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

15.05.19, 17:39
/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 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 [2019-05-15]