Margins and price limits to be applied for the trades in August 2007 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Aug 2007 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Sep 2007- |
75,000 |
- |
- |
10.0 |
|||
Gold |
Aug 2007- |
90,000 | 45,000 | - |
- |
3
|
8 |
Oct 2007- |
90,000 | - |
- |
120 |
|||
Gold |
Aug 2007- Feb 2008 |
12,000 | - |
- |
120 | 3 | 8 |
Gold Options |
All series |
45,000 |
- |
- |
120 |
3 |
8 |
Silver |
Aug 2007 |
162,000 | 81,000 | - |
- |
0.7 |
2.0 |
Oct 2007- |
81,000 | - |
- |
18.0 | |||
Platinum |
Aug 2007 |
75,000 | 75,000 | - |
- |
3 |
10 |
Oct 2007- Aug 2008 |
75,000 | - |
- |
100 |
|||
Palladium |
Aug 2007 |
45,000 | 45,000 | - |
- |
3 |
10 |
Oct 2007- Aug 2008 |
45,000 | - |
- |
60 |
|||
Crude Oil |
Aug 2007 |
135,000 | - |
- |
- |
30 |
200 |
Sep 2007 Jan 2008 |
135,000 | - |
- |
1,800 |
|||
Gasoline |
Sep 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Oct 2007- |
135,000 |
- |
- |
1,800 |
|||
Kerosene |
Sep 2007 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Oct 2007- |
135,000 |
- |
- |
1,800 |
|||
Aluminum |
Aug 2007 |
120,000 | 60,000 |
- |
- | 0.5 |
1.2 |
8.0 |
|||||||
Oct 2007- Aug 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 September 2007 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after August 28, 2007.
* For October 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 August 29, 2007.
* For October 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins (JPY675,000 for each) shall be required on and after August 27, 2007.
* No price limit will be imposed on and after August 27, 2007 for the October 2007 contracts of Gasoline and Kerosene, on and after August 28, 2007 for the September 2007 contract of Rubber, and on and after August 29, 2007 for the October 2007 contracts of Gold, Silver, Platinum, Palladium and Aluminum.