KASE SETS VALUES OF CONCENTRATION RATES AND LIMITS FOR SHARES TRADED ON STOCK MARKET UNDER T+2 SETTLEMENT SCHEME AND VALUES OF DISCOUNT RATES ON REPO MARKET FOR PERIOD FROM JUNE 15 TO JULY 15, 2018

13.06.18 15:33
/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: ------------------------------------------------------------------------- № 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 ------------------------------------------------------------------------- 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]