As of October 1, 2026, new risk parameters are set for financial instruments of stock, foreign exchange and derivatives markets
/KACC, September 21, 2026/ – KASE Clearing Centre (KACC) announces that by a decision of the Market Risk Committee of KACC, risk parameters for financial instruments of the stock market, foreign exchange market and derivatives market have been set for the period from October 1 to December 31, 2026.
In addition, the following were set:
- minimum interest rate risk rates for general collateral certificates denominated in US dollars for the period from the trading start date to December 31, 2026;
- restrictive market risk rates for EUR/KZT exchange rate futures and CNY/KZT exchange rate futures in the derivatives market for the period from the trading start date to December 31, 2026.
The restrictive coefficient determining the share of foreign currency accounted for in collateral in the derivatives market for the period from October 1 to December 31, 2026 was set at 93 %.
The new risk parameters will be available at https://kacc.kz/en/risk-parameters
[2026-09-21]