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home > Information > News > 【To Investors】Handling of Specifics Concerning VaR Method

【To Investors】Handling of Specifics Concerning VaR Method

2023/09/20

In align with the new margin calculation method scheduled to be introduced on November 6 (Mon.), JSCC has set out the specifics concerning VaR Method pursuant to the provisions of “Handling of Rules on Margins, etc. for Futures and Option Contracts” and “Handling of Rules on Margin for Business of Assuming Commodity Transaction Debts”.

Handling of Specifics Concerning VaR Method