【On August 2】Judgment by JSCC pertaining to ad hoc modification of SPAN Parameters (the 10-year JGB Futures group)
2016/08/02
Today’s settlement price of the 10-year JGB Futures from the previous day exceeded 90% of 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