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(On June 10 Go-Live) Reminder VaR Margin Calculation Software (VMA) Upgrade

2024/04/26

This is to remind you of the Go-Live of VaR Margin Calculation Software (VMA) upgrade (v1.0 to 2.0) scheduled for 6/10/2024 as the Go-Live date is approaching.

This VMA upgrade is implemented in association with the layout change of the VaR Parameter File (VPF) scheduled for the same date. Users are required to use the “Upgraded Version (v2.0)” from their Margin calculation on 6/10/2024 regardless of user mode (GUI, CLI, API).

Please visit following link for details of the software upgrade.

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