Japan Securities Clearing Corporation

”Clearing House of the Year”

OTC Derivatives Clearing Service

Principles for Financial Market Infrastructures Disclosure

Introduction of New Margin Calculation Method for Listed Derivatives - From SPAN Method to VaR Method -

OTC Derivatives Clearing Service

Principles for Financial Market Infrastructures Disclosure

Information

2024/10/01: Conclusion of IRS Clearing Brokerage Agreement

2024/10/01: Addition of New JGB OTC Transaction Clearing Participant (au Jibun Bank Corporation）

2024/09/30: Conclusion of IRS Clearing Brokerage Agreement

2024/09/30: To Users of Statistics Data - JSCC will Change Counting Method (Number and Notional) in IRS Statistics Data (effective as of posting on 11/25/2024)

2024/09/26: JSCC awarded Asia Risk’s “Clearing House of the Year”

Archives

Files for Futures & Options Margin

Parameter Files for VaR Margin Calculation（VPF,BPF,APF）

AS-VaR Parameter File,Margin Fluctuation Ratio File,List of Thresholds for Judgment of charging Margin add-on File

VaR Margin Amount by Issue(File for Margin per Contract)

Margin per Contract (First Contract Month of Nikkei 225, TOPIX and 10-year JGB Futures)