Osaka Securities Exchange: SPAN Parameter Updated - June 24, 2013 To June 28, 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		(Ref.) Price Scan Range Factor for Emergency Margin Call
Applied from Jun. 24, 2013 to Jun. 28, 2013		870 yen
Applied from Jun. 17, 2013 to Jun. 21, 2013		900 yen
Applied from Jun. 10, 2013 to Jun. 14, 2013		840 yen
Applied from Jun. 03, 2013 to Jun. 07, 2013		960 yen
Applied from May 27, 2013 to May 31, 2013		660 yen

Historical Data : SPAN Parameter

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