Judgement regarding Ad Hoc Modification of SPAN Parameters –Update of SPAN Parameters (August 27, 2015 –September 4, 2015)
2015/08/25
As a result of the judgment pertaining to ad hoc modification of SPAN Parameters, because SPAN Parameter values after the recalculation of the Nikkei 225 VI group fell under trigger conditions for ad hoc modification, the SPAN Parameters effective from August 27, 2015 (Thu.) to September 4, 2015 (Fri.) have been set as attached file (SPAN Parameters for Aug.27, 2015 – Aug.28, 2015) and the SPAN Parameters effective from August 31, 2015 (Mon.) to September 4, 2015 (Fri.) have been set as attached file (SPAN Parameters for Aug.31, 2015 – Sep.4, 2015).
Accordingly, here are the Price Scan Range from Aug.25, 2015 to Sep.4, 2015.
○Aug.25, 2015 (Today)
Nikkei 225 VI group : 4.25 point
○Aug.26, 2015
Nikkei 225 VI group : 8.95 point
○Aug.27, 2015 – Sep.4, 2015
Nikkei 225 VI group : 11.80 point
| SPAN Parameters for Aug.27, 2015 – Aug.28, 2015 |
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| SPAN Parameters for Aug.31, 2015 – Sep.4, 2015 |
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| [Reference] SPAN Parameters for Aug.26, 2015 (Unmodified) |
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| [Reference] The SPAN Parameter of the Target Group for the Ad Hoc Modification |
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