JSCC announces SPAN Parameters for the new derivative products which will be listed on June 16th, 2008.
Products | Price Scan Range (*) | |
---|---|---|
mini-TOPIX Futures | 64,000 JPY | |
TOPIX Core30 Futures | 42,500 JPY | |
TSE REIT Index Futures | 86,000 JPY | |
(Reference) | TOPIX Futures | 640,000 JPY |
10-year JGB Futures | 1,430,000 JPY |
Effective from Jun. 16, 2008 to Jun. 20, 2008
(SPAN Parameters will be reviewed once a week from June 16, 2008
http://www.jscc.co.jp/en/news/2008/6.html)
(*)Price Scan Range shall be equivalent to the Margin Requirement per contract of Futures Trading in case of the single contract month of the each product.