U.S. dollar market of Kazakhstan: day results
19.12.08 20:45
/IRBIS, Ekaterina Tatarova, Vitaliy Tomskiy, December 19, 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)
------------------------------------------------------------------------
Instrument USD TOD USD TOD USD TOM
KASE 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 120.75 +0.05 120.78 +0.08 121.59 +0.90
---------------------- ------- ------- ------- -------- ------- --------
Maximum rate 120.79 +0.08 120.80 +0.04 121.59 +0.86
Volume on max. price 3,000 +2,000 3,000 +2,800 40,000 +39,000
---------------------- ------- ------- ------- -------- ------- --------
Minimum rate 120.75 +0.11 120.70 +0.02 120.75 +0.06
Volume on min. price 6,995 +6,795 400 -5,700 199,000 +159,000
---------------------- ------- ------- ------- -------- ------- --------
Closing rate 120.76 +0.06 120.70 -0.06 120.80 +0.08
Weight. aver. rate 120.76 +0.11 120.78 +0.08 120.89 +0.17
Session volume (gross) 192,340 +29,325 72,565 -100,135 244,100 -900
Session net-turnover 81,870 -14,350 61,355 -76,545 203,500 +158,500
Number of deals 1034 -203 1831 +1686 11 -595
Number of participants 22 0 21 +3 10 -2
---------------------- ------- ------- ------- -------- ------- --------
Day gross-turnover* 264,905 -70,810 244,100 -900
Day net-turnover* 134,115 -41,440 244,100 +158,500
---------------------- ------- ------- ------- -------- ------- --------
Best bid** 120.76 +0.09 120.70 -0.06 120.80 +0.10
Best ask** 120.77 +0.07 120.77 -0.03 120.82 +0.06
---------------------- ------- ------- ------- -------- ------- --------
REUTERS Bid** 120.76 +0.10 120.80 +0.08 120.79 +0.04
REUTERS Ask** 120.79 +0.08 120.83 +0.08 120.88 +0.08
------------------------------------------------------------------------
* 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
------ ------- ----- ------ ----- ------- ----- ----- -----
120.80 0 0 3,000 2 3,000 2 14:07 14:07
120.79 3,000 4 49,110 19 52,110 23 10:17 15:18
120.78 0 0 10,260 625 10,260 625 11:48 15:23
120.77 72,740 301 6,595 1177 79,335 1478 10:16 15:24
120.76 109,605 681 1,200 4 110,805 685 10:19 15:25
120.75 6,995 48 1,000 2 7,995 50 10:15 15:26
120.73 0 0 1,000 1 1,000 1 15:28 15:28
120.70 0 0 400 1 400 1 15:28 15:28
------ ------- ----- ------ ----- ------- ----- ----- -----
TOTAL 192,340 1034 72,565 1831 264,905 2865 10:15 15:28
-----------------------------------------------------------
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 Dec. 11, 08 Dec. 12, 08 Dec. 15, 08 Dec.18, 08 Dec. 19, 08
---------- ----------- ----------- ----------- ---------- -----------
Ask 31,690 53,505 5,455 4,950 18,415
Bid 49,400 52,485 122,610 39,815 30,670
---------- ----------- ----------- ----------- ---------- -----------
Difference +17,710 -1,020 +117,155 +34,865 +12,255
---------------------------------------------------------------------
Tax payments in Kazakhstan and followed problems with tenge liquidity
(today KazPrime indicator again grew to 10.88 % APR; on-day repo rates
also showed upward dynamic) contributed to increasing of USD supply on
KASE day market.
At the same time, it made no significant impact on the total tendency of USD
rate on domestic market; it went on growing.
We don't exclude correction movement from the low limit at KZT120.50 per
$1 next week. At the same time, intensified falling of prices on hydrocarbons
and metals will support the downward trend of national currency rate.
[2008-12-19]