/KASE, September 13, 2019/ – 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 September 15 to October 14,
2019, for the following shares:
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Item Share ISIN Concentration Concentration
No. ticker limit, pieces rate, %
---- --------- ------------ -------------- --------------
1 CCBN KZ0007786572 31,047 30
2 GB_KZMS GB00B0HZPV38 1,942,480 30
3 GB_NTRM GB00BGP6Q951 239,091 50
4 HSBK KZ000A0LE0S4 187,139 30
5 IE_FXBF IE00BG0C3K84 3,541 35
6 KCEL KZ1C00000876 16,757 30
7 KCELd_USD US48668G1067 47,156 35
8 KEGC KZ1C00000959 16,032 30
9 KZAP KZ1C00001619 4,450 30
10 KZTK KZ0009093241 1,764 30
11 KZTKp KZ0009094645 102 30
12 KZTO KZ1C00000744 22,537 30
13 RU_AFLT RU0009062285 4,974,635 30
14 RU_GAZP RU0007661625 33,178,293 30
15 RU_SBER RU0009029540 63,490,730 30
16 US_BAC_ US0605051046 230 30
17 KZAPd_USD US63253R2013 38,502 35
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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 the
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 stock market instruments for the deals
cleared by KASE are published at
http://kase.kz/en/documents/risk/
The Rules for repo transactions are published at
https://kase.kz/files/normative_base/repo_eng.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_eng.pdf
[2019-09-13]