Judgement regarding Ad Hoc Modification of SPAN Parameters –Update of SPAN Parameters (September 8, 2015 –September 11, 2015)
2015/09/04
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 Dividend Index Futures group fell under trigger conditions for ad hoc modification, the SPAN Parameters effective from September 8, 2015 (Tue.) to September 11, 2015 (Fri.) have been set as attached file (SPAN Parameters for Sep.8, 2015 – Sep.11, 2015).
Accordingly, here are the Price Scan Range from Sep.8, 2015 to Sep.11, 2015.
○Sep.4, 2015 (Today)
Nikkei 225 Dividend Index Futures group : 8,000 yen
○Sep.7, 2015
Nikkei 225 Dividend Index Futures group: 7,800 yen
○Sep.8, 2015 – Sep.11, 2015
Nikkei 225 Dividend Index Futures group : 11,500 yen
| SPAN Parameters for Sep.8, 2015 – Sep.11 2015 |
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| [Reference] SPAN Parameters for Sep.7, 2015 (Unmodified) |
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