U.S. dollar market of Kazakhstan: day results
21.01.08 22:17
/IRBIS, Vitaliy Tomskiy, Andrey Tsalyuk, January 21, 08/ - Following is the
table of major indicators of Kazakhstan market of U.S. dollar that has been
traded today on TOM terms. The rate is given in tenge per dollar, volume -
th. USD. Trends are shown relative to corresponding figures of previous
trading day (trades on KASE on this day have been held on TOD terms on
the main and extra sessions).
Results of trades on Kazakhstan stock exchange (KASE)
---------------------------------------------------------
Instrument USD TOM USD TOM
KASE's session Morning Day
Time 10:15-11:00 11:30
Indicator a.m. ALT a.m.-5:00 p.m.
--------------- ----------------
value trend value trend
---------------------- ------ ------- ------ --------
Opening rate 120.45 +0.45 120.53 +0.28
---------------------- ------ ------- ------ --------
Maximum rate 120.53 +0.23 120.55 +0.21
Volume on max. price 7,000 +6,995 500 -2,500
---------------------- ------ ------- ------ --------
Minimum rate 120.45 +0.45 120.48 +0.23
Volume on min. price 1,100 +1,095 7,100 +6,900
---------------------- ------ ------- ------ --------
Closing rate 120.52 +0.29 120.48 +0.18
Weight. aver. rate 120.50 +0.28 120.50 +0.21
Session volume (gross) 43,700 -89,155 55,165 -45,905
Session net-turnover 32,500 -77,950 43,365 -33,015
Number of deals 40 -131 76 -4
Number of participants 14 -8 17 -4
---------------------- ------ ------- ------ --------
Day gross-turnover* 98,865 -135,060
Day net-turnover* 42,165 -114,905
---------------------- ------ ------- ------ --------
Best bid** 120.51 +0.28 120.48 +0.22
Best ask** 120.53 +0.29 120.50 +0.20
---------------------- ------ ------- ------ --------
REUTERS Bid** 120.51 +0.25 120.50 +0.19
REUTERS Ask** 120.56 +0.21 120.60 +0.23
---------------------------------------------------------
* 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 Day ------- ----- ------------
session: session: time (ALT):
Price ------------- ------------- ------------
level volume deals volume deals volume deals from to
------ ------ ----- ------ ----- ------- ----- ----- -----
120.55 0 0 1000 3 1,000 3 14:44 15:50
120.53 7,000 5 100 1 7,100 6 10:28 11:55
120.52 7,200 8 2,600 4 9,800 12 10:28 14:40
120.51 4,000 3 5100 5 9,100 8 10:53 15:50
120.50 17,100 13 20,265 33 37,365 46 10:24 16:29
120.49 3,600 4 20,500 23 24,100 27 10:30 16:29
120.48 500 1 7,100 9 7,600 10 10:30 16:44
120.47 3,200 4 0 0 3,200 4 10:30 10:38
120.45 1,100 2 0 0 1,100 2 10:22 10:30
------ ------ ----- ------ ----- ------- ----- ----- -----
TOTAL 43,700 40 56,665 78 100,365 118 10:22 16:44
------------------------------------------------------------------
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 January January January January January
15, 16, 17, 18, 21,
08 08 08 08 08
---------- ------- ------- ------- ------- -------
Ask 44,760 33,405 25,105 33,100 36,125
Bid 25,905 12,955 36,900 16,165 34,100
---------- ------- ------- ------- ------- -------
Difference -18,855 -20,450 +11,795 -16,935 -2,025
-------------------------------------------------------
The day passed in attempts to develop the correctional upward movement of
U.S. dollar. Partially it was successful despite of lowly liquid market of
USD_TOM instrument and quite scrupulous approach of the National Bank
to the exchange rate's volatility. However, the market looked very delicate. Its
parameters are not likely to be considered even for operational forecasting.
IRBIS analysts have not seen today any pronounced tendency of the market
in any side.
[2008-01-21]