Margin on Futures and OptionsVaR Margin Software(API)
| [Important Notice] Starting from April 13, 2026 (Monday), we have upgraded the VaR Margin Calculation Software (VMA) from version 3.0 to version 4.0. |
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 | |
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| API Utilization Request Form |
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| Utilization Rules | |
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| VaR Margin Calculation Application Utilization Rules (For Clearing Participants) |
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| VaR Margin Calculation Application Utilization Rules (For System Development Vendors) |
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| Documents | |
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| Overview of VaR Margin Calculation Software |
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| API Application Specifications and Annex v4.0 (need password) |
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| Software | |
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| API Application v4.0 [30 MB] (need password) |
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- 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] |
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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] |
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