U.S. dollar market of Kazakhstan: day results

/IRBIS, Ekaterina Tatarova, Ruslan Dzubaylo, February 4, 09/ - 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 11:30-17:00 ALT --------------- ---------------- --------------- Indicator value trend value trend value trend ---------------------- ------- ------- ------- -------- ------- ------- Opening rate 122.93 +0.92 150.00 +27.10 150.07 +27.02 ---------------------- ------- ------- ------- -------- ------- ------- Maximum rate 149.00 +26.15 150.85 +26.85 150.17 +26.25 Volume on max. price 32,100 +32,095 1,000 -3,200 50,000 +33,000 ---------------------- ------- ------- ------- -------- ------- ------- Minimum rate 122.93 +0.93 149.00 +26.10 149.00 +25.95 Volume on min. price 5 -1,895 1,750 +1,740 6,950 -13,050 ---------------------- ------- ------- ------- -------- ------- ------- Closing rate 149.00 +26.15 149.50 +26.50 150.15 +26.55 Weight. aver. rate 143.98 +21.66 150.04 +26.65 150.03 +26.57 Session volume (gross) 295,515 -39,400 179,550 -896,555 96,500 +37,400 Session net-turnover 207,000 -58,000 133,550 -796,805 80,600 +24,300 Number of deals 79 -54 75 -139 13 -7 Number of participants 19 +3 27 +5 11 +1 ---------------------- ------- ------- ------- -------- ------- ------- Day gross-turnover* 475,065 -935,955 96,500 +37,400 Day net-turnover* 188,900 -853,150 96,500 +24,300 ---------------------- ------- ------- ------- -------- ------- ------- Best bid** 149.00 +26.20 149.00 +26.02 150.05 +26.55 Best ask** 150.00 +27.10 150.25 +26.85 150.15 +26.55 ---------------------- ------- ------- ------- -------- ------- ------- REUTERS Bid** 123.70 +0.86 149.73 +26.19 149.93 +26.94 REUTERS Ask** 123.75 +0.86 150.23 +26.62 150.43 +27.14 ----------------------------------------------------------------------- * 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 T+0 (USD_TOD) settlement terms ------------------------------------------------------------ TOTAL BY RESULTS OF DAY: Morning Day ------------------------- session: session: time (ALT): Price ------------- ------------- ----------- level volume deals volume deals volume deals from to ------ ------- ----- ------- ----- ------- ----- ----- ----- 150.85 0 0 1,000 2 1,000 2 12:11 12:12 150.80 0 0 500 1 500 1 12:11 12:11 150.75 0 0 500 1 500 1 12:11 12:11 150.69 0 0 1,500 3 1,500 3 12:05 12:10 150.50 0 0 500 1 500 1 14:18 14:18 150.45 0 0 1,000 1 1,000 1 13:22 13:22 150.44 0 0 600 1 600 1 13:22 13:22 150.40 0 0 2,000 1 2,000 1 14:56 14:56 150.25 0 0 1,000 2 1,000 2 13:22 15:25 150.20 0 0 1,200 3 1,200 3 15:24 15:27 150.10 0 0 50,500 2 50,500 2 15:20 15:23 150.02 0 0 21,000 1 21,000 1 15:02 15:02 150.01 0 0 17,500 6 17,500 6 11:56 15:27 150.00 0 0 76,800 47 76,800 47 11:50 15:29 149.50 0 0 2,200 2 2,200 2 15:29 15:29 149.00 32,100 9 1,750 1 33,850 10 10:57 15:29 148.00 5,200 4 0 0 5,200 4 10:56 10:56 146.00 1,500 2 0 0 1,500 2 10:34 10:45 145.50 1,000 1 0 0 1,000 1 10:45 10:45 145.05 1,200 3 0 0 1,200 3 10:43 10:45 145.00 165,800 36 0 0 165,800 36 10:26 10:40 144.90 2,000 1 0 0 2,000 1 10:32 10:32 144.50 2,000 1 0 0 2,000 1 10:32 10:32 144.00 20,000 2 0 0 20,000 2 10:31 10:31 141.74 2,000 1 0 0 2,000 1 10:31 10:31 141.00 2,200 2 0 0 2,200 2 10:31 10:31 140.00 53,500 7 0 0 53,500 7 10:30 10:31 125.50 750 1 0 0 750 1 10:24 10:24 125.00 3,000 3 0 0 3,000 3 10:23 10:23 124.50 250 1 0 0 250 1 10:21 10:21 124.11 5 1 0 0 5 1 10:19 10:19 124.10 5 1 0 0 5 1 10:18 10:18 123.51 1,000 1 0 0 1,000 1 10:17 10:17 123.50 2,000 1 0 0 2,000 1 10:17 10:17 122.93 5 1 0 0 5 1 10:16 10:16 ------ ------- ----- ------- ----- ------- ----- ----- ----- TOTAL 295,515 79 179,550 75 475,065 154 0:00 15:29 ------------------------------------------------------------ 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 Jan. 29, 09 Jan. 30, 09 Feb. 2, 09 Feb.3, 09 Feb. 4, 09 ---------- ----------- ----------- ---------- --------- ---------- Ask 36,740 17,400 3,000 11,050 19,200 Bid 8,095 34,605 232,900 624,000 768,680 ---------- ----------- ----------- ---------- --------- ---------- Difference -28,645 +17,205 +229,900 +612,950 +749,480 ------------------------------------------------------------------ Sharp tenge devaluation, fixed by the morning session, hasn't activated the market in the afternoon. Traders hadn't basis to doubt in efficiency of measures of the head bank, which will be applied to speculators, according to the head of the bank. Purchasing power of STB appeared to be at such low level, that it was hard to restrain USD rate at the reached highs. On the background of sharp KZT deficit, which is admitted by "overnight" repo rates (they reached 19.92 APR for the whole KASE repo market history) banks announced weak ask on a day session. Absence of compromise on currency swap open market and results of evening trades along with results of day session don't allow us to forecast evident growth of KZT/USD on Thursday. Stable market within KZT149.50 - 150.00 per dollar looks more probable. [2009-02-04]