/KASE, November 15, 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 November 15 to December 14, 2019, for the
following shares:
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Item Share ISIN Concentration
No. ticker Concentration rate, %
limit, pieces
---- --------- ------------ -------------- --------------
1 CCBN KZ0007786572 27,516 30
2 GB_KZMS GB00B0HZPV38 1,755,025 33
3 GB_NTRM GB00BGP6Q951 611,981 50
4 HSBK KZ000A0LE0S4 195,369 30
5 IE_FXBF IE00BG0C3K84 3,780 35
6 KCEL KZ1C00000876 61,812 30
7 KCELd_USD US48668G1067 43,670 42
8 KEGC KZ1C00000959 14,089 30
9 KZAP KZ1C00001619 5,213 30
10 KZTK KZ0009093241 1,747 34
11 KZTKp KZ0009094645 89 30
12 KZTO KZ1C00000744 21,195 30
13 RU_AFLT RU0009062285 4,974,774 30
14 RU_GAZP RU0007661625 33,551,652 35
15 RU_SBER RU0009029540 55,481,103 30
16 US_BAC_ US0605051046 205 30
17 KZAPd_USD US63253R2013 57,433 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 deals in
which are cleared by KASE 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
[2019-11-15]