【Change】Judgement regarding Ad Hoc Modification of SPAN Parameters –Update of SPAN Parameters (August 26, 2015 –September 4, 2015)
2015/08/26
※The SPAN parameters that notice on August 24 is partly changed.
Change ： Nikkei 225 group’s Short Option Minimum Charge per Unit (Yen)
○Aug.26, 2015 – Aug.28, 2015
Short Option Minimum Charge per Unit (Yen) : 42,000yen
○Aug.31, 2015 – Sep.4, 2015
Short Option Minimum Charge per Unit (Yen) : 39,000yen
Accordingly, here are the Price Scan Range from Aug.26, 2015 to Sep.4, 2015.
○Aug.26, 2015 (Today)
Nikkei Stock Average group : 1,080 yen
TOPIX group : 84.0 point
Nikkei 225 VI group：8.95 point
○Aug.27, 2015 – Sep.4, 2015
Nikkei Stock Average group : 1,080 yen
TOPIX group : 84.0 point
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.25, 2015 (Unmodified) |
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| [Reference] The SPAN Parameter of the Target Group for the Ad Hoc Modification |
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