Japan Securities Clearing Corporation

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

Conclusion of IRS Clearing Brokerage Agreement
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (January 30, 2026)
【On January 29】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

Urgent Information

No Information

Information

2026/01/29: Conclusion of IRS Clearing Brokerage Agreement

2026/01/29: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (January 30, 2026)

2026/01/29: 【On January 29】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

2026/01/21: 【To investors】Publication of Outline of Changes for Listed Derivatives April 2026 Project and other related documents

2026/01/21: 【To investors】Change of setting method for spread fluctuation risk of Dojima Rice Index Group

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)