid** 121.81 +0.10 121.75 -0.21 121.75 -0.23 REUTERS Ask** 121.83 +0.04 121.77 -0.22 121.79 -0.24 ------------------------------------------------------------------------- * resulting net-position on each instrument ** 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 TOD terms ----------------------------------------------------------------------- TOTAL BY DAY RESULTS: Morning United ---------------------------- session: session: time (ALT): Price -------------- ----------------- ------------ level volume deals volume deals volume deals from to ------ ------- ----- ---------- ----- ------- ----- ----- ----- 122.00 5 1 5 1 10:15 10:15 121.93 3,000 3 3,000 3 10:15 10:21 121.92 2,020 4 2,020 4 10:21 10:23 121.91 2,405 3 2,405 3 10:23 10:25 121.90 8,620 13 8,620 13 10:20 10:25 121.89 4,300 8 4,300 8 10:19 10:27 121.88 9,600 8 9,600 8 10:20 10:59 121.87 1,000 2 1,000 2 10:59 10:59 121.86 2,500 4 2,500 4 10:27 10:59 121.85 16,500 18 16,500 18 10:16 10:59 121.84 2,300 3 2,300 3 10:30 10:59 121.83 1,000 1 1,000 1 10:59 10:59 121.82 20,210 18 1,500 2 21,710 20 10:30 15:12 121.81 53,100 11 22,000 3 75,100 14 10:16 15:29 121.80 54,550 42 38,400 29 92,950 71 10:30 15:29 121.79 140,600 10 3,000 4 143,600 14 10:34 15:11 121.78 900 3 2,600 5 3,500 8 10:34 15:08 121.77 50,000 3 1,600 4 51,600 7 10:38 15:08 121.76 1,595 5 2,500 4 4,095 9 10:37 15:07 121.75 66,600 9 2,200 7 68,800 16 10:34 14:51 121.74 100 1 3,900 7 4,000 8 10:35 15:02 121.73 3,000 1 5,500 6 8,500 7 10:36 14:58 121.72 9,020 13 9,020 13 11:33 14:44 121.71 2,900 5 2,900 5 11:37 14:44 121.70 61,950 20 61,950 20 11:38 15:01 121.69 3,100 6 3,100 6 11:49 13:00 121.68 3,100 6 3,100 6 12:13 14:43 121.67 1,000 2 1,000 2 12:17 14:43 121.65 54,200 8 54,200 8 11:49 12:18 121.60 5 1 5 1 10:15 10:15 ------ ------- ----- - ------- ----- ------- ----- ----- ----- TOTAL 443,910 172 218,470 131 662,380 303 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 Apr. 10, 07 Apr. 11, 07 Apr. 12, 07 Apr. 13, 07 Apr. 16, 07 ---------- ----------- ----------- ----------- ----------- ----------- Ask 60,310 63,815 16,500 13,795 26,095 Bid 27,355 30,715 48,935 23,360 42,000 ---------- ----------- ----------- ----------- ----------- ----------- Difference -32,955 -33,100 +32,435 +9,565 +15,905 --------------------------------------------------------------------------- Day results did not bring changes in the market conjuncture. In point of fact, the day was closed in realm of the entire previous week. Distinguish features of those kinds of trades were the prevailing amount of USD net-purchasers on KASE, which driven the market down. Income, received on price difference of short positions, is fixed almost daily, which leads to some compensative movement of the market upward before closing daily trades. Interestingly, while running such development, the indicator of unsatisfied demand, as a rule, exceeds the indicator of unsatisfied offering (see the third table). Banks are ready to purchase dollars, but at the price, which is slightly lower than the current. The expressed speculative mood of the market illustrates clearly ratio of gross to net turnover, as well. Today, it has reached 4.05. Last week the average indicator totaled 3.34. Prediction by IRBIS for Tuesday is following gradual tenge to dollar strengthening. [2007-04-16]