Result of the Judgment on fluctuation range expansion of Settlement Price of Electric Futures - Modification of fluctuation range and SPAN Parameters (October 12 - October 29, 2021)

　As a result of the judgment on fluctuation range expansion of Settlement Price of Electric Futures Contracts, JSCC expands fluctuation range to be adopted to the period from October 12 (Tue.) to October 29 (Fri.), 2021, to 20% for contract months other than current month for West Area Baseload Electricity Futures Contracts.
Also, for East Area Peakload Electricity Futures Contracts and West Area Peakload Electricity Futures Contracts, we will do the same handling from October 12 (Tue.) to October 28 (Thu.), 2021.
We set Handling of SPAN Parameters as below, along with Fluctuation Range expansion of Settlement Price.
(1) Ad-hoc modification of SPAN Parameters to be adopted to the period from October 12 (Tue.) to October 15 (Fri.), 2021
SPAN Parameters are set as shown in the Annex.
(2) Handling of SPAN Parameters to be adopted after the following week
We modify the multiplier Y% for setting Price Scan Range, Delivery Month Charge and Intra-commodity Spread Charge to be set on the last Business Day of every week and adopted to the following week, from 10% to 20% for other contract months.

However, if the market conditions change suddenly during the applicable period and we deem it particularly necessary, the fluctuation range and SPAN parameters may be changed in whole or in part.

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