/KASE, January 14, 2019/ – Market Risk Committee of Kazakhstan Stock Exchange
(KASE) in accordance with the internal document of KASE "Methodology for
calculating risk parameters of financial instruments" has set 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 January 15 to February 15, 2019 for the following
shares:
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Item No. Code of share ISIN Concentration
limit, pcs Concentration rate, %
-------- -------------- ------------- ------------------------- ----------------
1 AKZM KZ1C00001288 242 35
2 BAST KZ1C00001015 581 35
3 CCBN KZ0007786572 71,663 30
4 GB_KZMS GB00B0HZPV38 2,331,149 30
5 HSBK KZ000A0LE0S4 132,265 30
6 IE_FXBF IE00BG0C3K84 4,841 30
7 KCEL KZ1C00000876 23,999 30
8 KEGC KZ1C00000959 9,399 30
9 KZTK KZ0009093241 12,237 30
10 KZTKp KZ0009094645 213 30
11 KZTO KZ1C00000744 26,034 30
12 RDGZp KZ000A0RMTC3 1,613 30
13 RU_AFLT RU0009062285 5,877,622 30
14 RU_GAZP RU0007661625 27,589,165 30
15 RU_SBER RU0009029540 69,165,185 30
16 RU_VTBR RU000A0JP5V6 23,533,612,556 30
17 US_BAC_ US0605051046 994 30
18 KZAPd_USD US63253R2013 18,693 55
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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 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
[2019-01-14]