Regulations on Commercial Terms of Market Data Dissemination


Chapter 1. GENERAL PROVISIONS
Chapter 2. INFORMATION PRODUCTS


These Regulations have been developed in accordance with the Rules of Exchange Information Dissemination, the Fundamentals of Kazakhstan Stock Exchange Information Policy, as well as other internal documents of JSC "Kazakhstan Stock Exchange" (hereinafter – the Exchange), and define the terms and procedure of commercial provision of the Exchange’s information products.

Chapter 1. GENERAL PROVISIONS



Article 1. Main definitions

1. Definitions, used in these Regulations, are similar to definitions used in the Exchange's internal documents, in particular, the Rules of Exchange Information Dissemination.

2. Other definitions, used in these Regulations, mean the following:

1) " Vendor " – an organization or individual, who receives (including by means of access to information systems) an information product from the Exchange or from an authorized company, and intends to distribute (distributes) such information product and/or information created based on such the information product of the Exchange (with the exception set by item 3 of this article); however, the authorized company is not considered to be a vendor in relation to the Exchange;

2) " End User " – a natural person authorized by the subscriber or who has obtained permission from the subscriber to access or use (without the right to share or demonstrate it to third parties) an information product of the Exchange or information created based on the Exchange's information product, which the subscriber receives from the Exchange, a vendor or a sub-vendor;

3) " Subscriber " – any entity, who receives (including by means of access to information systems) an information product of the Exchange or information created based on the Exchange's information product, directly from the Exchange or from a vendor/sub-vendor for the purpose of using it internally and has entered into the appropriate agreement with the Exchange or a vendor/sub-vendor respectively for these purposes; in case the subscriber is an individual, such subscriber is at the same time classified by the Exchange as the end user;

4) " Sub-vendor " – an organization or individual, who receives from a vendor or another sub-vendor an information product of the Exchange or information created based on such information product of the Exchange, and intends to distribute (distributes) such information (with the exception set by item 3 of this article);

5) " Market Data " – exchange information on deals concluded in the Exchange’s trading system, and on orders submitted for conclusion of such deals in financial instruments listed (traded) on the Exchange;

6) " Authorized Company " – a legal entity to whom the Exchange has delegated its authorities or part of authorities with regard to distribution of the Exchange's information product (certain information products). Relationship between the Exchange and an authorized company are regulated by the agreement concluded between the Exchange and such entity.

3. Any person that receives the Exchange's information product or information created based on the Exchange's information product and uses such information product (information) only for the purpose of calculation and distribution of an indicator (indicators), is not a vendor or a sub-vendor in relation to the Exchange.

4. For purposes of these Regulations the Exchange’s markets mean the following sectors or sector combinations of the Exchange's trading system:

1) shares and other equity securities;

2) corporate bonds, securities of international financial institutions and other non-government debt securities;

3) government securities of the Republic of Kazakhstan, securities of local executive authorities of the Republic of Kazakhstan, as well as foreign government securities;

4) foreign currencies and currency swap transactions;

5) repo transactions;

6) derivatives.



Article 2. Classification of vendors and data consumers

1. Vendors can be classified by the Exchange as global, regional and local vendors.

1) the Exchange classifies as a global vendor a person, which distributes information received from the Exchange, and which is a resident of a state other than the Republic of Kazakhstan or any other state – a member of the Commonwealth of Independent States;

2) the Exchange classifies as a regional vendor a person, which is not a subsidiary or a branch of an organization classified by the Exchange as a global vendor, and distributes information received from the Exchange and which is a resident of a state – a member of the Commonwealth of Independent States, except the Republic of Kazakhstan;

3) the Exchange classifies as a local vendor a person, which not a subsidiary or a branch of an organization classified by the Exchange as a global or regional vendor, and distributes information received from the Exchange and which is a resident of the Republic of Kazakhstan.

2. Countries, where terminals of subscribers and/or of their end users are located, can be classified by the Exchange into three groups.

