Result of the Judgment on fluctuation range expansion of Settlement Price of Electric Futures - Modification of fluctuation range and SPAN Parameters (October 11 - October 29, 2021)

As a result of the judgment on fluctuation range expansion of Settlement Price of Electric Futures Contracts, for East Area Baseload Electricity Futures Contracts JSCC expands fluctuation range to be adopted to the period from October 11 (Mon.) to October 29 (Fri.), 2021, to 20% for contract months other than current month.

We set Handling of SPAN Parameters as below, along with Fluctuation Range expansion of Settlement Price.

・Handling of SPAN Parameters to be adopted after the following week
We modify the multiplier Y% for setting Price Scan Range and Intra-commodity Spread Charge to be set on the last Business Day of every week and adopted to the following week, from 10% to 20% for contract months other than current month.

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