清算対象取引 | 株式会社日本証券クリアリング機構
https://www.jpx.co.jp/jscc/seisan/irs/product.htmlThe evidence pack includes HTML, screenshots, summaries, and metadata. It can be downloaded on Pro.
清算対象取引 | 株式会社日本証券クリアリング機構
Open the archived HTML with saved-time metadata attached.
This HTML has CSS and images embedded, so it can still be opened even if the original page disappears.
This page outlines the interest rate swap (IRS) products eligible for clearing by Japan Securities Clearing Corporation (JSCC). Eligible products include IRS Fix-Float, Basis Swap-Tenor Swap, and Basis Swap-Curve Swap, referencing OIS or DTIBOR. Transactions must be between JSCC clearing participants based on ISDA definitions and be denominated in Japanese yen. Requirements include minimum contract periods of 28 days (7 days for OIS), specific residual period limits, notional principal amounts between 1 yen and 4 trillion yen, and defined business day conventions and calendar references.
