【Reminder】The effective date for the partial revision of the VaR margin calculation method for futures and options is approaching.

This is a reminder that the effective date (Monday, January 26th of this year) for the following measures is approaching.

ii) Add stress scenarios for combined position including Options
iii) Refine consideration of holiday in Option margin calculation.

These measures were announced in the news release published on August 22 last year:

Please note that the measures will have an impact on the position that contains long option contracts, for which
Margin would arise.

For examples of how this affects margin amounts, please refer to the linked document “Annex Impact of Improvement Measures on Margin Level”.