Margins and price limits to be applied for the trades in July 2007 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Jul 2007 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Aug 2007- |
75,000 |
- |
- |
10.0 |
|||
Gold |
Aug 2007- |
90,000 | 45,000 | - |
- |
3
|
8 |
Oct 2007- |
90,000 | - |
- |
120 |
|||
Gold |
Aug 2007- Dec 2007 |
12,000 | - |
- |
120 | 3 | 8 |
Gold Options |
All series |
45,000 |
- |
- |
120 |
3 |
8 |
Silver |
Aug 2007 |
162,000 | 81,000 | - |
- |
0.7 |
2.0 |
Oct 2007- |
81,000 | - |
- |
18.0 | |||
Platinum |
Aug 2007 |
75,000 | 75,000 | - |
- |
3 |
10 |
Oct 2007- Jun 2008 |
75,000 | - |
- |
100 |
|||
Palladium |
Aug 2007- |
45,000 | 45,000 | - |
- |
3 |
10 |
Oct 2007- Jun 2008 |
45,000 | - |
- |
60 |
|||
Crude Oil |
Jul 2007 |
135,000 | - |
- |
- |
30 |
200 |
| Aug 2007 Dec 2007 |
135,000 | - |
- |
1,800 |
|||
| Gasoline |
Aug 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Sep 2007- |
135,000 |
- |
- |
1,800 |
|||
| Kerosene |
Aug 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Sep 2007- |
135,000 |
- |
- |
1,800 |
|||
Aluminum |
Aug 2007 |
120,000 | 60,000 |
- |
- | 0.5 |
1.2 |
8.0 |
|||||||
| Oct 2007- Jun 2008 |
60,000 | - |
- |
*1 Initial : Minimum Initial Trading Margin
*2 Spot Month : Spot Month Additional Trading Margin
*3 Extraordinary : Extraordinary Trading Margin
*4 EPR : Executable Price Range
*5 RP: Reference Price
*6 WPR: Warning Point Range
* For the August 2007 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after July 26, 2007.
* For September 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins
(JPY675,000 for each) shall be required on and after July 26, 2007.
* For the August 2007 contract of Rubber and the September 2007 contracts of Gasoline and Kerosene, no price limit will be imposed on and after July 26, 2007.
