OSE has set up SPAN Parameter for calculating margin requirements as follows.
This SPAN Parameter is used for calculating "SPAN Risk Parameter Files" which are distributed on a daily basis. OSE sets and publishes new Parameters on the first business day of each week, which are applicable from the first business day of the next week.
| SPAN Parameter | |||
|---|---|---|---|
| Applied Period | Price Scan Range Factor for Nikkei 225 | ||
| Applied from Aug. 13, 2012 to Aug. 17, 2012 | 300 yen |  |
|
| Applied from Aug. 06, 2012 to Aug. 10, 2012 | 300 yen | |
|
| Applied from Jul. 30, 2012 to Aug. 03, 2012 | 270 yen | |
|
| Applied from Jul. 23, 2012 to Jul. 27, 2012 | 300 yen | |
|
| Applied from Jul. 17, 2012 to Jul. 20, 2012 | 300 yen | |
|
| Historical Data : SPAN Parameter for Nikkei 225 | |
||
*Please click here for trial calculation value of the Price Scan Range of Nikkei 225 (Updated every Wednesday).
