Margins and price limits to be applied for the trades in November 2006 are as follows: (Unit: JPY)
Commodity |
Contract Month |
Initial*1 |
Spot Month*2 |
Extra-ordinary*3 |
Price Limit |
EPR*4 |
WPR*6 (+/- |
Rubber |
Nov 2006 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
Dec 2006- May 2007 |
75,000 |
- |
- |
10.0 |
|||
Gold |
Dec 2006 |
90,000 | 45,000 | - |
- |
3
|
8 |
Feb 2007- |
90,000 | - |
- |
60 |
|||
Gold Options |
All series |
45,000 |
- |
- |
60 |
3 |
8 |
Silver |
Dec 2006 |
162,000 | 81,000 | - |
- |
0.7 |
2.0 |
Feb 2007- Aug 2007 |
162,000 | - |
- |
18.0 | |||
Oct 2007*7 | 81,000 | - |
- |
||||
Platinum |
Dec 2006 |
75,000 | 75,000 | - |
- |
3 |
10 |
Feb 2007- Oct 2007 |
75,000 | - |
- |
100 |
|||
Palladium |
Dec 2006 |
60,000 | 60,000 | - |
- |
3 |
10 |
Feb 2007- Oct 2007 |
60,000 | - |
- |
80 |
|||
Crude Oil |
Nov 2006 |
90,000 | - |
- |
- |
30 |
200 |
Dec 2006- Apr 2007 |
90,000 | - |
- |
1,200 |
|||
Gasoline |
Dec 2006 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Jan 2007- Jun 2007 |
135,000 |
- |
- |
1,800 |
|||
Kerosene |
Dec 2006 |
135,000 |
67,500 |
- |
- |
30 |
200 |
Jan 2007- Jun 2007 |
135,000 |
- |
- |
1,800 |
|||
Aluminum |
Dec 2006 | 120,000 |
60,000 |
- |
- |
0.5 |
1.2 |
Feb 2007- Aug 2007 |
120,000 | - |
- |
8.0 | |||
Oct 2007 | 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 January 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins
(JPY675,000 for each) shall be required on and after November 27, 2006.
* For December 2006 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after November 27, 2006.
* For January 2007 contracts of Gasoline and Kerosene, as well as for the December 2006 contract of Rubber, no price limit will be imposed on and after November 27, 2006.