【On April 7】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Nikkei 225 Dividend Index Group and the GOLD Group and the Crude Oil Group)

Today’s price of the Nikkei 225 Dividend Index Group from the previous day exceeded 90% of the base values of Price Fluctuation Risk. JSCC will recalculate AS-VaR parameters for this Group and will determine whether ad hoc modification of AS-VaR Parameters is necessary or not.
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.
Today's settlement price for the Leading Contract Month of the Crude Oil Group from the previous day exceeded 90% of the base value of Price Fluctuation Risk. JSCC will recalculate AS-VaR parameters for this Group, GASOLINE Group and KEROSENE Group and will determine whether ad hoc modification of AS-VaR Parameters is necessary or not.

- Nikkei 225 Dividend Index Group
- 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).