U.S. dollar market of Kazakhstan: day results

/IRBIS, Vitaliy Tomskiy, September 18, 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) ------------------------------------------------------------------------------ USD TOD USD TOD USD TOM Instrument Morning Day Evening KASE's session 10:15-11:00 ALT 11:30-15:30 ALT 14:00-17:00 ALT Time ----------------- ----------------- ---------------- Indicator value trend value trend value trend ---------------------- ------- -------- ------- -------- ------ -------- Opening rate 119.85 +0.45 119.85 +0.12 119.86 +0.04 ---------------------- ------- -------- ------- -------- ------ -------- Maximum rate 119.86 +0.07 119.86 -0.03 119.87 -0.02 Volume on max. price 5,600 -92,900 2,000 +1,800 3,000 -87,000 ---------------------- ------- -------- ------- -------- ------ -------- Minimum rate 119.84 +0.44 119.85 +0.12 119.85 +0.34 Volume on min. price 14,900 -75,110 51,535 +37,535 10,000 -80,000 ---------------------- ------- -------- ------- -------- ------ -------- Closing rate 119.84 +0.05 119.86 +0.01 119.85 +0.04 Weight. aver. rate 119.85 +0.20 119.85 +0.03 119.86 +0.09 Session volume (gross) 164,400 -279,380 53,535 -311,365 16,200 -369,300 Session net-turnover 83,600 -117,365 45,545 -305,855 15,200 -10,300 Number of deals 83 +25 171 +102 8 +1 Number of participants 16 -2 21 -2 7 -2 ---------------------- ------- -------- ------- -------- ------ -------- Day gross-turnover* 217,935 -590,745 16,200 -369,300 Day net-turnover* 99,200 -137,050 16,200 -10,300 ---------------------- ------- -------- ------- -------- ------ -------- Best bid** 119.84 +0.10 119.85 +0.02 119.86 +0.05 Best ask** 119.86 +0.07 119.86 +0.01 119.88 -0.02 ---------------------- ------- -------- ------- -------- ------ -------- REUTERS Bid** 119.85 +0.14 119.81 +0.01 119.84 +0.02 REUTERS Ask** 119.88 +0.14 119.87 +0.03 119.87 +0.02 ------------------------------------------------------------------------------ * 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 RESULTS OF DAY: Morning Day ---------------------------- session: session: time (ALT): Price -------------- ------------- ------------ level volume deals volume deals volume deals from to ------ ------- ----- ------ ----- ------- ----- ----- ----- 119.86 5,600 5 2,000 3 7,600 8 10:22 15:26 119.85 143,900 69 51,535 168 195,435 237 10:20 15:25 119.84 14,900 9 0 0 14,900 9 10:49 10:59 ------ ------- ----- ------ ----- ------- ----- ----- ----- TOTAL 164,400 83 53,535 171 217,935 254 10:20 15:26 ------------------------------------------------------------------- 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 Sept. 12, 08 Sept. 15, 08 Sept. 16, 08 Sept. 17, 08 Sept. 18, 08 ---------- ------------ ------------ ------------ ------------ ------------ Ask 18,200 14,100 29,600 19,400 11,100 Bid 14,200 12,200 122,395 168,050 13,000 ---------- ------------ ------------ ------------ ------------ ------------ Difference -4,000 -1,900 +92,795 +148,650 +1,900 -------------------------------------------------------------------------------- Today activity of trades on USD market decreased significantly and the range of trade narrowed sharply. At that, by the end of the day, rates on one- day repo grew almost twice to 4.4 % APR. The volume of liquidity placing on the side of NB also grew to KZT4.9 bn. At the same time, we expect no tense situation with liquidity till the end of the week, which is the tax week in Kazakhstan. The price corridor for USD/KZT rate is forming by results of technical analysis for nearest days within KZT119.75 - 119.95 per $1. [2008-09-18]