U.S. dollar market of Kazakhstan: day results
14.07.08 22:07
/IRBIS, Vitaliy Tomskiy, July 14 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 120.25 +0.05 120.19 -0.05 120.20 -0.05
---------------------- ------- -------- ------- -------- ------- --------
Maximum rate 120.26 0 120.23 -0.03 120.26 +0.01
Volume on max. price 100 -900 800 -1,760 60,000 +47,200
---------------------- ------- -------- ------- -------- ------- --------
Minimum rate 120.18 -0.02 120.18 -0.04 120.20 -0.04
Volume on min. price 300 -202,900 3,100 +2,900 73,000 +68,000
---------------------- ------- -------- ------- -------- ------- --------
Closing rate 120.20 -0.04 120.20 -0.05 120.23 -0.02
Weight. aver. rate 120.20 -0.01 120.20 -0.04 120.22 -0.03
Session volume (gross) 449,755 +185,050 195,200 +84,070 195,000 +177,200
Session net-turnover 331,125 +124,925 164,100 +95,640 75,000 +58,400
Number of deals 416 +300 78 -115 18 -447
Number of participants 18 0 22 +3 9 0
---------------------- ------- -------- ------- -------- ------- --------
Day gross-turnover* 644,955 +269,120 195,000 +177,200
Day net-turnover* 374,865 +135,865 195,000 +58,400
---------------------- ------- -------- ------- -------- ------- --------
Best bid** 120.20 -0.03 120.19 -0.05 120.20 -0.04
Best ask** 120.21 -0.04 120.21 -0.04 - -
---------------------- ------- -------- ------- -------- ------- --------
REUTERS Bid** 120.20 -0.02 120.19 -0.05 120.19 -0.02
REUTERS Ask** 120.24 -0.01 120.23 -0.04 120.21 -0.04
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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
------ ------- ----- ------- ----- ------- ----- ----- -----
120.26 100 1 0 0 100 1 10:17 10:17
120.25 1,500 3 0 0 1,500 3 10:16 10:17
120.24 500 1 0 0 500 1 10:17 10:17
120.23 500 1 800 2 1,300 3 10:17 15:16
120.22 20,000 8 2,350 6 22,350 14 10:17 15:22
120.21 39,655 19 7,400 13 47,055 32 10:17 15:25
120.20 350,595 375 174,450 44 525,045 419 10:17 15:28
120.19 36,605 7 7,100 7 43,705 14 10:17 12:47
120.18 300 1 3,100 6 3,400 7 10:17 12:40
------ ------- ----- ------- ----- ------- ----- ----- -----
TOTAL 449,755 416 195,200 78 644,955 494 10:16 15:28
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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 July 8, 08 July 9, 08 July 10, 08 July 11, 08 July 14, 08
---------- ---------- ---------- ----------- ----------- -----------
Ask 30,600 9,500 34,690 26,590 47,645
Bid 37,400 78,565 23,015 148,755 48,020
---------- ---------- ---------- ----------- ----------- -----------
Difference +6,800 +69,065 -11,675 +122,165 +375
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Trades on a day session were passing within price ranges of that of morning
market. Disposition of trades` participants also has insignificant changes.
At that, "overnight" repo rates made about 5% APR, having grown by 2 times
by market closing, what can be explained by tax payments this week.
Tomorrow we don't exclude some appreciating of KZT/USD. However,
continuing of trades within the current ranges is more likely.
[2008-07-14]