/KASE, March 14, 2019/ – Market Risks 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 March 15 to April 14, 2019 for the following shares:
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Item No. Code of share ISIN Concentration
limit, pcs Concentration rate, %
-------- -------------- ------------- ------------------------- ----------------
1 BAST KZ1C00001015 530 35
2 CCBN KZ0007786572 39,245 30
3 GB_KZMS GB00B0HZPV38 2,265,774 30
4 HSBK KZ000A0LE0S4 122,498 30
5 IE_FXBF IE00BG0C3K84 2,093 30
6 KCEL KZ1C00000876 23,703 30
7 KEGC KZ1C00000959 9,689 30
8 KZAP KZ1C00001619 2,416 30
9 KZTK KZ0009093241 12,456 30
10 KZTKp KZ0009094645 167 30
11 KZTO KZ1C00000744 23,891 30
12 RU_AFLT RU0009062285 5,483,942 30
13 RU_GAZP RU0007661625 24,736,202 30
14 RU_SBER RU0009029540 71,822,506 30
15 US_BAC_ US0605051046 416 30
16 AKZM* KZ1C00001288 160 35
17 RDGZp* KZ000A0RMTC3 1 170 30
18 RU_VTBR* RU000A0JP5V6 21,543,194,774 30
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* shares excluded from the List of Exchange-cleared stock market financial
instruments.
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
[2019-03-14]