【On December 20】Judgment by JSCC pertaining to ad hoc modification of SPAN Parameters (the 10-year JGB Group)

Today's settlement price for the Leading Contract Month of the 10-year JGB Futures from the previous day exceeded 90% of the base values of Price Scan Range. JSCC will recalculate SPAN parameters for this Group 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