【On March 9】Judgment by JSCC pertaining to ad hoc modification of SPAN Parameters (the 10-year JGB Group, the Nikkei Stock Average Group, TOPIX Group, JPX-Nikkei Index 400 Group and TSE REIT Index Group)
2020/03/09
Today’s settlement price for the Leading Contract Month of the 10-year JGB Futures and today’s price of TOPIX Group and TSE REIT Index Group from the previous day exceeded 90% of the base values of Price Scan Range. JSCC will recalculate SPAN parameters for these Groups and will determine whether ad hoc modification of SPAN Parameters is necessary or not.
We will announce by 6:00 p.m. the results of the judgment and modified SPAN parameters (if any).
《Contact》
Listed Products Clearing Service, Japan Securities Clearing Corporation
Tel: +81-50-3361-1795
