Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Central Japan Commodity Exchange: Revision Of The Components Of Rubber Index, Multiplication And Initial Margin

Date 10/11/2008

C-Com has revised the components of the Natural Rubber Index. The new Index is to be traded from November 11, 2008 for the contract month of May 2009 and after. For the contract months until April 2009 the current Rubber Index remains to be traded.
At the same time, the multiplication is doubled. As a result, the amount of the initial margin will be doubled accordingly.
1. Revision of the Components
(Current)
? RSS TSR
Market C-Com TOCOM SICOM C-Com SICOM RTANA RTAE MRB
Type RSS3 RSS3 RSS3 TSR20 TSR20 TSR20 TSR20 SMRCV
? (Deleted) (Deleted) (Deleted) (Deleted)
(Revised)
? RSS TSR
Market C-Com TOCOM SICOM AFET SICOM MRB SHFE
Type RSS3 RSS3 RSS3 RSS3 TSR20 SMR20 SCR5
? (Added)

(Added)

(Added)

C-Com : Central Japan Commodity Exchange (Japan)
TOCOM : Tokyo Commodity Exchange (Japan)
SICOM : Singapore Commodity Exchange Ltd (Singapore)
RTANA : Rubber Trade Association of North America (North America)
RTAE : Rubber Trade Association of Europe (Europe)
MRB : Malaysian Rubber Board (Malaysia)
AFET : Agricultural Futures Exchange of Thailand (Thailand)
SHFE : Shanghai Futures Exchange (China)

2. Multiplication

Current 1 index point = JPY 10,000
Revised 1 index point = JPY 20,000

3. Initial Margin
(Current)
Index Point

Daily Price Fluctuation Limit

Initial Margin
Less than 190.0 points
5.0 points JPY 75,000
190.0 - Less than 290.0 points 6.0 points JPY 90,000
290.0 points or more
7.0 points JPY 105,000
(Revised)
Index Point

Daily Price Fluctuation Limint

Initial Margin
Less than 190.0 points
5.0 points JPY 150,000
190.0 - Less than 290.0 points 6.0 points JPY 180,000
290.0 points or more
7.0 points JPY 210,000