Osaka Securities Exchange: SPAN Parameter Updated

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 May 27, 2013 to May 31, 2013		660 yen
Applied from May 20, 2013 to May 24, 2013		630 yen
Applied from May 13, 2013 to May 17, 2013		570 yen
Applied from May 07, 2013 to May 10, 2013		600 yen
Applied from Apr. 30, 2013 to May 02, 2013		570 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

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange: SPAN Parameter Updated - May 27, 2013 To May 31, 2013