SPAN Risk Parameter Files
Download
May 2012
Guide
What is a SPAN Risk Parameter File?
A SPAN Risk Parameter File is a data file necessary for calculating margin requirements by PC-SPAN®, etc.
SPAN Risk Parameter Files are disseminated daily by OSE. Please download and use them from this page.
Click here for information on the setting up of SPAN Parameter necessary for calculation.
Downloading
SPAN Risk Parameter Files which OSE provides are the newest file and the files for the past 3 months. Click the top menu to View of these files.
Each content of the top menu is as below:
| Newest | The files of the latest date are available. |
|---|---|
| Archive | All files of the selected month are available from drop-down menu (Files for the past 3 months) |
- (*) Menu and downloaded pages are not properly read when your PC configuration is not equipped with Internet Explorer 4.x / Netscape 4.x or later, where script is effectively set up.
Please select "Newest" or a month for "Past Files", and a list of files will appear. Please click and download the file you need.
Type and Name of Files
In the usual case, OSE provides Early File (only for the following Combined Commodities(*)) and Final File (All issues). In case of Emergency Call, OSE provides Emergency Call File.
- (*) · Nikkei 225
· Nikkei 300
· Nikkei Stock Average Volatility
· Dow Jones Industrial Average
The downloaded file has a name such as the following:
| *1 | indicates date. For example, the data file for January 23 is "0123". |
|---|---|
| *2 |
indicates type of the file.
|
How to use the file
The downloaded file is the compressed file in ZIP format. You cannot use it as it is.
Decompression process is necessary before using the file. Decompression software is necessary to decompress the file.
Please note that OSE provides no support for the decompression process.
Upon successful decompression, a file (with the extension of .pa2) is generated, which you can use by loading into PC-SPAN®, etc.
