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 (February 4, 2026 - February 6, 2026)
【On February 3】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)
Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (February 3, 2026 - February 6, 2026)

Urgent Information

No Information

Information

2026/02/16: Revision of the market price multipliers of Substitute Securities etc.

2026/02/03: Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (February 4, 2026 - February 6, 2026)

2026/02/03: 【On February 3】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

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

2026/02/02: 【On February 2】Judgment by JSCC pertaining to ad hoc modification of AS-VaR Parameters (the Gold Group)

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)