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home > Information > News > To Users of Statistics Data - JSCC will Change Counting Method (Number and Notional) in IRS Statistics Data (effective as of posting on 11/25/2024)

To Users of Statistics Data - JSCC will Change Counting Method (Number and Notional) in IRS Statistics Data (effective as of posting on 11/25/2024)

2024/09/30

JSCC decided to change the method of counting the number and notional of cleared trades and the number and notional of outstanding cleared trades in IRS statistics data (Daily/Monthly) posted on JSCC web-site from one-sided basis (based on original trade) to Cleared Contract basis, for ease of comparison with similar disclosed data of overseas CCPs.This change will become effective from the data posting on 11/25/2024 for Daily and 11/29/2024 for Monthly (all past data included in the statistics data file after the effective date of the change will also be shown on Cleared Contract basis).
・Statistics Data Page URL
Japanese: https://www.jpx.co.jp/jscc/toukei_irs.html
English: https://www.jpx.co.jp/jscc/en/interest_rate_swap.html

FYI, no retroactive change will be made to the past Monthly Statistics Data files published as yearly archives, which will continue to show data on one-sided basis. After 11/29/2024, JSCC will add a user note to the relevant web page to the effect that the figures in the files before Oct. 2024 are one-sided basis.
・Archive Page URL
Japanese: https://www.jpx.co.jp/jscc/toukei_irs_archive/index.html
English: https://www.jpx.co.jp/jscc/en/irs_archive/index.html

Contact for Inquiry
Japan Securities Clearing Corporation OTC Derivatives Clearing Service
E-mail:otc@jpx.co.jp

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