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Business RulesInterest Rate Swap

(As of Sep 1, 2019)

Rules for OTC Derivatives (IRS)

Business Rules

Interest Rate Swap Clearing Business Rules [1,132 kb]

Handling of Business Rules, etc.

Handling Procedures of Interest Rate Swap Business Rules [913 kb]
Rules on Fees for IRS Clearing Business [309 kb]
Rules on Required IRS Clearing Fund Amount [144 kb]
Rules on Inspection of Clearing Participant in relation to IRS Clearing Business [71 kb]
Disciplinary Measures Assessment Committee Rules [100 kb]
Rules on Default Settlement Regarding Clearing Participants in Relation to IRS Clearing Business [325 kb]
IRS Default Management Committee Rules [81 kb]
IRS Management Committee Rules [230 kb]

Public notice

Guidelines Concerning Credit Standing of Clearing Participants, etc. in IRS Clearing Business [45 kb]
Re: Handling of Calculation Method, etc. of Net Present Value relating to Calculation of Margin for IRS Transactions [26 kb]
Re Matters Prescribed as Requirements for Eligible IRS Transactions [291 kb]
Re: Prescribing Matters Deems to be Provided for in Schedule [98 kb]
Re: Prescribing Details of Clearing Contracts [43 kb]
Operational Procedures for Clearing Brokerage for Interest Rate Swap [86 kb]
Re: Establishment of Conditions of IRS Transactions Executed between Clearing Participant on Customer Account and Designated Counterparty Based on Entrustment of Brokerage for Clearing of Securities, etc. [20 kb]
Re: Method of Custody of Clearing Participant Agreement, etc., Response to Inquiry which may be Received from Discloser/Recipient in relation to Clearing Participant Agreement, etc. and Other Necessary Matters [49 kb]
Re: Prescribing Terms and Conditions of Customer’s Cleared Contracts and Clearing Brokerage Contracts to be transferred under the provisions of Article 94 and Article 94-2 of the Interest Rate Swap Clearing Business Rules [26 kb]
Guideline on Standard for Clearing Qualification Acquisition in Credit Default Swap and Interest Rate Swap Clearing [345 kb]
Guideline for Client Clearing Authorization in Interest Rate Swap Clearing Business [24 kb]
Re: Prescribing Terms and Conditions of Customer’s Cleared Contracts and Clearing Brokerage Contracts to be transferred under theProvisions of Article 58-3 of the Interest Rate Swap Clearing Business Rules [27 kb]
Collateral Fee Relating to United States Treasury Security [16 kb]
Treatment of Profit or Loss from Management of Clearing Deposit [22 kb]
Re: Matters Prescribed as Method of Request for Clearing [21 kb]
Method of Reflecting Correlations in Calculating Additional IM in Addition to Base IM [48 kb]
Stress Event Scenarios for Calculating Required Initial Margin [70 kb]
Handling of Quotes of Foreign Exchange Rate [80 kb]
Matters concerning Per Trade Compression Conditions and New Cleared Contracts to Come into Effect as a Result of Per Trade Compression [28 kb]
LIBOR License Fee [13 kb]
Rate of Delay Penalty [18 kb]
Re: Prescribing Terms and Conditions of Claims and Obligations in Proprietary Cleared Contracts subject to Position Transfer under the Provisions of Article 53-4 of the Interest Rate Swap Clearing Business Rules [27 kb]
Re: Matters Prescribed for Representation regarding Registration as an FCM or Other Status [30 kb]
Matters concerning Blended Rates Compression Conditions and New Cleared Contracts to Come into Effect as a Result of Blended Rates Compression [33 kb]
Re: Prescribing Terms and Conditions of Claims and Obligations of JGB Futures Cleared Contracts and the like to be transferred under the provisions of Article 94-3 of the Interest Rate Swap Clearing Business Rules [18 kb]
Items to be Prescribed as Requirements for Package Trade [22 kb]
Trade Reporting Fee [19 kb]
Re: Prescribing Terms and Conditions of Claims and Obligations Arising as a Result of Transfer under the Provisions of Articles 58-5 and 58-7 of the Interest Rate Swap Clearing Business Rules [36 kb]
Management of Clearing Deposit through Deposit in Current Account Opened at Bank of Japan [21 kb]

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