To Investors: VaR Margin Calculation Software (VMA) Upgrade
2023/12/28
This is to notify that we plan upgrade VaR Margin Calculation Software (v1.0 to v2.0), which we provide users for margin calculation for Listed Derivatives Transaction, scheduled for June 10, 2024.
As this VMA Upgrade is due to layout change of VaR parameter file (VPF), regardless of user mode (GUI, CLI or API), all VMA users are required to use the updated version (v2.0) for margin calculation from June 10, 2024. See the table below.
| By June 7, 2024 (Fri.) | From June 10, 2024 (Mon.) | |
|---|---|---|
| VMA (v1.0) |
〇 |
× (Use of VMA1.0 not allowed） |
| VMA (v2.0) |
× （Distribute VPF files with new layout to be used for VMA(v2.0)） |
〇 |
For the outlines of VMA upgrade, such as distribution method or timing of VMA (v2.0), please see “Outline of Changes for VaR Margin Calculation Software Upgrade” linked below.
| Outline of Changes for VaR Margin Calculation Software Upgrade |
|
