(To Investors) Special Web Page on Introduction of New Margin Calculation Method for Futures/Option Contracts (VaR Method) is Now Open

JSCC is currently working on a preparation for an introduction of new Margin calculation methodology (VaR method)
for Futures/Option Contracts aiming to go-live on November 6, 2023 for the purpose of enhancement of the origination
function of Margin, that is to protect customers, financial instruments dealers and other stakeholders, through suppression of abrupt rise/fall of margin level and achievement of sophistication risk management.
Now, we hereby announce an opening of Special Web Page* on introduction of VaR method.

New Margin Calculation Method (VaR Method) Special Web Page

* On Special Web Page, information including those listed below is available:
- "Leaflet" announcing migration from SPAN method to VaR method.
- "Web Simulation Environment" for comparison of Margin level between SPAN method and VaR method
- "Outlines of Accommodation of New Margin Calculation Method (VaR Method) for Futures/Option Contracts" summarizing the framework and calculation method concerning introduction of VaR method.