1) The first group includes the Republic of Kazakhstan, Kyrgyz Republic, Republic of Tajikistan, Republic of Uzbekistan and Turkmenistan;

2) The second group includes the Republic of Azerbaijan, Republic of Armenia, Republic of Belarus, Republic of Moldova, Russian Federation and Ukraine;

3) The third group includes all countries not included in the first and in the second groups.




Chapter 2. INFORMATION PRODUCTS



Article 3. The Exchange's information products

The Exchange provides the following information products:

1) Real-Time Market Data;

2) End of Day Data;

3) Historic Market Data;

4) Real-time Web-Quotes.



Article 4. Real-Time Market Data

1. Real-Time Market Data means:

1) information about the progress of trading in financial instruments held by the Exchange: on prices and volumes (in terms of money and quantity of instruments traded) of orders accepted by the Exchange for conclusion of deals with financial instruments, prices and volumes (in terms of money and quantity of instruments traded) of concluded deals with financial instruments;

2) information on financial instruments traded on the Exchange;

3) information on the values of indicators, which the Exchange calculates during and/or upon the results of the trading day, and the list of which is determined by the Exchange's internal documents.

Real-Time Market Data does not include data on negotiated deals, on orders submitted to the Exchange’s trading system for conclusion of negotiated deals, as well as data on orders submitted to the Exchange’s trading system during a specialized trades.

In this information product orders mean only the best orders in terms of the price at each point of time for each financial instrument.

2. Real-Time Market Data is provided by the Exchange in the form of a continuous flow during the trading day. The maximum delay between such information generation and sending to consumers shall not exceed three minutes.

3. Distribution of Real-Time Market Data free of charge in any manner is prohibited.

4. Information about the fees, as well as methods and terms of Real-Time Market Data delivery is provided in Appendix 1 (A) to these Regulations.

5. Technical specifications of Real-Time Market Data is provided in Appendix 1 (B) to these Regulations.



Article 5. End of Day Dat

1. End of Day Data means the information about results (including preliminary ones) of trades in financial instruments held by the Exchange: information about prices and volumes of orders for conclusion of deals accepted by the Exchange aggregated for a period with regard to each instrument, about prices and volumes of deals concluded, as well as about financial instruments.

End of Day Data does not include data on negotiated deals, on orders submitted to the Exchange’s trading system for conclusion of negotiated deals, as well as data on orders submitted to the Exchange’s trading system during specialized trades.

With regard to this information product, orders mean only the best orders in terms of price on each financial instrument as at the moment of a period’s end.

2. End of Day Data is supplied by the Exchange at certain time intervals set by the specification of the information product and the appropriate agreements for its delivery.

3. Information about the fees, as well as methods of End of Day Data delivery is provided in Appendix 2 (A) to these Regulations.

4. The technical specification of End of Day Data is provided in Appendix 2 (B) to these Regulations.



Article 6. Historic Market Data

1. Historic Market Data is the historic information about trades in financial instruments held by the Exchange: about prices and volumes of orders accepted by the Exchange for conclusion of deals, about prices and volumes of deals concluded, as well as about financial instruments.

Historic Market Data may include data related to negotiated deals, as well as to deals concluded during specialized trades.

2. Historic Market Data is provided by the Exchange upon request in the form of files in a format similar to the format of End of Day Data files, in the form of the orders register and deals register.

3. Information about the fees as well as methods of Historic Market Data delivery is provided in the Appendix 3 (A) to these Regulations.

4. The technical specification of Historic Market Data is provided in the Appendix 3 (B) to these Regulations.



Article 7. Real-Time Web-Quote

1. This information product provides subscribers with the access to viewin real-time via the Exchange’s website the information about the progress of trading in financial instruments held by the Exchange: prices and volumes of orders accepted by the Exchange for conclusion of deals as well as prices and volumes of deals concluded. Information contained in this product does not include data on negotiated deals, on orders submitted to the Exchange’s trading system for conclusion of negotiated deals, as well as data on deals concluded during specialized trades and orders for conclusion of those deals.

