/KASE, July 13, 2018/–The Committee on Indexes and Valuation of Securities
of Kazakhstan Stock Exchange (KASE) in accordance with the internal document
of KASE "Methodology for calculating risk parameters of financial instruments"
approved by the decision of KASE's Board of May 31, 2018 established 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 15, 2018
for the following shares:
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No. Ticker NIN or ISIN Đ¡oncentration limit,p Concentration
rate%
--- ------- ------------ ---------------------- --------------------
1 ABBN KZ1C56630011 42,804 50
2 AKZM KZ1C60260011 295 35
3 BAST KZ1C59680013 936 35
4 CCBN KZ1C36280010 71,528 50
5 GB_KZMS GB00B0HZPV38 2,164,657 42
6 HSBK KZ1C33870011 138,767 32
7 KCEL KZ1C59150017 30,953 32
8 KEGC KZ1C34930012 12,465 30
9 KZTK KZ1C12280018 816 30
10 KZTKp KZ1P12280114 280 34
11 KZTO KZ1C29950017 27,777 36
12 RDGZp KZ1P51460114 2,806 50
13 RU_AFLT RU0009062285 6,225,629 30
14 RU_GAZP RU0007661625 28,358,036 30
15 RU_SBER RU0009029540 54,941,776 30
16 RU_VTBR RU000A0JP5V6 21,261,645,213 30
17 US_BAC_ US0605051046 3,604 30
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These 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 from bidders for shares of any
name 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/ru/shares/
The rules for repo transactions are published at
https://kase.kz/files/normative_base/repo_new.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2018-07-13]