/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:
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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
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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
http://kase.kz/en/shares/
The Rules of execution of repo transactions are published at
https://kase.kz/files/normative_base/repo_new_eng.pdf
The Specification of the automatic repo market is published at
https://kase.kz/files/normative_base/sp_repo_new.pdf
[2020-07-15]