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Oct. 31, 2023 OSETOCOMJSCC Notice about Introduction of New Margin Calculation Method (VaR Method)

In line with the introduction of New Margin Calculation Method (VaR Method) for Futures/Option scheduled on Monday, November 6th, 2023, please kindly be noticed the level of the required margin amount would change widely even if the position remained the same before and after the introduction.

Please kindly refer to the materials and simulation tools available on the Japan Securities Clearing Corporation’s website for the reference margin levels calculated based on VaR method.