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

Revision of Baskets for Subsequent Collateral Allocation Repo Transactions
Conclusion of IRS Clearing Brokerage Agreement
Launch of proof-of-concept trial for digital collateral management using Japanese government bonds (JGBs) -Enhancing 24/7 cross-border collateral transactions using blockchain technology-

Urgent Information

No Information

Information

2026/05/15: Revision of Baskets for Subsequent Collateral Allocation Repo Transactions

2026/05/11: Conclusion of IRS Clearing Brokerage Agreement

2026/04/30: "Update of Medium-Term Business Plan (FY2025-2027)" Published

2026/04/20: Launch of proof-of-concept trial for digital collateral management using Japanese government bonds (JGBs) -Enhancing 24/7 cross-border collateral transactions using blockchain technology-

2026/04/13: Conclusion of IRS Clearing Brokerage Agreement

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)