Revision of Immediately Executable Price Range for Closing Auction of 10-year JGB Futures, etc.
In consideration of market conditions, OSE revises the immediately executable price range for the Closing Auction of 10-year JGB Futures, etc., effective from the morning session on November 21, 2022, as described below.
Immediately Executable Price Range for Closing Auction
||± JPY0.1||± JPY0.15|
* Immediately Executable Price Range (DCB (Dynamic Circuit Breaker) Price Range) Rule is the rule to temporarily halt trading, when an order placed will be traded beyond a set price range from the DCB reference price. It is established from the viewpoint of preventing sudden price fluctuations, such as caused by erroneous orders.
* The immediately executable price range for the Opening Auction (± JPY0.3) and the Regular session (Zaraba) (± JPY0.1) will remain unchanged.