/KASE, November 15, 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 November 15 to December 15, 2018, for the following shares:
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No Share NIN or ISIN concentration concentration
code limit, pieces rate, %
-- ------- ------------ -------------- --------------
1 AKZM KZ1C60260011 174 35
2 BAST KZ1C59680013 592 35
3 CCBN KZ1C36280010 75,156 30
4 GB_KZMS GB00B0HZPV38 2,396,587 30
5 HSBK KZ1C33870011 138,552 30
6 KCEL KZ1C59150017 25,096 30
7 KEGC KZ1C34930012 8,889 30
8 KZTK KZ1C12280018 10,069 30
9 KZTKp KZ1P12280114 235 30
10 KZTO KZ1C29950017 26,632 30
11 RDGZp KZ1P51460114 2,470 33
12 RU_AFLT RU0009062285 5,965,053 30
13 RU_GAZP RU0007661625 28,096,012 30
14 RU_SBER RU0009029540 66,904,060 30
15 RU_VTBR RU000A0JP5V6 24,472,665,150 30
16 US_BAC_ US0605051046 1,999 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
[2018-11-15]