To Persons Using SPAN Parameters ~Update of Change in File Specifications of SPAN Risk Parameter File and Related matters concerning related to the Go-Live of Next Generation Derivatives Trading System (J-GATE3.0) (Target date to Go-Live: September 21st, 2021) ~
2021/06/30
Primarily due to OSE’s revision of the strike price interval of Options on JGB Futures along with J-GATE3.0 Go-Live, we will revise the summary of setting change of SPAN Parameter File, etc. issued on December 24, 2020 as per Annex.
Dec. 2020 Version
Annex |