/KASE, June 1, 2018/ – In accordance with KASE internal document Kazakhstan Stock
Exchange (KASE) "Methodology for Calculation of Risk Parameters of Financial
Instruments" approved by the decision of the Management Board on May 31, 2018,
KASE has set values of concentration rates and limits for shares traded under
T+2 settlement scheme and values of discount rates equal to the concentration
rates on repo market, which will be effective from June 1 until June 15, 2018
for the following shares:
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No. Share code NIN or ISIN Concentration limit, pcs Concentration rate, %
---- ----------- ------------ ------------------------ ---------------------
1 ABBN KZ1C56630011 20,654 50
2 AKZM KZ1C60260011 121 30
3 BAST KZ1C59680013 405 30
4 CCBN KZ1C36280010 52,575 50
5 GB_KZMS GB00B0HZPV38 193,202 42
6 HSBK KZ1C33870011 10,442 36
7 KCEL KZ1C59150017 12,377 34
8 KEGC KZ1C34930012 193,202 30
9 KZTK KZ1C12280018 646 36
10 KZTKp KZ1P12280114 214 36
11 KZTO KZ1C29950017 32,374 30
12 RDGZp KZ1P51460114 2,214 50
13 RU_AFLT RU0009062285 5,321,374 30
14 RU_GAZP RU0007661625 25,039,636 30
15 RU_RTKM RU0008943394 3,111,336 50
16 RU_SBER RU0009029540 59,021,329 48
17 US_BAC_ US0605051046 199 35
18 RU_VTBR RU000A0JP5V6 21,681,439,493 30
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These concentration limits and rates are calculated for the purposes of applying
concentration rates for calculation of the single limit at the stock market
including repo with netting and also for applying the discounting of the market
price of a share for calculation of an opening price of the direct repo or auto
repo if the open position of a participant of trades in shares of any title
exceeds concentration limit set for these securities as at the beginning of the
trading day.
Values of risk parameters for stock market instruments cleared by KASE are
available at
http://kase.kz/ru/shares/
Repo Transactions Execution Rules are available at
https://kase.kz/files/normative_base/repo_new.pdf
Auto Repo Market Specification is available at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2018-06-01]