Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange: SPAN Parameter Updated (Nov. 19, 2012 - Nov. 22, 2012)

Date 12/11/2012

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 Nov. 19, 2012 to Nov. 22, 2012 (Excel) 300 yen
Applied from Nov. 12, 2012 to Nov. 16, 2012 (Excel) 300 yen
Applied from Nov. 05, 2012 to Nov. 09, 2012 (Excel) 300 yen
Applied from Oct. 29, 2012 to Nov. 02, 2012 (Excel) 270 yen
Applied from Oct. 22, 2012 to Oct. 26, 2012 (Excel) 270 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