/KASE, October 12, 2018/ – 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 October 15 to November 15, 2018, for the
following shares:
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No Share NIN or ISIN concentration concentration
code limit, pieces rate, %
-- ------- ------------ -------------- --------------
1 AKZM KZ1C60260011 175 35
2 BAST KZ1C59680013 580 35
3 CCBN KZ1C36280010 75,995 30
4 GB_KZMS GB00B0HZPV38 2,390,213 30
5 HSBK KZ1C33870011 134,828 30
6 KCEL KZ1C59150017 25,765 30
7 KEGC KZ1C34930012 9,279 30
8 KZTK KZ1C12280018 12,109 30
9 KZTKp KZ1P12280114 236 30
10 KZTO KZ1C29950017 25,637 30
11 RDGZp KZ1P51460114 2,711 32
12 RU_AFLT RU0009062285 6,060,203 30
13 RU_GAZP RU0007661625 28,107,458 30
14 RU_SBER RU0009029540 63,845,823 30
15 RU_VTBR RU000A0JP5V6 23,262,027,013 30
16 US_BAC_ US0605051046 2,623 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
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 instruments of the stock market, for
the deals with which KASE carries out the clearing activity, are published at
http://kase.kz/en/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
[2018-10-12]