/KASE, June 15, 2020/ – 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 June 15 to July 15, 2020, for the following
shares:
-------------------------------------------------------
Item Share ISIN Concentration Concentration
No. ticker rate, % limit, pieces
---- ------- ------------ -------------- --------------
1 GB_KZMS GB00B0HZPV38 1,798,203 36
2 HSBK KZ000A0LE0S4 304,841 34
3 KCEL KZ1C00000876 50,555 15
4 CCBN KZ0007786572 32,971 16
5 KEGC KZ1C00000959 11,120 8
6 KZAP KZ1C00001619 86,345 21
7 KZTK KZ0009093241 613 17
8 KZTO KZ1C00000744 17,872 16
9 US_FRHC US3563901046 5,000 57
-------------------------------------------------------
The mentioned limits and concentration rates are calculated for the purposes of
applying concentration rates to calculate the 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 (at least 30 % for shares included in the "Main"
market, and at least 40 % for shares, included in the "Alternative" market), if
the open position of one of the participants in the trading in a particular share
exceeds the limit of concentration as 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_eng.pdf
Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2020-06-15]