[To Investors]Notification of SPAN Parameter　（Simulation Calculation on March 18 (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 18 (Fri.), would be applied from March 22 (Tue.) to March 25 (Fri.) under the revised notification period.

* Feb. 26 (Fri.) News is available on this link.


As a tool for checking update status of SPAN Parameter Files and RPF currently posted on JSCC Website, JSCC will newly introduce RSS feed from March 18, enabling Participants to automatically confirm update status of each file.


SPAN parameter (simulation calculation on March 18 (Fri.))

SPAN parameter (simulation calculation on March 18 (Fri.)) Comparison Table

SPAN parameter (simulation calculation on March 18 (Fri.)) Comparison Table (Inter-Commodity Spread Credit)