Judgement regarding Ad Hoc Modification of SPAN Parameters -Update of SPAN Parameters (November. 7, 2019 - November. 8, 2019)
2019/11/06
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 November. 7, 2019 (Thu.) - November. 8, 2019 (Fri.) as attached file (SPAN Parameters for November. 7, 2019 - November. 8, 2019).
Getting SPAN
SPAN Parameters for November. 7, 2019 - November. 8, 2019 |