Judgment regarding Ad Hoc Modification of SPAN Parameters –Updating SPAN Parameters (June. 12, 2015)-
2015/06/10
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 on June 12, 2015 (Fri.) as attached file (SPAN Parameters for June.12, 2015).
※The SPAN Parameters which we published on June 1, 2015 (Mon.) are changed as the attached file.
SPAN Parameters for June.12, 2015 | |
[Reference] SPAN Parameters for June.15, 2015 – June.19,2015(unchanged) |