Judgement regarding Ad Hoc Modification of SPAN Parameters -Update of SPAN Parameters (March. 11, 2020 - March. 13, 2020)
2020/03/10
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 March. 11, 2020 (Wed.) - March. 13, 2020 (Fri.) as attached file (SPAN Parameters for March. 11, 2020 - March. 13, 2020).
Getting SPAN
| SPAN Parameters for March. 11, 2020 - March. 13, 2020 |
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| (Reference) The SPAN Parameter of the Target Group for the Ad Hoc Modification |
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