/KASE, April 14, 2019/ – The Committee on market risks of Kazakhstan Stock
Exchange (KASE) in accordance with the internal document of KASE "Methodology
for calculating risk parameters of financial instruments" set values of limits
and concentration rates for shares traded under the scheme T+2, as well as
discounts equal to values of the concentration rates on the repo transactions
market, which will be effective from April 15 to May 14, 2019, for the
following shares:
---------------------------------------------------------
Item Share concentration concentration
No. code ISIN limit, pieces rate, %
---- -------- ------------- -------------- --------------
1 CCBN KZ0007786572 27,939 30
2 GB_KZMS GB00B0HZPV38 2,290,790 30
3 GB_NTRM GB00BGP6Q951 280,531 30
4 HSBK KZ000A0LE0S4 126,439 30
5 IE_FXBF IE00BG0C3K84 2,436 35
6 KCEL KZ1C00000876 18,637 30
7 KEGC KZ1C00000959 10,557 30
8 KZAP KZ1C00001619 849 30
9 KZTK KZ0009093241 12,378 30
10 KZTKp KZ0009094645 169 30
11 KZTO KZ1C00000744 23,964 30
12 RU_AFLT RU0009062285 5,236,048 30
13 RU_GAZP RU0007661625 24,789,593 30
14 RU_SBER RU0009029540 72,940,201 30
15 US_BAC_ US0605051046 370 30
16 BAST* KZ1C00001015 516 35
17 AKZM* KZ1C00001288 144 35
18 RDGZp* KZ000A0RMTC3 814 30
19 RU_VTBR* RU000A0JP5V6 20,370,927,530 30
---------------------------------------------------------
* shares removed from the List of financial instruments of the stock market
cleared by the Exchange
The mentioned 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_eng.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_new_eng.pdf
[2019-04-15]