Filetype Excel XLSX | Posted on 08 Aug 2022 | 3 years ago
Authentication
digital resources
289x Filetype XLSX File size 0.02 MB Source: kase.kz
Approved
by a decision of the Management Board
of Kazakhstan Stock Exchange JSC
(minutes no 73 of the meeting
on June 2, 2020)
Effective from
August 3, 2020
Lists of trading modes and transactions of the trading and clearing system ASTS +
LIST OF AMENDMENTS
1. Changes No. 1:
– approved by a decision of the Management Board of Kazakhstan Stock Exchange JSC (minutes No. 18
of the meeting dated February 25, 2021);
– effective as of March 9, 2021.
2. Changes No. 2:
– approved by a decision of the Management Board of Kazakhstan Stock Exchange JSC (minutes No. 51 of
the meeting dated May 25, 2021);
– effective as of June 7, 2021.
LIST OF TRADING MODES WITH THE CCP
in the stock market
(this table was changed by a decision of the Exchange's Management Board of February 25, 2021)
Trading modes
"Т0 [FIG]" "Т+ [FIG]" "Т0 [FIG] (USD)" "Т+ [FIG] (USD)" "Nego P/S deal with "Nego P/S deal "Small lots" "Autorepo with CCP" "Nego repo with "Autorepo with "Nego repo with Self-regulation: Autorepo Settlement: Autorepo Settlement auto CCP:
CCP" with CCP (USD)" CCP" CCP (USD)" CCP (USD)" Nego P/S
Trading methods
Item No. Groups of financial instruments CCD auction CCD auction CCD auction CCD auction Nego deals Nego deals CCD auction CCD auction Nego deals CCD auction Nego deals CCD auction CCD auction Nego deals
Settlement codes
Y0/Ycn, n=1, 2, 3, 7, Y0/Ycn, n=1, 2, 3, Y0/Ycn,
Т0 Y2 Т0 Y2 Т0 Т0 T0, Y2 Y0/Ycn, n=1 14, 30 7, 14, 30, 90 Y0/Ycn, 1≤n≤30 Y0/Ycn, 1≤n≤7 Y0/Yc1 T0/Yc1 T0
n=1, 7
Settlement currencies
KZT KZT USD USD KZT USD KZT USD KZT KZT KZT KZT USD USD KZT USD KZT KZT
1. Stocks and other FI CO P P P P P P P P
2. Stocks and other FI FC P P P P
3. DR and other FI (currency) CO P P P P P P P
4. DR and other FI (currency) FC P P
5. Sovereign Euronotes P P P P P P P P P P P P P
6. Eurobonds CO P P P P P P P P P P P P P P
7. Eurobonds FC P P P P P P
8. GS of RK CO P P P P P P P
9. GS of RK FC P P
10. Bonds CO P P P P P P P
11. Bonds FC P P
12. Republic of Kazakhstan GS basket P
13. BISP basket P
14. NBRK basket P
LIST OF TRADING MODES WITHOUT CCP
on the stock market
(this table was changed by a decision of the Exchange's Management Board dated May 25, 2021 )
Trading modes
"Autorepo without CCP" "Nego repo without "Offering/sale: Auction "Offering/sale: Direct orders" "Repurchase/purchase: Auction" "Repurchase/purchase: Direct orders"
CCP"
Trading methods
CCD auction Nego deals Special trading sessions Special trading sessions Special trading sessions Special trading sessions
Item No. Groups of financial instruments Settlement codes
Z0/Zcn, Z0/Zcn, 1≤n≤90 Z0, B0 Z0, B0 Z0, B0 Z0, B0
n=1, 2, 3, 7, 14, 30
Settlement currencies
KZT KZT KZT, EUR, RUB, USD KZT, EUR, RUB, USD KZT, EUR, RUB, USD KZT, EUR, RUB, USD
CHF, GBP CHF, GBP CHF, GBP CHF, GBP
1. Stocks and other FI CO P P P P P P
2. Stocks and other FI FC P P P P P
3. DR and other FI (currency) CO P P P P P
4. DR and other FI (currency) FC P P P P P
5. Sovereign Euronotes P P P P P P P P P
6. Eurobonds CO P P P P P P P P P
7. Eurobonds FC P P P P P P P P P
8. GS of RK CO P P P P P
9. GS of RK FC P P P P P
10. Bonds CO P P P P P
11. Bonds FC P P P P P
12. RK GS basket (gross) P
LIST OF TRANSACTIONS ON TRANSFER TO
SETTLEMENTS
(this table was changed by a decision of the Exchange's Management Board of
February 25, 2021)
Trading modes
"Т0 [FIG]" "Т+ [FIG]" "Т0 [FIG] (USD)" "Т+ [FIG] (USD)" "Nego P/S deal with "Nego P/S deal "Autorepo with "Nego repo with "Autorepo with CCP "Nego repo with CCP
CCP" with CCP (USD)" CCP" CCP" (USD)" (USD)"
Transfer settlement codes
Item No. Transactions "Transfers to settlements" Y0/Yсn,
Т0 Y0/Y1/Y2 Т0 Y0/Y1/Y2 Т0 Т0 Y0/Yсn, n=1, 2, 3, Y0/Yсn, 1≤n≤30 Y0/Yсn, 1≤n≤30
7, 14, 30, 90 n=1, 7
Transfer settlement currencies
KZT KZT USD USD KZT USD KZT KZT USD USD
1. "Cast.: Transfer exec. P/S-Т0" P P
2. "Cast.: Transfer exec. P/S-Т0 USD" P P
3. "Cast.: Transfer exec. P/S-Т+" P
4. "Cast.: Transfer exec. P/S-Т+ USD" P
5. "Cast.: Transfer exec. Repo USD" P P
6. "Cast.: Transfer exec. repo" P P
LIST OF TRANSACTIONS ON COLLATERAL TRANSFER
№ Transactions "Collateral Transfer settlement Transfer currency
transfers" codes
1. Securities transfer Т0 –
2. Money transfer Т0 KZT, USD
Used abbreviations and designations
Stocks and other FI CO the group includes shares and securities of investment funds, with
settlements in Kazakh tenge, included in the List T+ ;
the group includes shares and securities of investment funds, bonds
Stocks and other FI FC traded in "dirty" prices, with settlements in Kazakh tenge, not included in
the List T+;
DR and other FI (currency) CO the group includes derivative securities, shares and securities of
investment funds, with settlements in US dollars, included in the List T+;
the group includes derivative securities, shares, investment funds'
DR and other FI (currency) FC securities and bonds traded in "dirty" prices, settled in US dollars, not
included in the List T+;
the group includes securities denominated in US dollars, issued by the
Sovereign Euronotes Ministry of Finance in accordance with the legislation of states other than
the Republic of Kazakhstan, included in the List T +;
the group includes bonds denominated in US dollars, issued in
Eurobonds CO accordance with the legislation of a state other than the Republic of
