To Investors: Publication of the VaR Margin Calculation Software (VMA) Upgrade and related Documents

We would like to inform you that we have published the updated version of the VaR Margin Calculation Software (referred to as "VMA Update Version") and related documents regarding the scheduled version upgrade of the VaR Margin Calculation Software (VMA) from v1.0 to v2.0 on Monday, June 10, 2024.

Please obtain the related documents such as the updated version of VMA and supplementary specifications from the following.

Margin Calculation Method (VaR Method) for Futures and Options

[Reference] To Investors: VaR Margin Calculation Software (VMA) Upgrade