Judgement regarding Ad Hoc Modification of SPAN Parameters -Update of SPAN Parameters (October. 2, 2019 - October. 4, 2019)
2019/10/01
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 October. 2, 2019 (Wed.) - October. 4, 2019 (Fri.) as attached file (SPAN Parameters for October. 2, 2019 - October. 4, 2019).
Getting SPAN
SPAN Parameters for October. 2, 2019 - October. 4, 2019 |