Kazakhstan (including bonds of international financial organizations), and
foreign government securities included in the List T+;
the group includes bonds denominated in US dollars, issued in
Eurobonds FC accordance with the legislation of a state other than the Republic of
Kazakhstan (including bonds of international financial organizations), and
foreign government securities not included in the List T+;
the group includes securities issued by the Ministry of Finance of the
RK GS CO Republic of Kazakhstan and the National Bank of the Republic of
Kazakhstan, with settlements in Kazakh tenge, included in the List T+;
the group includes securities issued by the Ministry of Finance of the
RK GS FC Republic of Kazakhstan and the National Bank of the Republic of
Kazakhstan, securities of local executive bodies, settled in Kazakh tenge,
not included in the List T+;
Bonds CO the group includes corporate bonds traded in "clean" prices, with
settlements in Kazakh tenge, included in the List T+;
the group includes corporate bonds traded in "net" prices, with
Bonds FC settlements in Kazakh tenge, not included in the List T+;
RK GS basket includes securities in accordance with the Specification of repo
transactions carried out "automatically"
RK GS basket (gross) includes securities in accordance with the Specification of repo
transactions carried out "automatically"
BISP basket includes securities in accordance with the Specification of repo
transactions carried out "automatically"
NBRK basket includes securities in accordance with the Specification of repo
transactions carried out "automatically"
FIG Group of financial instruments
a condition for concluding deals with the central counterparty, under which
CO the sufficiency of collateral is monitored until the fulfillment of obligations
under them;
a condition for concluding deals with the central counterparty, under which
FC it is verified that there is full collateral for the resulting obligations in the
financial instruments in which they arise prior to their execution;
P/S purchase-sale deal;
"Autorepo" repo transactions carried out "automatically";
"Nego repo" repo transactions carried out by "nego" method;
CCD auction conclusion of deals by the method of continuous counter auction;
Nego deals conclusion of deals by the method of conclusion of nego deals;
settlement code used when concluding purchase and sale deals, for
which the Exchange performs the functions of the central counterparty,
obligations for which are subject to fulfillment following the results of
Т0 trading with inclusion in the general netting, which determines that when
an order is submitted, the procedure for monitoring the full provision of
arising obligations is carried out, the day of settlement of which is the date
of the conclusion of these deals;
settlement code used when concluding purchase and sale deals, for
which the Exchange performs the functions of the central counterparty,
which determines that when an order is submitted, the procedure for
Yn monitoring the sufficiency of collateral is carried out, settlements for which
fall on the date determined as T+n, where T is the date of the deal, and n
is the number of settlement days, the value of which is determined by the
last digit of the deal settlement code;
the settlement code used when performing repo transactions, for which
the Exchange performs the functions of the central counterparty, which
determines that when placing an order, the procedure for controlling the
sufficiency of collateral is carried out, the date of execution of a repo
Y0/Ycn opening transaction is the date defined as T0, and the date of execution
of a repo closing transaction is the date defined as Т + cn, where Т is the
date of the repo trade conclusion, and cn is the number of calendar days,
the value of which is determined by the last digit of the trade settlement
code;
the settlement code used when concluding deals without the CCP,
obligations under which are to be performed on a gross basis, which
Z0 determines that when an order is submitted, the procedure for monitoring
the full provision of arising obligations is carried out, the settlement date
for which is the date of concluding these deals;
settlement code used in repo transactions, for which the Exchange does
not perform the functions of the central counterparty, which determines
that when an order is placed, the full collateral control procedure is carried
out, the date of execution of a repo opening transaction is the date
Z0/Zcn defined as T0, and the date of execution of a repo closing transaction is
the date , defined as Т + cn, where Т is the date of the repo deal
conclusion, and cn is the number of calendar days between the repo
opening and closing dates, the value of which is determined by the last
digit of the deal settlement code;
the settlement code used when deals without the CCP, the obligations for
which are to be performed on a gross basis, which determines that the
collateral control procedure is carried out at the time of submission of the
B0 report for execution, the date of settlement is the date set by the initiator
of trading with the only seller (buyer) (as this concept is defined by the
Exchange's internal document "Regulations on membership fees,
exchange and clearing fees").
Trading modes
Settlement
auto CCP:
Nego repo
Trading methods
Nego deals
Settlement codes
Y0
Settlement currencies
KZT
P
P
P
P
P
P
no reviews yet
Please Login to review.
