/KASE, February 14, 2019/ – Market Risks Committee of Kazakhstan Stock Exchange
(KASE) in accordance with the internal document of KASE "Methodology for
Calculating Risk Parameters of Financial Instruments" has 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 February 15 to March 15, 2019 for the following
shares:
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Item No. Code of share ISIN Concentration limit, Concentration rate,
pcs %
-------- -------------- ------------- ------------------------- ----------------
1 AKZM KZ1C00001288 171 35
2 BAST KZ1C00001015 545 35
3 CCBN KZ0007786572 57,507 30
4 GB_KZMS GB00B0HZPV38 2,286,350 30
5 HSBK KZ000A0LE0S4 125,439 30
6 IE_FXBF IE00BG0C3K84 5,780 30
7 KCEL KZ1C00000876 25,021 30
8 KEGC KZ1C00000959 9,264 30
9 KZAP KZ1C00001619 757 30
10 KZTK KZ0009093241 12,432 30
11 KZTKp KZ0009094645 169 30
12 KZTO KZ1C00000744 25,155 30
13 RDGZp KZ000A0RMTC3 1,309 30
14 RU_AFLT RU0009062285 5,606,995 30
15 RU_GAZP RU0007661625 25,528,718 30
16 RU_SBER RU0009029540 70,457,356 30
17 RU_VTBR RU000A0JP5V6 23,180,192,708 30
18 US_BAC_ US0605051046 433 30
19 KZAPd_USD US63253R2013 20,431 50
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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
[2019-02-14]