Judgement regarding Ad Hoc Modification of SPAN Parameters -Update of SPAN Parameters (August. 27, 2019 - August. 30, 2019)
2019/08/26
As a result of the judgment pertaining to ad hoc modification of SPAN Parameters, because recalculated SPAN Parameter values of the 10-year JGB Futures group exceeds the threshold for ad hoc modification, JSCC sets new SPAN Parameters effective for August. 27, 2019 (Tue.) - August. 30, 2019 (Fri.) as attached file (SPAN Parameters for August. 27, 2019 - August. 30, 2019).
Getting SPAN
SPAN Parameters for August. 27, 2019 - August. 30, 2019 |