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

2025/02/10: Conducted the Compression of CDS Transactions

2025/02/06: JSCC Completes Compression Cycle for Cleared Interest Rate Swaps

2025/02/05: (Updated)【To Investors】JSCC will Set Floor for Option Scenario Profit/Loss in VaR Margin Calculation

2025/01/27: 【To Investors】JSCC will Set Floor for Option Scenario Profit/Loss in VaR Margin Calculation

2025/01/17: Website Maintenance Notice

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)