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 May 28, 2012 to Jun. 01, 2012 | 420 yen |  |
|
| Applied from May 21, 2012 to May 25, 2012 | 360 yen | |
|
| Applied from May 14, 2012 to May 18, 2012 | 330 yen | |
|
| Applied from May 07, 2012 to May 11, 2012 | 330 yen | |
|
| Applied from May 01, 2012 to May 02, 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).
