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15.07.2020 16:10 #Securities

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 July 15 to August 15, 2020

/KASE, July 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 July 15 to August 15, 2020, for the following shares:

-------------------------------------------------------
Item  Share      ISIN     Concentration   Concentration 
No.  ticker               limit, pieces         rate, %    
---- ------- ------------ -------------- --------------
 1   GB_KZMS GB00B0HZPV38      1,725,595             30
 2   HSBK    KZ000A0LE0S4        325,879             24
 3   KCEL    KZ1C00000876         56,950             13
 4   KEGC    KZ1C00000959         23,843              8
 5   KZAP    KZ1C00001619         89,922             17
 6   KZTK    KZ0009093241            592             14
 7   KZTO    KZ1C00000744         18,098             21
 8   CCBN    KZ0007786572         34,390             18
 9   US_FRHC US3563901046          5,000             56
-------------------------------------------------------

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 nego 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 see more

The Rules of execution of repo transactions are published at see more

The Specification of the automatic repo market is published at see more

[2020-07-15]