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

Information

2023/12/04: Conducted the Compression of CDS Transactions

2023/12/01: Conclusion of IRS Clearing Brokerage Agreement

2023/11/27: Global Drill Simulating the Default of a Large-sized Financial Institution

2023/11/17: (Now Published) Delay in the distribution of Parameter Files for VaR Margin Calculation (BPF and APF)

2023/11/15: 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)