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  • No : 15365
  • Updated Date : 2023/01/23 15:54
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[J-GATE3.0] What are the rules for price limit range of Calendar Spread for TSE Mothers Future?

What are the rules for price limit range of Calendar Spread for TSE Mothers Future?
Category : 

Answer

Price limit range for spread trading for TSE Mothers Future is set as follow and updated every trading day.
 
Upper limit:
(upper limit of farther contract month - lower limit of nearer contract month) * 40%
 
Lower limit:
(upper limit of farther contract month - lower limit of nearer contract month) * 40%
 
Spread trading for TSE Mothers Future is a trade with buy of farther contract month and sell of nearer contract month.

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