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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 |
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| Applied from Jan. 17, 2011 to Jan. 21, 2011 | 270 yen |
|
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| Applied from Jan. 11, 2011 to Jan. 14, 2011 | 270 yen |
|
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| Applied from Jan. 04, 2011 to Jan. 07, 2011 | 300 yen |
|
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| Applied from Dec. 27, 2010 to Dec. 30, 2010 | 300 yen |
|
|
| Applied from Dec. 20, 2010 to Dec. 24, 2010 | 300 yen |
|
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| Historical Data : SPAN Parameter for Nikkei 225 |
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Please be advised that SPAN Parameter is subject to change during the applied period upon market conditions.
Please note that if the last contract price (including last quotation) of the nearest contract month for Nikkei 225 Futures at the end of morning session changes more than Price Scan Range Factor (Price Scan Range / Trading Unit) above or below the settlement price on the previous business day, Emergency Margin Call will be triggered.
*Please click here for expected value of the Price Scan Range of Nikkei 225 (Updated every Wednesday).
