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15.05.2019 17:39 #Instruments

KASE sets values of limits and concentration rates on shares traded according to T+2 scheme and rates of discounts on repo market for period from May 15 to June 14, 2019

/KASE, May 15, 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 May 15 to June 14, 2019 for the following shares:

--------------------------------------------------------------------------------
Item No. Code of share      ISIN      Concentration 
limit, pcs Concentration rate, %
                                                                                     
-------- -------------- ------------- ------------------------- ----------------
   1     CCBN           KZ0007786572                     23,605          35          
   2     GB_KZMS        GB00B0HZPV38                  2,275,644          30          
   3     GB_NTRM        GB00BGP6Q951                    261,248          30          
   4     HSBK           KZ000A0LE0S4                    113,786          30          
   5     IE_FXBF        IE00BG0C3K84                      2,992          30          
   6     KCEL           KZ1C00000876                     20,550          30          
   7     KEGC           KZ1C00000959                     13,805          30          
   8     KZAP           KZ1C00001619                        878          30          
   9     KZTK           KZ0009093241                     12,937          30          
   10    KZTKp          KZ0009094645                        135          30          
   11    KZTO           KZ1C00000744                     23,292          30          
   12    RU_AFLT        RU0009062285                  4,934,196          30          
   13    RU_GAZP        RU0007661625                 24,065,634          30          
   14    RU_SBER        RU0009029540                 68,586,074          30          
   15    US_BAC_        US0605051046                        309          30          
   16    BAST*          KZ1C00001015                        556          35          
   17    AKZM*          KZ1C00001288                        140          30          
   18    RU_VTBR*       RU000A0JP5V6             19,052,535,460          30          
--------------------------------------------------------------------------------
* 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 see more

The Rules for repo transactions are published at see more

Specification of the Automatic Repo Market is published at see more

[2019-05-15]