Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Osaka Securities Exchange: SPAN Parameter Updated (May 07, 2013 - May 10, 2013)

Date 30/04/2013

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 May 07, 2013 to May 10, 2013 (Excel) 600 yen
Applied from Apr. 30, 2013 to May 02, 2013 (Excel) 570 yen
Applied from Apr. 22, 2013 to Apr. 26, 2013 (Excel) 630 yen
Applied from Apr. 15, 2013 to Apr. 19, 2013 (Excel) 600 yen
Applied from Apr. 08, 2013 to Apr. 12, 2013 (Excel) 540 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