【On January 29】Judgment by JSCC pertaining to ad hoc modification of SPAN Parameters (the 10-year JGB Futures group)

Today’s settlement price of the 10-year JGB Future’s latest contract month from the previous day exceeded the base values of Price Scan Range. JSCC will recalculate SPAN parameters for the 10-year JGB Futures group and will determine whether ad hoc modification of SPAN Parameters is necessary or not.

We will announce by 5:30 p.m. the results of the judgment and modified SPAN parameters (if any).

《Contact》

Listed Products Clearing Service, Japan Securities Clearing Corporation

Tel: +81-3-3665-1381