Margin on Futures and OptionsVaR Margin Software(API)
| [Important Notice] Starting from April 13, 2026 (Monday), we plan to upgrade the VaR Margin Calculation Software (VMA) from version 3.0 to version 4.0. For more details, please check the bottom of this page. |
This page is for a download of the API Application to be provided to Clearing Participants and system development vendors requested utilization on a paid-for basis.
VaR Margin Calculation Software (GUI version) and sample VaR Margin calculation parameter files are available for download from here.
- Download VaR Margin Calculation Software (API)
A password lock is set for the API Application. Password will be notified separately to those requested the utilization.
API Application Specifications are available on Target JSCC Site*.
* Location: Target JSCC Site>書類をダウンロードする>VaR方式導入に伴う関連ドキュメント>接続仕様書等
If unable to access Target JSCC Site, JSCC will send the Specifications separately to those requested the utilization.
*The decompression password will be provided to the responsible person in charge by email(it is different from v2.0).
*The decompression password will be provided to the responsible person in charge by email(it is different from v2.0).
| Utilization Request Form | |
|---|---|
| API Utilization Request Form |
|
| Utilization Rules | |
|---|---|
| VaR Margin Calculation Application Utilization Rules (For Clearing Participants) |
|
| VaR Margin Calculation Application Utilization Rules (For System Development Vendors) |
|
| Documents | |
|---|---|
| Overview of VaR Margin Calculation Software |
|
| API Application Specifications and Annex v3.0 (need password) |
|
| Software | |
|---|---|
| API Application v3.0 [30 MB] (need password) |
|
- Sample Files (json format)
i) Position File
A sample of the position file to be prepared by the users. This file contains an arbitrary position of the major instruments listed as of 1/31/2023.
| Position File [2 kb] |
|
A file that outputs calculation results obtained by importing VaR Margin calculation parameter sample files and sample files under i).
| VaR Margin Calculation Results File [1 kb] |
|
VaR Margin Calculation Software (VMA) from version 3.0 to version 4.0
| Overview of VaR Margin Calculation Software and API Application Specifications and Annex v4.0 (need password) |
|
| API Application v4.0 (need password) |
|

