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

15.11.19, 10:05
/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: --------------------------------------------------------- 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 --------------------------------------------------------- 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]