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For the purpose of the further activation of futures contracts based on the Dow Jones Industrial Average (DJIA) (hereinafter referred to as "OSE DJIA Futures"), Osaka Securities Exchange (OSE) will revise the Outline of OSE DJIA Futures Market Maker Program.
- Summary of Revisions
- Effective Date
The revised outline will be enforced on October 1, 2013
| Items | Before | After | |
|---|---|---|---|
| (1) | Issues for continuous quoting | All contract months | The nearest contract months * The nearest 2 contract months during the week containing the last trading day of the nearest contract month |
| (2) | Maximum Spread | The nearest contract month: 10 ticks The 2nd - 4th contract month: 20 ticks |
8 ticks |
| (3) | Minimum | The nearest contract month: 20 units The 2nd - 4th contract month: 10 units |
10 units |
