Margins and price limits to be applied for the trades in August 2006 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Aug 2006 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Sep 2006- Feb 2007 |
75,000 |
- |
- |
10.0 |
|||
Gold |
Aug 2006 |
90,000 | 45,000 | - |
- |
3
|
8 |
Oct 2006- |
90,000 | - |
- |
60 |
|||
Gold Options |
All series |
45,000 |
- |
- |
60 |
3 |
8 |
Silver |
Aug 2006 |
162,000 | 81,000 | - |
- |
0.7 |
2.0 |
Oct 2006- Aug 2007 |
162,000 | - |
- |
18.0 | |||
Platinum |
Aug 2006 |
75,000 | 75,000 | - |
- |
3 |
10 |
Oct 2006- Aug 2007 |
75,000 | - |
- |
100 |
|||
Palladium |
Aug 2006 |
60,000 | 60,000 | - |
- |
3 |
10 |
Oct 2006- Aug 2007 |
60,000 | - |
- |
80 |
|||
Crude Oil |
Aug 2006 |
90,000 | - |
- |
- |
30 |
200 |
| Sep 2006- Jan 2007 |
90,000 | - |
- |
1,200 |
|||
| Gasoline |
Sep 2006 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Oct 2006- Mar 2007 |
135,000 |
- |
- |
1,800 |
|||
| Kerosene |
Sep 2006 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Oct 2006- Mar 2007 |
135,000 |
- |
- |
1,800 |
|||
Aluminum |
Aug 2006 | 120,000 |
60,000 |
- |
- |
0.5 |
1.2 |
Oct 2006- Aug 2007 |
120,000 |
- |
- |
8.0 |
*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 October 2006 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins
(JPY675,000 for each) shall be required on and after August 28, 2006.
* For September 2006 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and afterAugust 28, 2006.
*
For October 2006 contracts of Gold (except Gold Options), Silver, Platinum, Palladium and
Aluminum, Spot Month Additional Trading Margins (the same amounts required for August 2006
contracts for each commodity) shall be required on and after August 29, 2006.
* For October 2006 contracts of Gasoline and Kerosene, as well as for the September 2006 contract of Rubber, no price limit will be imposed on and after August 28, 2006.
* For October 2006 contracts of Gold (except Gold Options), Silver, Platinum, Palladium and
Aluminum, no price limit will be imposed on and after August 29, 2006.
