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OTC Derivatives Clearing Service
Principles for Financial Market Infrastructures Disclosure
Introduction of New Margin Calculation Method for Listed Derivatives - From SPAN Method to VaR Method -
OTC Derivatives Clearing Service
Principles for Financial Market Infrastructures Disclosure
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Urgent Information

・2026/03/13 16:38 [Resolved][Important] Delay in Distribution of Parameter Files for VaR Margin Calculation Related to Futures and Options Trading

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Information

2026/03/10
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 11, 2026 - March 13, 2026)
2026/03/10
【On March 10】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)
2026/03/09
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 10, 2026 - March 13, 2026)
2026/03/09
【On March 9】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)
2026/03/02
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 3, 2026 - March 6, 2026)
Archives

Files for Futures & Options Margin

Parameter Files for VaR Margin Calculation（VPF,BPF,APF）

AS-VaR Parameter File,Margin Fluctuation Ratio File,List of Thresholds for Judgment of charging Margin add-on File

VaR Margin Amount by Issue(File for Margin per Contract)

Margin per Contract (First Contract Month of Nikkei 225, TOPIX and 10-year JGB Futures)