Japan Securities Clearing Corporation

”Clearing House of the Year”

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

Urgent Information

No Information

Information

2025/07/11: Conclusion of IRS Clearing Brokerage Agreement

2025/07/08: "Japanese CDS Market Seminar" Held

2025/07/02: Launch of Regulatory Reporting Leveraging DRR & CDM

2025/07/01: Conclusion of IRS Clearing Brokerage Agreement

2025/06/24: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (June 25, 2025 - June 27, 2025)

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)