Initial margin held by JSCC swelled 65% in Q1
Aggregate initial margin held across the Japan Securities Clearing Corporation’s six divisions totalled ¥4.79 trillion ($44.6 billion) at end-March, up from ¥2.9 trillion at end-2019. IM held by the clearing services for futures and options linked to Japanese government bond (JGB) and indexes more than doubled over the period, while that for cash securities increased almost sevenfold.
At the end of the first quarter, IM at the JGB and index futures and options units totalled ¥2.1 trillion, up
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Risk management
Nasdaq whacked with $36 million fine over Aas default
Swedish regulator’s fine poses serious questions over default management and margining, while providing few answers
Receive this by email