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Did the National Bank conduct currency interventions?

The situation in the market has been analyzed by economist Galymzhan Aitkazin.
Did the National Bank conduct currency interventions?

Economist Galymzhan Aitkazin suggested that the National Bank has started conducting currency interventions. He mentioned this on his Telegram channel TENGENOMIKA.

He reminded that the exchange rate of the tenge to the dollar has surpassed the 500 mark for the first time since the beginning of the war in Ukraine, or since March 2022. This occurred against the backdrop of an even sharper depreciation of the Russian ruble against the dollar, which the Central Bank of the Russian Federation officially set at 108 yesterday – the highest since 2022. The most alarming moment was the behavior of the cross-rate of the tenge to the ruble, which strengthened to 4.3-4.4 for the first time since August 2023 amid a more significant weakening of the Russian currency, having previously been at these levels in March 2022. There was a “sharp departure of the cross-rate from the long-term parity of 5, which essentially reflects the consensus among market participants regarding currency rates.”

“If we consider when exactly there is a sharp strengthening of the cross-rate of the tenge to the ruble, taking into account previous experience and the logic of market participants, we can assume the following: the cross-rate sharply strengthens in cases (a) when market participants believe that the tenge to dollar rate should not weaken to the same extent as the Russian ruble to the dollar, or the market has grounds to believe so, (b) if the National Bank of Kazakhstan, as a regulator and participant in currency trading, increases the supply of foreign currency, that is, conducts currency interventions, provided that the ruble continues to sharply weaken against the dollar, as occurred yesterday,” he wrote.

The economist pointed out that following yesterday's trading on the currency section of the KASE exchange, a record daily trading volume for the USD/KZT pair was established at $455.4 million, which is overall “anomalous.” This volume exceeded the previous day's figure by more than 2.2 times.

“Thus, we tend to believe that the market participants' faith in a stronger tenge against the dollar compared to the Russian currency, as a factor explaining the behavior of the cross-rate, is unlikely in the current realities due to existing internal factors and rhetoric regarding the tenge to dollar rate itself. Therefore, there are grounds to assume that the National Bank of Kazakhstan may have conducted currency interventions yesterday to support the tenge, which can also be inferred from the record trading volumes on KASE. By the way, we do not rule out that the tenge rate was additionally supported by the implementation of the norm requiring the mandatory sale of 50% of foreign currency earnings from the quasi-public sector,” believes Galymzhan Aitkazin.