Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange SPAN Parameter Updated - March 04, 2013 - March 08, 2013

Date 25/02/2013

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 Mar. 04, 2013 to Mar. 08, 2013 (Excel) 510 yen
Applied from Feb. 25, 2013 to Mar. 01, 2013 (Excel) 510 yen
Applied from Feb. 18, 2013 to Feb. 22, 2013 (Excel) 510 yen
Applied from Feb. 12, 2013 to Feb. 15, 2013 (Excel) 450 yen
Applied from Feb. 04, 2013 to Feb. 08, 2013 (Excel) 420 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