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home > Information > News > 【To Investors】Operational Procedures for Setting SPAN Parameters related to Commodity Derivatives

【To Investors】Operational Procedures for Setting SPAN Parameters related to Commodity Derivatives

2020/07/22

This is to notify that, in association with the Commodity Derivatives transfer from Tokyo Commodity Exchange to Osaka Exchange and the integration of clearing function scheduled on July 27, 2020, JSCC has established the "Operational Procedures for Setting SPAN Parameters related to Commodity Derivatives" as per Annex attached hereto.
These Operational Procedures set forth the setting method of SPAN Parameters to be used for calculation of the Margin requirements related to Commodity Derivatives Transactions on Osaka Exchange, Tokyo Commodity Exchange and Osaka Dojima Commodity Exchange.
For your information, SPAN Parameters related to Commodity Derivatives to apply from the Margin requirement calculation on July 27 will be published around 6:00 p.m. on July 22, 2020 (Wed.).

Annex_Operational Procedures for Setting SPAN Parameters related to Commodity Derivatives