The judgment result of Ad Hoc Modification of SPAN Parameters (Not triggered)
2016/08/02
Today, as a result the judgment of Ad Hoc Modification of SPAN Parameters, the Ad Hoc Modification was not triggered for 10 -year JGB Futures group as the value of the recalculated SPAN Parameter didn’t satisfy the trigger criteria. The SPAN Parameter already published will be used continuously for margin calculation.