Margins and price limits to be applied for the trades in June 2007 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Jun 2007 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Jul 2007- |
75,000 |
- |
- |
10.0 |
|||
Gold |
Jun 2007 |
90,000 | 45,000 | - |
- |
3
|
8 |
Aug 2007- |
90,000 | - |
- |
60 |
|||
Gold Options |
All series |
45,000 |
- |
- |
60 |
3 |
8 |
Silver |
Jun 2007 |
162,000 | 81,000 | - |
- |
0.7 |
2.0 |
Aug 2007 |
162,000 | - |
- |
18.0 | |||
Oct 2007- |
81,000 | - |
- |
||||
Platinum |
Jun 2007 |
75,000 | 75,000 | - |
- |
3 |
10 |
Aug 2007- Jun 2008 |
75,000 | - |
- |
100 |
|||
Palladium |
Jun 2007 |
45,000 | 45,000 | - |
- |
3 |
10 |
Aug 2007- Jun 2008 |
45,000 | - |
- |
60 |
|||
Crude Oil |
Jun 2007 |
135,000 | - |
- |
- |
30 |
200 |
Jul 2007- Nov 2007 |
135,000 | - |
- |
1,800 |
|||
Gasoline |
Jul 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Aug 2007- |
135,000 |
- |
- |
1,800 |
|||
Kerosene |
Jul 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Aug 2007- |
135,000 |
- |
- |
1,800 |
|||
Aluminum |
Jun 2007 | 120,000 |
60,000 |
- |
- |
0.5 |
1.2 |
Aug 2007 |
120,000 | - |
- |
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 July 2007 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after June 26, 2007.
* For August 2007 contracts of Gold (except Gold Options), Silver, Platinum, Palladium and Aluminum, Spot Month Additional Trading Margins (the same amounts required for June 2007 contracts for each commodity) shall be required on and after June 27, 2007.
* For August 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins
(JPY675,000 for each) shall be required on and after June 26, 2007.
* For the July 2007 contract of Rubber, no price limit will be imposed on and after June 26, 2007.
*For August 2007 contracts of Gold (including Gold Options), Silver, Platinum, Palladium, Aluminum, no price limit will be imposed on and after June 27,2007.
* For August 2007 contracts of Gasoline and Kerosene, no price limit will be imposed on and after
June 26, 2007.