Margin

What is Price Scan Range?

Price Scan Range (PSR) is a type of SPAN parameters used for calculating margin requirement in SPANĀ® framework. PSR amount shows the minimum margin requirement when you hold 1 short/long position of Futures contract (for mini-sized Futures contract, the minimum margin requirement is one tenth of PSR), provided, however, when you hold positions across multiple contract months, and/or combinations of Futures and Option contracts, minimum margin requirement can be increased/decreased.

Please check the JSCC website for SPAN parameters including Price Scan Range and Price Scan Range calculation Methods.

JSCC website for SPAN parameters including Price Scan Rangeicon-block
JSCC website for Price Scan Range calculation Methodsicon-block