/KASE, August 14, 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 August 15 to September 15, 2018 for the following shares:
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No code NIN or ISIN limit rate
concentration,pieces concentration %
-- ------- ------------ --------------------- ---------------
1 ABBN KZ1C56630011 37,730 50
2 AKZM KZ1C60260011 218 35
3 BAST KZ1C59680013 735 35
4 CCBN KZ1C36280010 72,669 50
5 GB_KZMS GB00B0HZPV38 2,182,976 48
6 HSBK KZ1C33870011 133,614 30
7 KCEL KZ1C59150017 29,569 30
8 KEGC KZ1C34930012 9,438 30
9 KZTK KZ1C12280018 7,229 30
10 KZTKp KZ1P12280114 269 36
11 KZTO KZ1C29950017 26,973 30
12 RDGZp KZ1P51460114 2,880 50
13 RU_AFLT RU0009062285 6,352,858 30
14 RU_GAZP RU0007661625 27,966,557 30
15 RU_SBER RU0009029540 57,365,273 30
16 RU_VTBR RU000A0JP5V6 22,090,453,983 30
17 US_BAC_ US0605051046 3,568 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
[2018-08-14]