In this information product orders mean only the best orders in terms of price, at each point of time for each financial instrument.

2. Market Data within this product is provided / published by the Exchange in the form of continuous flow during each trading day. The maximum technical delay between the generation of such information and its provision to consumers (publishing) shall not exceed 10 minutes.

3. Information about the fees for this information product is provided in Appendix 4 (A) to these Regulations.

4. The technical specification of the product is provided in Appendix 4 (B) to these Regulations.



Article 8. Terms of the Exchange's information products provision and distribution

1. Receipt (including by means of access to information systems) of information products from the Exchange or an authorized company for any purposes, including their further distribution, is possible only in accordance with the appropriate agreement with the Exchange or an authorized company, respectively.

2. The fees, terms of delivery and distribution, formats and other features of the Exchange’s information products, set by appendices to these Regulations, are uniform for all vendors of the Exchange’s information products.

3. Persons wishing to distribute derivative products created based on the Exchange’s information products can carry out such distribution only in accordance with the agreement concluded with the Exchange or upon receipt of a written consent from the Exchange providing for the terms and period of such distribution.

4. Fees represent amounts which shall actually be transferred to the Exchange’s bank account. The Exchange at its own discretion will pay any withholding or equivalent taxes it is required to under Kazakhstan laws.

5. Any person intending to receive (already receiving) from the Exchange only a part of an information product (e.g., only registers of deals from Historic Market Data or End of Day Data regarding only one market) shall pay to the Exchange the fees stipulated by these Regulations for that information product to the full extent.

6. Residents of the Republic of Kazakhstan shall pay the Exchange the appropriate fees in tenge at the official US dollar exchange rate, set by the National Bank of the Republic of Kazakhstan on the date of invoicing.

The Exchange may allow the receipt (or receipt and distribution) of an information product free of charge for a period not exceeding three months, if such receipt (or receipt and distribution) is needed for further conclusion of the appropriate information distribution agreement with the Exchange.



In case any person uses an individual or additional data transmission method in order to receive a certain information product from the Exchange, the Exchange may charge that person a technical fee of USD300 per month.



President K. Damitov




Appendix 1 (A)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Real-Time Market Data

Methods of Delivery

Market Data is provided by the Exchange via FIX protocol.

Fees

1. For provision of Real-Time Market Data and the right to distribute it the Exchange charges vendors fixed fees according to the table below.

2. The Exchange charges additional fees for end users of Real-Time Market Data. The number of end users is determined in accordance with the number of terminals to which Market Data is supplied or based on the actual number of end users.

The Exchange classifies as terminals any software, technical means or software and hardware means (e.g. data system terminals, mobile communication means, capable of receiving and displaying (sending to output devices) Market Data, sets of attributes, enabling access to the website containing Market Data), by using which end users obtain Market Data.



Vendors
classification


Fees, US dollars per month

Fixed
fee


Per one end user from countries of

first group

second group

third group

Package "maximum" (information on all markets of the Exchange and all indicators)

Global

3 300

25

35

50

Regional

2 500

25

35

50

Local

1 800

25

35

50

Package "basic" (information on any three markets of the Exchange and all indicators)

Global

2 800

20

30

40

Regional

2 200

20

30

40

Local

1 500

20

30

40

Package "minimum" (information on any two markets of the Exchange and all indicators)

Global

2 200

15

20

30

Regional

1 700

15

20

30

Local

1 100

15

20

30





Appendix 1 (B)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Technical specifications of Real-Time Market Data delivered via of FIX protocol


Product code

KASE_FIX_RT

Periodicity

Continuous flow during the trading day

Historic

No

Format

FIX protocol



1. KASE FIX work scenario


Connecting to KASE FIX – Logon

Requesting to get the list of securities traded on KASE – SecurityListRequest

Requesting to get SecurityID – SecurityList

Subscribing to market data information – MarketDataRequest

Receiving snapshots using MarketData – Snapshot/FullRefresh

Receiving updates using MarketData – IncrementalRefresh

MarketDataRequestReject is sent in case of incorrect SecutiyID

Disconnecting from KASE FIX – Logout


2. KASE FIX messages

Logon with username and password is sent to create session with KASE FIX.

