FROM MARCH 10 KASE UPDATES RISK-PARAMETERS ON FOREX MARKET INSTRUMENTS
10.03.20 09:51
/KASE, March 10, 2020/ – Kazakhstan Stock Exchange (KASE) announces that
due to the increased price volatility on global financial markets the Committee
on market risks took a decision on changing risk-parameters for the forex
market instruments.
In accordance with item 9 of article 15 of the Methodology of determining risk
parameters for financial instruments (hereinafter – the Methodology) the
Committee on risk parameters may take a decision on approval of market risk
rates, different from values defined in accordance with the Methodology, at
availability of information on substantial change of the market conditions of
prices, increased volatility of the market, obtained negative information on
security issuers or other market factors during the trading, as well as before
trading.
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Concentration
Instrument Initial margin rate, % rate, %
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USD 5.00 7.91
EUR 5.00 7.91
CNY 5.00 7.91
RUB 5.00 7.91
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[2020-03-10]