Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange: SPAN Parameter Updated - May 13, 2013 - May 17, 2013

Date 07/05/2013

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 May 13, 2013 to May 17, 2013 (Excel) 570 yen
Applied from May 07, 2013 to May 10, 2013 (Excel) 600 yen
Applied from Apr. 30, 2013 to May 02, 2013 (Excel) 570 yen
Applied from Apr. 22, 2013 to Apr. 26, 2013 (Excel) 630 yen
Applied from Apr. 15, 2013 to Apr. 19, 2013 (Excel) 600 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