Margin Simulation Tool by OpenGamma Supports JSCC Yen IRS
2024/12/18
Japan Securities Clearing Corporation(“JSCC”) and OpenGamma are pleased to announce that a margin simulation tool covering required margin in clearing of yen interest rate swap(“IRS”) at JSCC, developed by OpenGamma, are now available to our users free of charge according to OpenGamma, in addition to the tool on exchange traded derivatives already available.
The new tool will cover cross margining function among yen IRS, 10 year Japanese Government Bond Futures and TONA Futures, which is already available in JSCC clearing service.
For existing users of the ETD Margin Simulation Tool to receive access to this expanded JSCC margin simulation service, any representative from your company’s email domain can simply email OpenGamma Support (support@opengamma.com) to request the service change for all of your company users. Once your account has been updated, OG will inform all registered users using your email domain of the new login URL.
For new users who want to learn how to register and login, please refer them to the signup guide posted at the bottom on the following page.
Please kindly be informed that this is a simulation tool for margin for the relevant clearing services at JSCC for reference purpose only, and is not intended to provide the actual required margin in clearing of the relevant products at JSCC. While this tool is provided by OpenGamma using data and methodologies of JSCC, JSCC does not guarantee or verify the accuracy of the margin simulation output, and JSCC will have no liability over any and all damages on the side of users arising from any use of this tool for any reason whatsoever. The enhanced tool for IRS is available only to existing and potential clearing members and clients of JSCC, and is not open to individuals.
Please reach out to OpenGamma Support (support@opengamma.com) should you have any questions or if you would like further training.