ID

Field Name

Type

Valid Values

Descritption

553

Username

String



User name

554

Password

String



Password



SecurityListRequest is used for requesting the list of securities traded on KASE

ID

Field Name

Type

Valid Values

Description

320

SecurityReqID

String



Is not used

559

SecurityListRequestType

Int

‘4’ (all securities)





Securitylist is used for requesting information about instrument traded on KASE. Values in the fields SecurityReqID and SecurityResponseID are delimeted by colon ":". The values shall be processed in the specified order.


ID

Field Name

Type

Valid Values

Descritption

320

SecurityReqID

String



MarketID:MarketName:SectorID:SectorName:SubSectorID:SectorName

322

SecurityResponseID

String



InstrumID:InstrumName:Nin

393

TotNoRelatedSym

Char

‘0’ blocked or inactive instrument)

‘1’ (active instrument)



560

SecurityRequestResult

Int

0





MarketDataRequest is used for requesting market data for certain instrument.


ID

Field Name

Type

Valid values

Description

262

MDReqID

String



Unique identifier of Market Data Request message is filled with "0" when new subscription/request is sent, or previous MDReqID in Market Data Incremental Refresh message

263

SubscriptionRequestType

Char

‘1’

The value shall be set to 1 in all cases

264

MarketDepth

Int



This field is not used, but must be present

267

NoMDEntryTypes

Int



Number of MDEntryType fields requested.

269

MDEntryType

Char

0 = Bid

1 = Offer

2 = Trade

3 = IndexValue

4 = Opening

5 = Closing

7 = TradingHigh

8 = TradingLow

B = TradeVolume

Type of market data entry

146

NoRelatedSym

Int



Number of instruments requested

55

Symbol

String



This field is not used, but must be present

48

SecurityID

String

All – returns all instruments on which the client is registered

ID of required resource (Instrument, Sector, SubSector, Market, etc.)



MarketData – Snapshot/FullRefresh (MsgType = 'W') is sent in response to Market Data Request (MsgType = 'V') with SubscriptionRequestType = '0' (snapshot request).

Each Market Data – Snapshot/Full Refresh (MsgType = 'W') is linked to some Market Data Request. Value of tag MDReqID(262) in snapshot message is equal to the value of this tag in MarketDataRequest.


ID

Field Name

Type

Valid Values

Description

262

MDReqID

String



Identifier of Market Data Request message which this message is sent in response to.

48

SecurityID

String



'All' (returns all instruments on which the client is registered)

ID of required resource (Instrument, Sector, SubSector,Market, etc.)

55

Symbol





Instrument short name

451

NetChgPrevDay





Net change with previous trade close price



NoMDEntries







269

MDEntryType

char

0 = Bid

1 = Offer

2 = Trade

3 = IndexValue

4 = Opening

5 = Closing

7 = TradingHigh

8 = TradingLow

B = TradeVolume

Type of market data entry

270

MDEntryPx





Order price, direction indicated in MDEntryType

271

MDEntrySize





Order volume, direction indicated in MDEntryType

346

NumberOfOrders





Number of orders in the instrument

336

TradingSessionID





Status of trades

811

PriceDelta

float



Weighted average price considering this deal

275

MDMkt

float



TS session internal number

37

OrderID

Int



Deal ID

272

MDEntryDate

UTCDateOnly



Deal date

273

MDEntryTime

UTCTimeOnly



Deal time




Market Data – Incremental Refresh (MsgType ='X') is sent by KASE FIX MARKET DATA after Market Data Request when any new information appears.

