Price Limit and Margin for September 2007
HOME > News > Price Limit and Margin for September 2007
2007.8.29
Margins and price limits to be applied for the trades in September 2007 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 | Sep 2007 | 75,000 | 37,500 | - | - | 0.3 | 1.0 |
| Oct 2007- Mar 2008 |
75,000 | - | - | 10.0 | |||
| Gold (Standard) |
Oct 2007 | 90,000 | 45,000 | - | - | 3 | 8 |
| Dec 2007- Aug 2008 |
90,000 | - | - | 120 | |||
| Gold (Mini) |
Oct 2007 | 12,000 | - | - | - | 3 | 8 |
| Dec 2007- Feb 2008 |
12,000 | - | - | 120 | |||
| Gold Options | Oct 2007 | 45,000 | - | - | - | 3 | 8 |
| All other series | 45,000 |
- | - | 120 | |||
| Silver | Oct 2007 | 81,000 | 40,500 | - | - | 0.7 | 2.0 |
| Dec 2007- Aug 2008 |
81,000 | - | - | 18.0 | |||
| Platinum | Oct 2007 | 75,000 | 75,000 | - | - | 3 | 10 |
| Dec 2007- Aug 2008 |
75,000 | - | - | 100 | |||
| Palladium | Oct 2007 | 45,000 | 45,000 | - | - | 3 | 10 |
| Dec 2007- Aug 2008 |
45,000 | - | - | 60 | |||
| Crude Oil | Sep 2007 | 135,000 | - | - | - | 30 | 200 |
| Oct 2007 Feb 2008 |
135,000 | - | - | 1,800 | |||
| Gasoline | Oct 2007 | 135,000 | 67,500 | - | - | 30 | 200 |
| Nov 2007- Apr 2008 |
135,000 | - | - | 1,800 | |||
| Kerosene | Oct 2007 | 135,000 | 67,500 | - | - | 30 | 200 |
| Nov 2007- Apr 2008 |
135,000 | - | - | 1,800 | |||
| Aluminum | Oct 2007 | 60,000 | 30,000 | - | - | 0.5 | 1.2 |
8.0 |
|||||||
| Dec 2007- Aug 2008 |
60,000 | - | - |
*1 Initial : Maintenance Amount for Initial Clearing Margin
*2 Spot Month : Spot Month Additional Clearing Margin
*3 Extraordinary : Extraordinary Clearing Margin
*4 EPR : Executable Price Range
*5 RP: Reference Price
*6 WPR: Warning Point Range
<Spot Month Additional Clearing Margin>
* For the October 2007 contract of Rubber, Spot Month Additional Clearing Margins (JPY37,500) shall be required on and after September 25, 2007.
* For November 2007 contracts of Gasoline and Kerosene, Spot Month Additional Clearing Margins (JPY67,500 for each) shall be required on and after September 26, 2007.
<Price Limit>
* No price limit will be imposed on and after September 25, 2007 for the October 2007 contract of Rubber, and on and after September 26, 2007 for the November 2007 contracts of Gasoline and Kerosene.
