Previous Forex risk assumed ratio
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The FFAJ's forex risk assumed ratio is calculated with the FX Market Reference Rate provided by CME Group Benchmark Administration Ltd. as base data. Please contact CME Group Benchmark Administration Ltd. for any queries on the FX Market Reference Rate.
 
Explanation
  1. The forex risk assumed ratio is normally calculated every Friday after 15:00 Tokyo time and is scheduled to be announced on this website at 17:00 Tokyo time the same day.
  2. The ‘effective date’ in the above table means the time period when members of this association apply the exchange rate risk ratio, published by this association to over-the-counter foreign exchange margin trading with institutional customers. It will be from Monday to Friday two weeks after the Friday (calculation day) on which the calculation was performed.(Note: it will not preclude the application of the margin ratio from commencing before the application period, depending on the judgement of the member.)
  3. When FFAJ members apply the margin ratio published by the FFAJ for their trades with institutional customers, the member will set their own margin ratio which should not be lower than the values stated here. The FFAJ publishes the margin ratio for the purpose of the investor's reference. The amount of margins actually required for trades is determined by each member you trade with, so please carefully check their communications, announcements, etc., and contact the member if there are any questions.
 
Disclaimer
  • The copyright to this website is owned by the FFAJ. However, the FX Reference Rate which is the base data of the foreign exchange assumption ratio calculation by the FFAJ is provided by CME Group Benchmark Administration Ltd. and its intellectual property rights belong to CME Group and/or its affiliates and licensors.
  • This website is created for the purpose of providing information and is not created for solicitation or advice for investment and investment management. The FFAJ bears no responsibility for any use of contents and calculations on this website.
  • While every effort has been made to ensure the accuracy of information on the website, the FFAJ shall not guarantee the contents.
  • The information on this website may be subject to change or maybe deleted without prior notice.
  • The FFAJ bears no responsibility for any actions arising from the use of information on this website.
  • The website may be subject to be suspended temporarily due to system failure or system maintenance etc.