【On June 24】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)

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.
We will announce by 6:00 p.m. the results of the judgment and modified AS-VaR parameters (if any).