Judgment regarding Ad Hoc Modification of SPAN Parameters –Updating SPAN Parameters (Jan. 27, 2015 – Jan. 30, 2015)-
2015/01/23
As a result of the judgment pertaining to ad hoc modification of SPAN Parameters, because recalculated SPAN Parameter values of the 10-year JGB Futures group exceeds the threshold for ad hoc modification, JSCC sets new SPAN Parameters effective from January 27, 2015 (Tue.) to January 30, 2015 (Fri.) as attached file (SPAN Parameters for Jan.27, 2015 – Jan.30, 2015).
Accordingly, the SPAN Parameters (See “[Reference] SPAN Parameters for Jan.26, 2015” ) published yesterday will be effective only on January 26, 2015 (Mon.).
| SPAN Parameters for Jan.27, 2015 – Jan.30,2015 |
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| [Reference] SPAN Parameters for Jan.26, 2015 |
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| [Reference] The SPAN Parameter of the Ｔarget Ｇroup for the Ad Hoc Modification |
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