U.S. dollar market of Kazakhstan: day results
28.05.08 00:04
/IRBIS, Vitaliy Tomskiy, May 28, 08/ - 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)
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Instrument USD TOD USD TOD USD TOM
KASE's session Morning Day Evening
Time 10:15-11:00 ALT 11:30-15:30 ALT 14:00-17:00 ALT
--------------- ---------------- ---------------
Indicator value trend value trend value trend
---------------------- ------ ------- ------ -------- ------- ------
Opening rate 120.57 -0.01 120.55 -0.02 - -
---------------------- ------ ------- ------ -------- ------- ------
Maximum rate 120.57 -0.02 120.56 -0.04 - -
Volume on max. price 500 -4,000 1,150 -18,850 0 -100
---------------------- ------ ------- ------ -------- ------- ------
Minimum rate 120.52 -0.05 120.53 -0.02 - -
Volume on min. price 5,300 -10,140 1,600 +400 0 -100
---------------------- ------ ------- ------ -------- ------- ------
Closing rate 120.55 -0.03 120.54 -0.04 - -
Weight. aver. rate 120.54 -0.04 120.54 -0.03 - -
Session volume (gross) 71,315 +38,705 21,000 -136,500 0 -100
Session net-turnover 59,660 +32,280 18,600 -43,800 100 0
Number of deals 94 +33 59 +12 0 -1
Number of participants 20 +2 21 +1 4 -2
---------------------- ------ ------- ------ -------- ------- ------
Day gross-turnover* 92,315 -97,795 0 -100
Day net-turnover* 77,460 -1,975 0 0
---------------------- ------ ------- ------ -------- ------- ------
Best bid** 120.54 -0.03 120.54 -0.03 120.54 -0.03
Best ask** 120.55 -0.03 120.55 -0.04 120.55 -0.05
---------------------- ------ ------- ------ -------- ------- ------
REUTERS Bid** 120.52 -0.02 120.50 -0.05 120.51 -0.04
REUTERS Ask** 120.56 -0.03 120.55 -0.03 120.55 -0.03
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* 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
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TOTAL BY RESULTS OF DAY:
Morning Day ---------------------------
session: session: time (ALT):
Price ------------- ------------- ------------
level volume deals volume deals volume deals from to
------ ------ ----- ------ ----- ------ ----- ----- -----
120.57 500 1 0 0 500 1 10:17 10:17
120.56 0 0 1,150 5 1,150 5 11:39 11:56
120.55 21,555 34 1,700 6 23,255 40 10:18 15:12
120.54 34,860 34 16,550 44 51,410 78 10:20 15:29
120.53 9,100 16 1,600 4 10,700 20 10:25 15:14
120.52 5,300 9 0 0 5,300 9 10:27 10:28
------ ------ ----- ------ ----- ------ ----- ----- -----
TOTAL 71,315 94 21,000 59 92,315 153 10:17 15:29
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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)
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Indicator May 22, 08 May 23, 08 May 26, 08 May 27, 08 May 28, 08
---------- ---------- ---------- ---------- ---------- ----------
Ask 12,450 25,600 27,975 19,450 24,505
Bid 78,150 37,500 28,180 57,390 15,900
---------- ---------- ---------- ---------- ---------- ----------
Difference +65,700 +11,900 +205 +37,940 -8,605
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As IRBIS specialist expected, trades on a day session passed within price
range of morning market with predominance of "bear" moods. In the whole
the market has downward tendency on the level of 120.45.
The situation with short term liquidity remains favour. Repo rates "overnight"
are on the low levels as well as the rates on the market of interbank deposits,
which KazPrime index doesn't go up than 8.85% APR. It should be pointed
out that announcement of vice-chairman of National Bank on decreasing of
reserves standards on external liabilities by 2.00% to 6.00% (standard on
internal liabilities)will positively influence the level of market liquidity in
the whole.
[2008-05-28]