[To Investors] Outlines of Accommodation of New Margin Calculation Method (VaR Method) for Futures/Option Contracts

JSCC has been working to introduce new margin calculation method (VaR Method) toward 3rd Quarter in FY ending March 2024 (Oct. 2023- Dec. 2023), aiming to enhance the function of original purpose of margin, that is protecting investors and Financial Instruments Business Operators etc. by suppressing abrupt rise/fall of margin level and achieving sophisticated risk management.
This is to announce publication of the material which compiles the outlines of framework and calculation related to the measures to deal with VaR Method introduction.