Price Limit and Margin for November 2006
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2006.10.27
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 (+/-RP*5) |
WPR*6 (+/- R P*5) |
|---|---|---|---|---|---|---|---|
| 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- Oct 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
<Spot Month Additional Trading Margin>
* For January 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins
(JPY67,500 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.
<Price Limit>
* 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.
