【On August 5】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the GOLD and Crude Oil Group)

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