ID

Field Name

Type

Valid Values

Description

262

MDReqID

String



Identifier of Market Data Request message which this message is sent in response to

269

NoMDEntries

Int



Number of market data entries following

279

MDUpdateAction

Char

'0' (new)

'1' (change)

'2' (delete)

Type of market data update action. The message 'change' is processed same as 'new'. 'Delete' – means that this deal is recognized invalid

269

MDEntryType

char

0 = Bid

1 = Offer

2 = Trade

3 = IndexValue

4 = Opening

5 = Closing

7 = TradingHigh

8 = TradingLow

B = TradeVolume

Type of market data entry мации

270

MDEntryPx

Price



Order price, direction indicated in MDEntryType

271

MDEntrySize

Qty



Order volume, direction indicated in MDEntryType

274

TickDirection





Price movement (Plus Tick, Minus Tick)

346

NumberOfOrders





Number of orders for the instrument

336

TradingSessionID





Status of trades

48



SecurityID



String

'All' (returns all instruments on which the client is registered)

ID of required resource (Instrument, Sector, SubSector,Market, etc.)

55

Symbol





Instrument short name

451

NetChgPrevDay





Previous trade close price

811

PriceDelta

float



Weighted average price considering this deal

275

MDMkt

float



The session number

37

OrderID

Int



Deal ID

272

MDEntryDate

UTCDateOnly



Deal date

273

MDEntryTime

UTCTimeOnly



Deal time




MarketDataRequestReject (MsgType = 'Y') is sent when Market Data Request cannot be satisfied.

ID

Field Name

Type

Valid Values

Description

262

MDReqID

String



Identifier of Market Data Request message which this message is sent in response to

58

Text

String

'54:SecurityID Error' (nonacceptable value of SecurityID)

'53:EntryType Error' (incorrect selection of entry types)

Message to explain reason for rejection



Logout is sent to disconnect from KASE FIX.

ID

Field Name

Type

Valid Values

Description

58

Text

String



Logout reason:

950 – system error

951 – incorrect data for connection

952 – user is connected





Appendix 2 (A)

to the Regulations
on Commercial Terms
of Market Data Dissemination



End of Day Data

Methods of provision

The Exchange maintains the following methods of End of Day Data delivery:

1) via e-mail;

2) via the FTP.

Fee

For supplying End of Day Data and the right to distribute it, the Exchange shall charge vendors fees in accordance with the following table.

Fee, US dollars per month

Vendor

All markets

Any 3 markets

Any 2 markets

Global

500

450

400

Regional

350

300

250

Local

250

200

150





Appendix 2 (B)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Technical specification of End of Day Data

Product code

KASE_EOD_24

Periodicity

once a day upon closing of trades

Historic

No

Format

CSV, XLS



EQUITIES

Field No.

Item

Description

1

Date

Date

2

Timestamp

Snapshot timestamp

3

Sector

Sector (1 – regular trades, 2 – specialized trades)

4

Symbol

Code of instrument/indicator

5

ISIN

International Securities Identification Number

6

ISIN

International Securities Identification Number [3]

7

NIN

National Securities Identification Number

8

Inst_Type

Type of instrument (ES – common share, EP – preferred share, EC – convertible share, EU – unit, EM – other)

9

Issuer_rus

Issuer name in Russian

10

Issuer_eng

Issuer name in English

11

Currency

Quotation currency

12

Best_Bid

Best bid price at snapshot

13

Best_Ask

Best ask price at snapshot

14

Open

First deal price

15

Low

Minimum price for the period

16

High

Maximum price for the period

17

Close

Price of the last deal for the period

18

Time_Close

Time of last deal

19

WA

Weighted average price for the period

20

Trades

Number of deals in the period

21

Turn_Volume

Volume of trades expressed as quantity of instrument for the period

22

Turn_Value_KZT

Volume of trades for the period, tenge

23

Turn_Value_USD

Volume of trades for the period, US dollars




DEBT SECURITIES

Field No.

