/KASE, July 15, 2019/ – Market Risk 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
July 15 to August 14, 2019 for the following shares:
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No. Share code ISIN Limit Rate
item No. of concentration, pcs of concentration, %
--------- ---------- ------------ --------------------- -------------------
1 CCBN KZ0007786572 27,034 30
2 GB_KZMS GB00B0HZPV38 2,178,171 30
3 GB_NTRM GB00BGP6Q951 219,149 30
4 HSBK KZ000A0LE0S4 166,726 30
5 IE_FXBF IE00BG0C3K84 3,256 30
6 KCEL KZ1C00000876 67,501 30
7 KEGC KZ1C00000959 15,409 30
8 KZAP KZ1C00001619 1,265 30
9 KZTK KZ0009093241 13,021 30
10 KZTKp KZ0009094645 106 30
11 KZTO KZ1C00000744 20,924 30
12 RU_AFLT RU0009062285 5,032,826 30
13 RU_GAZP RU0007661625 29,481,049 30
14 RU_SBER RU0009029540 68,050,482 30
15 US_BAC_ US0605051046 268 30
16 KZAPd_USD US63253R2013 37,298 30
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These limits and rates of concentration have been 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 of 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/
Rules for Repo Transactions Execution are available at
https://kase.kz/files/normative_base/repo_new.pdf">
https://kase.kz/files/normative_base/repo_new.pdf
The Specification of the Automatic Repo Market is available at
https://kase.kz/files/normative_base/repo_new.pdf">
https://kase.kz/files/normative_base/repo_new.pdf
[2019-07-15]