/KASE, September 17, 2018/ – The Committee on Indexes and Valuation of Securities
of Kazakhstan Stock Exchange (KASE) in accordance with the internal document of
KASE "Methodology for calculating risk parameters of financial instruments"
approved by the decision of KASE's Management Board of May 31, 2018 set the
values of limits and concentration rates for shares traded under the scheme T+2,
as well as discounts equal to the concentration rates on the repo transactions
market, which will be effective from September 15 to October 15, 2018 for the
following shares:
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No code NIN or ISIN limit rate
concentration, concentration %
pieces
-- ------- ------------ -------------- ---------------
1 ABBN KZ1C56630011 33,930 50
2 AKZM KZ1C60260011 212 35
3 BAST KZ1C59680013 604 35
4 CCBN KZ1C36280010 71,980 50
5 GB_KZMS GB00B0HZPV38 2,311,944 48
6 HSBK KZ1C33870011 133,095 30
7 KCEL KZ1C59150017 27,809 30
8 KEGC KZ1C34930012 9,089 30
9 KZTK KZ1C12280018 12,090 30
10 KZTKp KZ1P12280114 249 36
11 KZTO KZ1C29950017 25,631 30
12 RDGZp KZ1P51460114 2,819 50
13 RU_AFLT RU0009062285 6,303,678 30
14 RU_GAZP RU0007661625 27,583,202 30
15 RU_SBER RU0009029540 59,146,682 30
16 RU_VTBR RU000A0JP5V6 22,363,402,392 30
17 US_BAC_ US0605051046 3,214 30
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These limits and concentration rates are calculated for the purpose of applying
concentration rates to calculate a single limit on the stock market, including
repo transactions with netting, as well as using the discounting of the market
price of a share to calculate the opening price of direct repo or automatic
repo transactions, if the open position of one of participants in trading in a
particular share exceeds the limit of concentration at the beginning of the
trading day, set for a security of this denomination.
The values of the risk parameters for the instruments of the stock market, for
the deals with which KASE carries out the clearing activity, are published at
http://kase.kz/en/shares/
The rules for repo transactions are published at
https://kase.kz/files/normative_base/repo_new.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2018-09-17]