Item

Description

1

Date

Date

2

Timestamp

Snapshot timestamp

3

Sector

Sector (1 – regular trades, 2 – specialized trades)

4

Symbol

Code of instrument/indicator

5

ISIN

International Securities Identification Number

6

ISIN

International Securities Identification Number [4]

7

NIN

National Securities Identification Number

8

Sec_Type

Type of security (1 – government security, 2 – corporate security, 3 – other)

9

Face_Value

Minimum debt amount at face value, available for conclusion of a deal at KASE

10

Issuer_rus

Issuer name in Russian

11

Issuer_eng

Issuer name in English

12

Currency

Quotation currency

13

P_type

Price type (quotation subject) (CP – "net" price in % of face value, DP – "dirty" price in % of face value, P – "dirty" price in quotation currency)

14

Best_Bid

Best bid price at snapshot

15

Yield_at_B_Bid

Yield at best bid price, % APR

16

Best_Ask

Best ask price at snapshot

17

Yield_at_B_Ask

Yield at best ask price, % APR

18

Open

First deal price

19

Yield_at_Open

Yield on first deal, % APR

20

Low

Minimum price for the period

21

Yield_at_Low

Yield at minimum price, % APR

22

High

Maximum price for the period

23

Yield_at_High

Yield at maximum price, % APR

24

Close

Price of the last deal for the period

25

Yield_at_Close

Yield on last deal price, % APR

26

Time_Close

Time of last deal

27

WA

Weighted average price for the period

28

Yield_at_WA

Yield at weighted average price, % APR

29

Trades

Number of deals for the period

30

Turn_Volume

Volume of trades at face value

31

Turn_Value_KZT

Volume of trades, tenge

32

Turn_Value_USD

Volume of trades, US dollars

33

DTM

Days to maturity

34

Maturity

Maturity date



FOREIGN CURRENCIES



Item

Description

1

Date

Date

2

Timestamp

Snapshot timestamp

3

Sector

Sector (SP – spot-market, SW – currency swap transactions market)

4

Symbol

Code of instrument/indicator

5

Session

Session (0 – morning, 1 – day, 2 – evening)

6

Best_Bid

Best bid price at snapshot

7

Best_Ask

Best ask price at snapshot

8

Open

First deal price

9

Low

Minimum price for the period

10

High

Maximum price for the period

11

Close

Price of the last deal for the period

12

Time_Close

Time of last deal

13

WA

Weighted average price for the period

14

Trades

Number of deals for the period

15

Turn_Volume

Volume of currency purchased (sold)

16

Turn_Value_KZT

Volume of trades for the period, tenge

17

Turn_Value_USD

Volume of trades for the period, US dollars



REPO TRANSACTIONS

Field No.

Item

Description

1

Date

Date

2

Timestamp

Snapshot timestamp

3

Symbol

Code of (repo) instrument/indicator

4

Open

Repo rate on the first deal

5

Low

Minimum repo rate for the period

6

High

Maximum repo rate for the period

7

Close

Repo rate on last deal in period

8

Time_Close

Time of last deal

9

WA

Weighted average repo rate for the period

10

Trades

Number of deals for the period

11

Turn_Volume

Volume of trades expressed as quantity of instrument in the period

12

Turn_Value_KZT

Volume of trades for the period, tenge

13

Turn_Value_USD

Volume of trades for the period, US dollars

14

Inst_Type

Type of repo subject (ES – common share, EP – preferred share, DB – bond)



The file of data on the repo transactions market contains only opening deals of repo transactions, concluded in the given period.


DERIVATIVES

Field No.

Item

Description

1

Date

Date

2

Timestamp

Snapshot timestamp

3

Cont_Type

Type of contract (FFC – financial futures for currencies exchange rate, FFI – financial futures for an index)

4

Symbol

Code of instrument (contract)

5

Exp_Date

Date of contract execution

6

Cont_Size

Size of contract

7

Settle_Price

Settlement price

8

Cont_Value

Contract value

9

Best_Bid

Best bid price at snapshot

10

Best_Ask

Best ask price at snapshot

11

Open

First deal price

12

Low

Maximum price for the period

13

High

Minimum price for the period

14

Close

Price of last deal for the period

15

Time_Close

Time of last deal

16

WA

Weighted average price for period

17

Trades

Number of deals for the period

18

Turn_Volume

Volume of trades expressed as number of contracts

19

Turn_Value_KZT

Volume of trades for the period, tenge

20

Turn_Value_USD

Volume of trades for the period, US dollars

21

Op_Int_Volume

Volume of open positions, contracts

22

Op_Int_Value_KZT

Volume of open positions, tenge



Appendix 3 (A)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Historic Market Data

Methods of delivery

The Exchange maintains the following methods of delivering Historic Market Data:

1) via email;

2) via FTP.

