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

Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 11, 2026 - March 13, 2026)
【On March 10】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 10, 2026 - March 13, 2026)

Urgent Information

No Information

Information

2026/03/10: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 11, 2026 - March 13, 2026)

2026/03/10: 【On March 10】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)

2026/03/09: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 10, 2026 - March 13, 2026)

2026/03/09: 【On March 9】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Crude Oil Group)

2026/03/02: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 3, 2026 - March 6, 2026)

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)