Mini- JGB Future’s SPAN Commodity Code and sample of SPAN Risk Parameter File
2009/02/16
Since mini-JGB Futures will be launched at TSE on March 23, we are pleased to provide you with SPAN Commodity Code of mini-JGB Futures (please see the following PDF file) as well as a sample of SPAN Risk Parameter File including records with that Code (please see the following ZIP file).
Please use the sample file for a test with PC-SPAN(R) or other margin calculation applications as needed.
※The “date record” in the sample file is “20081210”
| SPAN Commodity Code |
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| Sample of SPAN Risk Parameter File |
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