/KASE, 13.06.18/ – In accordance with KASE internal document Kazakhstan
Stock Exchange (KASE) "Methodology for Calculation of Risk Parameters of
Financial Instruments" approved by the decision of the Management Board on
May 31, 2018, KASE Committee on Indexes and Valuation of Securities has set
values of concentration rates and limits for shares traded under T+2 settlement
scheme and values of discount rates equal to the concentration rates on repo
market, which will be effective from June 15 until July 15, 2018 for the
following shares:
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№ Share code NIN or ISIN Concentration limit, pcs Concentration rate, %
-- ---------- ------------ ------------------------ ---------------------
1 ABBN KZ1C56630011 45,971 50
2 AKZM KZ1C60260011 482 35
3 BAST KZ1C59680013 965 35
4 CCBN KZ1C36280010 70,944 30
5 GB_KZMS GB00B0HZPV38 2,152,733 30
6 HSBK KZ1C33870011 146,655 30
7 KCEL KZ1C59150017 31,806 30
8 KEGC KZ1C34930012 16,216 30
9 KZTK KZ1C12280018 967 30
10 KZTKp KZ1P12280114 298 30
11 KZTO KZ1C29950017 25,378 30
12 RDGZp KZ1P51460114 2,823 32
13 RU_AFLT RU0009062285 6,175,790 30
14 RU_GAZP RU0007661625 29,047,222 30
15 RU_SBER RU0009029540 55,060,167 30
16 RU_VTBR RU000A0JP5V6 20,437,400,639 30
17 US_BAC_ US0605051046 3,617 30
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These concentration limits and rates are calculated for the purposes of applying
concentration rates for calculation of the single limit at the stock market
including repo with netting and also for applying the discounting of the market
price of a share for calculation of an opening price of the direct repo or auto
repo if the open position of a participant of trades in shares of any title
exceeds concentration limit set for these securities as at the beginning of the
trading day.
Values of risk parameters for stock market instruments cleared by KASE are
available at
http://kase.kz/ru/shares/
Repo Transactions Execution Rules are available at
https://kase.kz/files/normative_base/repo_new.pdf
Auto Repo Market Specification is available at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2018-06-13]