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.
*Please click here for trial calculation value of the Price Scan Range of Nikkei 225 (Updated every Wednesday).
Please be advised that SPAN Parameter is subject to change during the applied period upon mark