Judgement regarding Ad Hoc Modification of SPAN Parameters –Update of SPAN Parameters (February 12, 2016 – February 19, 2016)
2016/02/09
As a result of the judgment pertaining to ad hoc modification of SPAN Parameters, because SPAN Parameter values after the recalculation of the Nikkei Stock Average group, the TOPIX group, the 10-year JGB Group, and the Nikkei 225 VI Group fell under trigger conditions for ad hoc modification, the SPAN Parameters effective from February 12, 2016 (Fri.) have been set as attached file (SPAN Parameters for February 12, 2016) and the SPAN Parameters effective from February 15, 2016 (Mon.) to February 19, 2016 (Fri.) have been set as attached file (SPAN Parameters for Feb.15, 2016 – Feb.19, 2016).
Accordingly, here are the Price Scan Range from Feb.12, 2016 to Feb.19, 2016.
○Feb.9 , 2016 (Today) and Feb.10 , 2016
Nikkei Stock Average group : 930 yen
TOPIX group : 72.0 point
10-year JGB Group : 0.60yen
Nikkei 225 VI Group : 7.95 point
○Feb. 12 , 2016
Nikkei Stock Average group : 1,140 yen
TOPIX group : 88.5 point
10-year JGB Group : 1.23yen
Nikkei 225 VI Group : 10.65 point
○Feb.15, 2016 – Feb.19, 2016
Nikkei Stock Average group : 1,140 yen
TOPIX group : 88.5 point
10-year JGB Group : 1.23yen
Nikkei 225 VI Group : 10.65 point