Margins and price limits to be applied for the trades in October 2007 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Oct 2007 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Nov 2007- |
75,000 |
- |
- |
10.0 |
|||
Gold |
Oct 2007 |
90,000 | 45,000 | - |
- |
3
|
8 |
Dec 2007- |
90,000 | - |
- |
120 |
|||
Gold |
Oct 2007 | 12,000 | - |
- |
- | 3 | 8 |
Dec 2007- Apr 2008 |
12,000 | - |
- |
120 | |||
Gold Options |
Oct 2007 |
45,000 |
- |
- |
- | 3 |
8 |
All other series |
45,000 |
- |
- |
120 |
|||
Silver |
Oct 2007 |
81,000 | 40,500 | - |
- |
0.7 |
2.0 |
Dec 2007- |
81,000 | - |
- |
18.0 | |||
Platinum |
Oct 2007 |
75,000 | 75,000 | - |
- |
3 |
10 |
Dec 2007- Oct 2008 |
75,000 | - |
- |
100 |
|||
Palladium |
Oct 2007 |
45,000 | 45,000 | - |
- |
3 |
10 |
Dec 2007- Oct 2008 |
45,000 | - |
- |
60 |
|||
Crude Oil |
Oct 2007 |
135,000 | - |
- |
- |
30 |
200 |
Nov 2007- Mar 2008 |
135,000 | - |
- |
2,700 |
|||
Gasoline |
Nov 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Dec 2007- |
135,000 |
- |
- |
2,700 |
|||
Kerosene |
Nov 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Dec 2007- |
135,000 |
- |
- |
2,700 |
|||
Aluminum |
Oct 2007 |
60,000 | 30,000 |
- |
- | 0.5 |
1.2 |
8.0 |
|||||||
Dec 2007- Oct 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 November 2007 contract of Rubber, Spot Month Additional Trading Margins (JPY 37,500) shall be required on and after October 26, 2007.
* For the December 2007 contracts of Gold (except Gold Mini and Gold options), Silver, Platinum and Palladium, Spot Month Additional Trading Margins (the same amounts required for October 2007 for each commodity) shall be required on and after October 29, 2007.
* For the December 2007 contract of Gasoline and Kerosene, Spot Month Additional Trading Margins (JPY 67,500) shall be required on and after October 26, 2007.
* For the December 2007contract of Aluminum, Spot Month Additional Trading Margin (the same amount required for October 2007) shall be required on and after October 29,2007.
* No price limit will be imposed on and after October 26, 2007 for the November 2007 contract of Rubber, as well as for the December 2007 contracts of Gasoline and Kerosene, and on and after October 29, 2007 for the December 2007 contracts of Gold, Silver, Platinum, Palladium and Aluminum.