Fees

For the supply of Historic Market Data, the Exchange charges vendors fees in accordance with the following table.

Fee, US dollars

Period

Fee

1 month

400

2–3 months

600

4–6 months

800

7–9 months

1000

10–12 months

1250

More than one year

1250 for each year







Appendix 3 (B)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Technical specification of Historic Market Data

Product code:

KASE_HIST

Periodicity:

Upon request

Historic:

Yes

Format:

CSV, XLS



The format of Historic Market Data which are provided in the form of files of trading results meets descriptions indicated in Appendix 2 (B).

ORDERS REGISTER

Field No.

Item

Description

1

Date

Date

2

Time

Time of order submission

3

Inst_Type

Type of instrument (E – equity, D – debt instrument, DY – money market instrument (repo [5]), F – derivatives,IS – Islamic securities, FX – foreign exchange (spot-market), SW – currency swap transaction 5)

4

Sec_Type

Type of security (where applicable, 1 – government security, 2 – corporate security, 3 – other)

5

Issuer_rus

Issuer’s name in Russian (where applicable)

6

Issuer_eng

Issuer’s name in English (where applicable)

7

Symbol

Code of instrument

8

ISIN

International Securities Identification Number (where applicable)

9

ISIN

International Securities Identification Number (where applicable) [6]

10

NIN

National Securities Identification Number (where applicable)

11

Buy/Sell

Direction of order (Buy – purchase, Sell – sale) [7]

12

Ord_Type

Type of order (T – trade, N – negotiated)

13

Ord_Type_2

Type of order (L – limit, M – market)

14

Currency

Quotation currency

15

Market_Sector

Sector (1 – regular trades, 2 – specialized trades)

16

P_type

Type of price (quotation subject) (CP – "net" price in % of face value,
DP – "dirty" price in % of face value, P – "dirty" price in quotation currency,
Y – yield in % APR)

17

Exp_Date

Contract execution date (for derivatives)

18

Settle_Price

Settlement price (for derivatives)

19

Price

Price

20

Yield

Yield to maturity for buyer at declared price (for bonds)

21

Volume

Volume of order expressed as quantity of instrument

22

Value_KZT

Order volume, tenge

23

Value_USD

Order volume, US dollars

24

DTM

Days to maturity (for bonds)



DEALS REGISTER

Field No.

Item

Description

1

Date

Date

2

Time

Time of deal

3

Inst_Type

Type of instrument (E – equity instrument, D – debt instrument, DY – money market instrument (repo [8]), F – derivatives,IS – Islamic securities, FX – foreign exchange (spot-market), SW – currency swap transaction*)

4

Sec_Type

Type of security (where applicable, 1 – government security, 2 – corporate security, 3 – other)

5

Issuer_rus

Issuer’s name in Russian (where applicable)

6

Issuer_eng

Issuer’s name in English (where applicable)

7

Symbol

Code of instrument

8

ISIN

International Securities Identification Number (where applicable)

9

ISIN

International Securities Identification Number (where applicable)[9]

10

NIN

National Security Identifying Number (where applicable)

11

T_Type

Type of order (T – trade, N – negotiated)

12

Currency

Quotation currency

13

Market_Sector

Sector (1 – regular trades, 2 – specialized trades)

14

P_type

Type of price (quotation subject) (CP – "net" price in % of face value, DP – "dirty" price in % of face value, P – "dirty" price in quotation currency, Y – yield in % APR)

15

Exp_Date

Contract execution date (for derivatives)

