【To Investors】 JSCC changes Price Scan Range Setting Method related to Nikkei Stock Average/Nikkei 225 Dividend Index Group

　　In light of the backtesting results and other relevant factors, effective from calculation/publication on October 15 (Friday), JSCC will change Price Scan Range ("PSR") setting method for Nikkei Stock Average/Nikkei 225 Dividend Index group as described below pursuant to the Operational Procedures for Setting SPAN Parameters (II. 1. ③):
　(There will be no change to the setting methods of other SPAN Parameters.)

1. Point of Change
　PSR shall be the product of 5% of the closing value of the underlying instrument of Nikkei Stock Average/Nikkei 225 Dividend Index group on the Reference Date (rounded up to the integral multiple of the tick size for the auction trading of the underlying instrument (i.e., 0.1)) and 1,000 Yen

2. Effective Date
　The change shall apply from SPAN Parameters calculated/published on October 15 (Friday).