Judgment regarding Ad Hoc Modification of SPAN Parameters –Updating SPAN Parameters (February 2, 2016 – February 5, 2016)-
2016/01/29
As a result of the judgment pertaining to ad hoc modification of SPAN Parameters, because SPAN Parameter values after the recalculation of the 10-year JGB Futures group fell under trigger conditions for ad hoc modification, the SPAN Parameters effective from February 2, 2016 (Tue.) to February 5, 2016 (Fri.) have been set as attached file (SPAN Parameters for Feb.2, 2016 – Feb.5, 2016).
Accordingly, here are the Price Scan Range from Feb.2, 2016 to Feb.5, 2016.
○Jan.29, 2016 (Today)
10-year JGB Futures group : 0.33 yen
○Feb.1, 2016
10-year JGB Futures group : 0.36yen
○Feb.2, 2016 – Feb.5, 2016
10-year JGB Futures group : 0.60yen
| SPAN Parameters for Feb.2, 2016 – Feb.5, 2016 |
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| [Reference] SPAN Parameters for Feb.1, 2016 (Unmodified) |
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