16

Settle_Date

Settlement date

17

Settle_Price

Settlement price (for derivatives)

18

Price

Price

19

Yield

Deal yield to maturity for buyer (for bonds)

20

Volume

Volume of deal expressed as quantity of instrument

21

Value_KZT

Deal volume, tenge

22

Value_USD

Deal volume, US dollars

23

DTM

Days to maturity (for bonds)





Appendix 4 (A)

to the Regulations
on Commercial Terms
of Market Data Dissemination



Real-time Web-Quotes

Methods of delivery

In this product the Exchange supplies Market Data by posting (transmitting) it on the Exchange’s website.

Fees

Subscription fees for Real-time Web-Quotes are as follows in the table below.

Fee, US dollars per m

Number of markets

Fee

One

10

Two

15

Three

20

Four and more

25







Appendix 4 (B)

to the Regulations
on Commercial Terms
on Commercial Terms



Technical specification of Real-time Web-Quotes

Product code

KASE_WEB_QUOTES

Periodicity

Continuous flow

Historic

No



Field No

Item

Description

1

Symbol

Instrument ticker

2

Sts

Status of trades (Opn – opened, Cls – closed, Frt – frankfurt, Pre – pre-trading session)

3

V Bid

Volume of orders in tenge at best bid

4

Q Bid

Quantity of instrument at best bid

5

Bid

Best bid price

6

Sprd

Spread between best ask and best bid

7

Sprd %

Spread between best ask and best bid, in %

8

Ask

Best ask price

9

Q Ask

Quantity of instrument at best ask

10

V Ask

Volume of orders in tenge at best ask

11

Open

Opening price – first deal price

12

Min

Minimum price of deal

13

Max

Maximum price of deal

14

Last (Close)

Last deal price (close price, if trades closed)

15

Q Last

Volume of last deal, in instrument quantity

16

V Last

Last deal volume, in tenge

17

Prev Close

Last price of previous trades

18

Net Chg

Change of closing price relative to closing price of previous trading day

19

Net Chg %

Change of closing price relative to closing price of previous trading day, in %

20

Chg

Change of last price relative to previous price

21

Chg%

Change of last price relative to previous deal price, in %

22

L/O

Change of last deal price relative to opening price (except foreign exchange market)

23

L/O %

Change of last deal price relative to opening price, % (except foreign exchange market), %

24

L/PA

Change of last price relative to weighted average price of previous trades

25

L/PA %

Change of last price relative to weighted average price of previous trades, in %

26

Aver

Weighted average price

27

Prev Aver

Weighted average price of previous trades

28

Aver Chg

Weighted average price change relative to weighted average price of previous trading day

29

Aver Chg %

Weighted average price change relative to weighted average price of previous trading day, in %

30

Deals

Deals concluded

31

Q

Volume of concluded deals, in units of instrument

32

V

Volume of concluded deals, in tenge

33

V $

Volume of concluded deals, in US dollars

34

Dlrs

Number of participants that concluded deals

35

DTM

Days to maturity

(only for debt securities, government securities and bonds of IFI)

36

Cpn

Coupon rate

37

CD

Nearest coupon payment date

38

MD

Maturity date

39

Time

Last update time

40

Date

Last update date





[1] Any information, which is not actual at the current moment is considered by the Exchange as Historic.

[2] Information about negotiated deals as well as deals concluded during specialized trades is provided in this information product only in the form of orders and deals registers as they are described in Appendix 3 (B) to these Regulations. Historic Market Data provided in the form of files in the format similar to the format End of Day Data files do not contain data related to negotiated deals, as well as deals concluded during specialized trades.

[3] This field is not empty, when security has two ISIN

[4] This field is not empty when the security has two ISIN

[5] Only opening deals are taken into account

[6] This field is not empty when a security has two ISIN

[7] For the repo transactions market the direction "buy" means the participant’s intention to buy the repo subject, "sell" – intention to sell the repo subjec

[8] Only opening deals are taken into account

[9] This field is not empty when the security has two ISIN



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