U.S. dollar market of Kazakhstan: day results
09.12.08 20:16
/IRBIS, Ekaterina Tatarova, Vitaliy Tomskiy, December 9, 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 120.41 -0.02 120.50 +0.13 120.47 +0.09
---------------------- ------- ------- ------- -------- ------- -------
Maximum rate 120.46 +0.03 120.50 +0.11 120.47 +0.03
Volume on max. price 6,200 +5,950 10,000 +8,550 1,000 -1,000
---------------------- ------- ------- ------- -------- ------- -------
Minimum rate 120.41 +0.06 120.44 +0.09 120.45 +0.07
Volume on min. price 1,005 -54,870 4,360 -5,640 2,260 +260
---------------------- ------- ------- ------- -------- ------- -------
Closing rate 120.46 +0.09 120.49 +0.12 120.45 +0.01
Weight. aver. rate 120.44 +0.08 120.46 +0.09 120.46 +0.06
Session volume (gross) 51,330 -55,095 199,840 +106,115 3,260 -2,740
Session net-turnover 45,855 -59,730 131,295 +55,135 3,260 -1,740
Number of deals 559 +5 1661 +1496 177 +172
Number of participants 17 -2 18 0 10 +4
---------------------- ------- ------- ------- -------- ------- -------
Day gross-turnover* 251,170 +51,020 3,260 -2,740
Day net-turnover* 162,990 -9,515 3,260 -1,740
---------------------- ------- ------- ------- -------- ------- -------
Best bid** 120.45 +0.09 120.47 +0.11 120.45 +0.05
Best ask** 120.46 +0.08 120.49 +0.12 120.48 +0.01
---------------------- ------- ------- ------- -------- ------- -------
REUTERS Bid** 120.44 +0.09 120.46 +0.10 120.46 +0.10
REUTERS Ask** 120.47 +0.09 120.49 -0.06 120.70 +0.30
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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
------ ------ ----- ------- ----- ------- ----- ----- -----
120.50 0 0 10,000 1 10,000 1 11:30 11:30
120.49 0 0 1,020 6 1,020 6 15:29 15:30
120.48 0 0 500 1 500 1 15:27 15:27
120.47 0 0 18,900 70 18,900 70 11:50 15:25
120.46 6,200 9 140,155 533 146,355 542 10:52 15:23
120.45 4,050 10 24,905 864 28,955 874 10:19 14:45
120.44 5,260 22 4,360 186 9,620 208 10:20 14:23
120.43 32,070 365 0 0 32,070 365 10:19 10:49
120.42 2,745 151 0 0 2,745 151 10:18 10:37
120.41 1,005 2 0 0 1,005 2 10:17 10:20
------ ------ ----- ------- ----- ------- ----- ----- -----
TOTAL 51,330 559 199,840 1661 251,170 2220 10:17 15:30
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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 Dec. 2, 08 Dec. 3, 08 Dec. 4, 08 Dec. 5, 08 Dec. 9, 08
---------- ---------- ---------- ---------- ---------- ----------
Ask 60,505 69,830 58,090 15,150 10,490
Bid 42,445 91,215 55,100 36,080 61,565
---------- ---------- ---------- ---------- ---------- ----------
Difference -18,060 +21,385 -2,990 +20,930 +51,075
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KASE day session saw continuation of USD/KZT rate appreciating on
demand on the side of the bulk of participants.
Volume of concluded deals with USD_SPOT instrument, which is the
maximum over the whole history of trades on KASE (more than $1.2 bn.)
draws attention. Calculations on this instrument are made in a day and
market's participants often use it for prolongation of open "long" position. At
the same time, this fact may indirectly say on the growth of speculation
component on domestic market on the side of nonresidents.
At the same time, tomorrow we forecast no serious expansion of the price
range due to regulation factor.
[2008-12-09]