Neither a trading participant (for its own account) nor a customer
may hold an aggregate position in contract units on an Equity Option
in excess of such number of contracts units having shares of underlying
stock equal to following amounts of combining short positions in
put options with long positions in call options of the same underlying
stock or combining long positions in put options with short positions
in call options of the same underlying stock.
| (a) |
1% or more of the number of all listed shares
of the underlying stock |
| |
|
| (b) |
0.7% or more of the number of all listed shares
of the underlying stock if the purchase and sales rate (annual
trading volume / number of listed shares) of the underlying
stock is less than 10% |
Such positions that have the limited risks by combining with other
positions of the same underlying stock and the same underlying stock
itself or related securities shall be exempted from the position
limits.
Position limits of Equity Options
Equity
options quotation
