Judgment by JSCC pertaining to ad hoc modification of SPAN Parameters (on August 8)

The closing values of underlying assets relevant to the Nikkei Stock Average group, the TOPIX group and the Nikkei 225 VI Futures group today exceeded the base values of Price Scan Range. JSCC will recalculate SPAN parameters for each group and will determine whether ad hoc modification of SPAN Parameters is necessary or not.

We will announce by 5 p.m. the results of the judgment and modified SPAN parameters (if any).