Judgment regarding Ad Hoc Modification of SPAN Parameters –Updating SPAN Parameters (May. 11, 2015 – May. 15, 2015)-
2015/05/07
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 May 11, 2015 (Mon.) to May 15, 2015 (Fri.) as attached file (SPAN Parameters for May.11, 2015 – May.15, 2015).
※The SPAN Parameters which we published on April 30, 2015 (Mon.) are changed as the attached file.
SPAN Parameters for May.11, 2015 – May.15,2015 |