• No : 15647
  • Updated Date : 2023/01/30 09:00
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In Clearing services, where can I confirm the information for new margin calculation method (VaR Method)?

In Clearing services, where can I confirm the information for new margin calculation method (VaR Method)?
Category : 

Answer

Information for new margin calculation method (VaR Method) is available on JSCC website.
URL: https://www.jpx.co.jp/jscc/en/cash/futures/marginsystem/VaR.html

For more detailed information and Connection Specifications, please download documents from Target-JSCC site by following the steps below.

[How to download documents]
1. Go to Target-JSCC Site.
URL: https://portal.arrowfront.jp/target/x/jscpss/webportal/top.html
* The URL starts with "http:" if accessing Target via arrownet.
* Target-JSCC site is only available in Japanese.

2. Click "書類をダウンロードする" tab at the top bar.

3. Click "VaR方式導入に伴う関連ドキュメント" in the categories list.

4. Click the title of the document you need.