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home > Information > News > 【On March 21】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

【On March 21】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

2024/03/21

 Today's settlement price for the Leading Contract Month of the GOLD Group from the previous day exceeded 90% of the base value of Price Fluctuation Risk.. JSCC will recalculate AS-VaR parameters for this Group,GOLD ROLLING-SPOT Group and ODEX GOLD ROLLING-SPOT Group and will determine whether ad hoc modification of AS-VaR Parameters is necessary or not.
 We will announce by 6:00 p.m. the results of the judgment and modified AS-VaR parameters (if any).