Revision of the market price multipliers of Substitute Securities etc.
2023/11/06
JSCC revised the market price multipliers to calculate substitute price of Substitute Securities etc. so that they reflect recent market condition, which takes effect on December 11, 2023 for Listed Products Clearing Business and on November 20, 2023 in CDS Clearing Business, IRS Clearing Business and Japanese Government Bond Over-the-Counter Transaction Clearing Business.
For the details, please refer to "Revision of the market price multipliers of Substitute Securities etc. in Listed Products Clearing Business" ,"Revision of the market price multipliers of Substitute Securities in CDS Clearing Business and IRS Clearing Business"and "Revision of the market price multipliers of Substitute Securities in Japanese Government Bond Over-the-Counter Transaction Clearing Business".
-Contact-
Risk Monitoring Division, Risk Management Department
Japan Securities Clearing Corporation
Tel: +81-50-3361-1789
| Revision of the market price multipliers of Substitute Securities etc. in Listed Products Clearing Business |
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| Revision of the market price multipliers of Substitute Securities in CDS Clearing Business and IRS Clearing Business |
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| Revision of the market price multipliers of Substitute Securities in Japanese Government Bond Over-the-Counter Transaction Clearing Business |
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