[To Investors] Notification of SPAN Parameter (Simulation Calculation on March 11 (Fri.))

*Please be sure that this SPAN Parameter (Simulation calculation) will not really be applied to production environment.

As announced via News on February 26 (Fri.), SPAN Parameter setting method will be revised from SPAN parameters to be calculated and notified on March 25 (Fri.), and this time JSCC announce that JSCC conducted the simulation calculation of SPAN Parameters based on the revised setting method.
This SPAN Parameter (Simulation calculation), whose reference date is March 11 (Fri.), would be applied from March 14 (Mon.) to March 18 (Fri.) under the revised notification period.
*Feb. 26 (Fri.) News is available on this link.


Also JSCC announced the Guide Chart, which shows the change of margin requirement for per Nikkei 225 futures unit; Price Scan Range by the level of the underlying security’s value and the volatility, on the below link.
Guide chart of Price Scan Range