Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange: SPAN Parameter Updated - July 1, 2013 - July 5, 2013

Date 24/06/2013

SPAN Parameter is the fundamental data for calculating margin requirements and is used for calculating "SPAN Risk Parameter Files" which are distributed on a daily basis.
 

The data is posted on the first business day of the week before the applied period.

SPAN Parameter(Ref.) Price Scan Range Factor for
Emergency Margin Call
Applied Period 
Applied from Jul. 01, 2013 to Jul. 05, 2013 (Excel) 810 yen
Applied from Jun. 24, 2013 to Jun. 28, 2013 (Excel) 870 yen
Applied from Jun. 17, 2013 to Jun. 21, 2013 (Excel) 900 yen
Applied from Jun. 10, 2013 to Jun. 14, 2013 (Excel) 840 yen
Applied from Jun. 03, 2013 to Jun. 07, 2013 (Excel) 960 yen

Trial calculation value of the Price Scan Range for Nikkei 225 is available at the following page (In principal, the value for the week after next is posted every Wednesday.).

Trial calculation value of the Price Scan Range for Nikkei 225