/KASE, August 15, 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 August 15 to September 14, 2019, for the
following shares:
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Item Share ISIN Concentration Concentration
No. ticker limit, pieces rate, %
---- --------- ------------ -------------- --------------
1 CCBN KZ0007786572 30,176 30
2 GB_KZMS GB00B0HZPV38 2,106,238 30
3 GB_NTRM GB00BGP6Q951 207,262 30
4 HSBK KZ000A0LE0S4 184,370 30
5 IE_FXBF IE00BG0C3K84 3,387 30
6 KCEL KZ1C00000876 62,663 30
7 KEGC KZ1C00000959 15,484 30
8 KZAP KZ1C00001619 9,293 30
9 KZTK KZ0009093241 6,685 30
10 KZTKp KZ0009094645 100 30
11 KZTO KZ1C00000744 21,988 30
12 RU_AFLT RU0009062285 5,008,597 30
13 RU_GAZP RU0007661625 35,321,304 30
14 RU_SBER RU0009029540 66,986,194 30
15 US_BAC_ US0605051046 228 30
16 KZAPd_USD US63253R2013 39,572 30
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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 the
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 stock market instruments for the deals
cleared by KASE are published at
http://kase.kz/en/documents/risk/
The Rules for repo transactions are published at
https://kase.kz/files/normative_base/repo_eng.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_eng.pdf
[2019-08-15]