(To Investors) Updated Outlines of Accommodation of New Margin Calculation Method for Futures/Option Contracts (VaR Method)

　JSCC is currently working on a preparation for an introduction of new Margin calculation methodology (VaR method) for Futures/Option Contracts aiming to go-live on November 6, 2023 for the purpose of enhancement of the function of Margin, that is to protect customers, financial instruments dealers and other stakeholders, through suppression of abrupt rise/fall of margin level and achievement of sophistication risk management.
　Now, we hereby announce an update of Outlines of Accommodation of VaR Method on the page below.