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Japan Securities Clearing Corporation (JSCC) Announces SPAN Parameters On The New Derivatives

Date 09/06/2008

JSCC announces SPAN Parameters for the new derivative products which will be listed on June 16th, 2008.

Products Price Scan Range (*)
mini-TOPIX Futures 64,000 JPY
TOPIX Core30 Futures 42,500 JPY
TSE REIT Index Futures 86,000 JPY
Reference TOPIX Futures 640,000 JPY
10-year JGB Futures 1,430,000 JPY

Effective from Jun. 16, 2008 to Jun. 20, 2008
(SPAN Parameters will be reviewed once a week from June 16, 2008
http://www.jscc.co.jp/en/news/2008/6.html)

(*)Price Scan Range shall be equivalent to the Margin Requirement per contract of Futures Trading in case of the single contract month of the each product.

New listing of index futures and individual options