U.S. dollar market of Kazakhstan: day results

/IRBIS, Sergey Yakovlev, Andrey Tsalyuk, October 3, 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 121.15 +0.25 120.97 0 121.00 +0.03 ---------------------- ------ -------- ------- -------- ------ ------- Maximum rate 121.15 0 121.00 -0.01 121.01 -0.01 Volume on max. price 5 -005 5,500 +4,700 11,400 +5,100 ---------------------- ------ -------- ------- -------- ------ ------- Minimum rate 120.80 -0.10 120.90 -0.07 120.97 0 Volume on min. price 5 0 300 -55,000 3,000 -22,000 ---------------------- ------ -------- ------- -------- ------ ------- Closing rate 120.98 +0.03 121.00 0 121.01 +0.02 Weight. aver. rate 120.98 0 120.97 0 121.00 +0.02 Session volume (gross) 71,245 -118,050 63,255 -2,445 54,400 -18,800 Session net-turnover 60,840 -93,320 42,355 -21,045 46,700 -15,800 Number of deals 147 -25 68 +46 27 +13 Number of participants 19 0 18 0 12 +1 ---------------------- ------ -------- ------- -------- ------ ------- Day gross-turnover* 134,500 -120,495 54,400 -18,800 Day net-turnover* 85,525 -109,635 54,400 -15,800 ---------------------- ------ -------- ------- -------- ------ ------- Best bid** 120.97 +0.04 120.99 +0.01 120.99 +0.02 Best ask** 120.99 +0.02 121.00 0 121.01 +0.01 ---------------------- ------ -------- ------- -------- ------ ------- REUTERS Bid** 120.97 -0.08 120.98 +0.01 120.92 -0.05 REUTERS Ask** 121.05 -0.04 121.02 -0.04 120.97 -0.09 ---------------------------------------------------------------------------- * 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 ------ ------ ----- ------ ----- ------- ----- ----- ----- 121.15 5 1 0 0 5 1 10:15 10:15 121.02 7,000 10 0 0 7,000 10 10:15 10:16 121.00 3,600 5 5,500 12 9,100 17 10:16 15:29 120.99 18,965 40 11,200 5 30,165 45 10:31 15:22 120.98 18,500 23 7,100 8 25,600 31 10:19 15:19 120.97 8,210 28 24,600 10 32,810 38 10:21 14:41 120.96 6,730 13 400 2 7,130 15 10:21 11:52 120.95 7,230 24 4,485 7 11,715 31 10:21 14:26 120.94 1,000 2 0 0 1,000 2 10:26 10:26 120.93 0 0 4,670 12 4,670 12 12:16 13:19 120.92 0 0 2,500 7 2,500 7 11:53 12:12 120.91 0 0 2,500 4 2,500 4 11:58 11:59 120.90 0 0 300 1 300 1 11:53 11:53 120.80 5 1 0 0 5 1 10:15 10:15 ------ ------ ----- ------ ----- ------- ----- ----- ----- TOTAL 71,245 147 63,255 68 134,500 215 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 September September October October October 27, 28, 1, 2, 3, 07 07 07 07 07 ---------- --------- --------- ------- ------- ------- Ask 36,750 32,310 18,800 14,400 19,900 Bid 30,100 29,950 23,495 8,600 22,340 ---------- --------- --------- ------- ------- ------- Difference -6,650 -2,360 +4,695 -5,800 +2,440 ----------------------------------------------------------- By the day results, it should be noted that the market may live within the consolidation channel, described earlier; and based on disposition of its participants, it is not intended to break these borders in the near future. The objective balance between bid and offer that was demonstrated on morning session was characteristic for the day trades too. IRBIS forecast on Thursday is positional trade. [2007-10-03]