Hirose Trading: Introducing Gold Mini and Silver Mini – A New Way to Start Precious Metals Trading with Small Amounts via LION CFD

Hirose Trading Co., Ltd. (Head Office: Nishi-ku, Osaka Prefecture; Representative Director: Yusaku Noichi; hereinafter "the Company") announces the commencement of trading for "Gold Mini" and "Silver Mini" on its "LION CFD" platform, effective Saturday, June 13, 2026.

Target System

LION CFD

Feature 1: Start with a Small Investment

With Gold Mini and Silver Mini, the required capital is just 1/10 of the conventional amount!

Feature 2: Flexible Trading Strategies

Due to smaller trade units, both beginners and experienced traders can expand their strategic options.

Feature 3: Experience the Full Appeal of Gold and Silver

Precious metals are globally recognized as valuable assets.

Now, you can experience their appeal more directly and affordably.

[For detailed information about Gold Mini and Silver Mini, please visit the URL below]

https://hirose-fx.co.jp/cfd/landing//lp_gold_silver/

Company Overview

Company Name: Hirose Trading Co., Ltd.

Business Activities: Type I Financial Instruments Business, Commodity Futures Trading Business

Registration Number: Kinki Finance Bureau (Financial Instruments Business) No. 41

Authorized by: Ministry of Agriculture, Forestry and Fisheries; Ministry of Economy, Trade and Industry

Affiliated Associations: Japan Securities Dealers Association, Japan Securities Finance Association (Member No. 1562), Japan Commodity Futures Trading Association, Japan Investor Protection Fund

TEL: 0120-63-0727 (Toll-free) / 06-6534-0708 (Main)

FAX: 0120-34-0709 (Toll-free) / 06-6534-0709

URL: https://hirose-fx.co.jp/

Corporate information is disclosed on the Company's official website and the Japan Commodity Futures Trading Association's website.

Japan Commodity Futures Trading Association

URL: https://www.nisshokyo.or.jp/index.html

Risk Disclosure

The over-the-counter CFD transactions offered by our company are not financial products that guarantee principal or profits. There is a risk of losses exceeding the initial investment due to fluctuations in the underlying asset prices, exchange rates, and leverage effects. For stock index-related CFDs and CFDs based on non-futures commodities, interest adjustment fees apply (paid when holding long positions, received when holding short positions). However, since interest rates fluctuate based on various factors such as economic and political conditions, short positions may sometimes result in payment obligations to the company. Additionally, for CFDs based on ETFs, borrowing interest adjustment fees may apply when ETFs are difficult to source, resulting in payment obligations for short positions. For stock index-related CFDs, if a position is held at the end of trading on the dividend or distribution rights settlement date, a rights adjustment fee will be applied (generally received for long positions, paid for short positions). However, if the underlying stock index itself includes dividend adjustments, depending on the liquidity provider used, short positions may receive payments while long positions may incur payments. In cases where corporate actions occur in the underlying assets of stock index-related CFDs, the company will generally set a settlement date and suspend new orders. Positions not settled by the settlement date will be forcibly closed by the company through offsetting trades at its discretion. Furthermore, for CFDs based on commodity futures, daily rollovers are conducted to allow continuous trading without a fixed settlement date, automatically extending the settlement date to the next business day or beyond. A price adjustment fee set by the company will be applied to any unsettled positions at the end of each trading day. Customer trading costs consist of the spread, which may widen significantly during periods of market volatility or low liquidity. For individual customers, the required margin (minimum funds necessary for trading) is calculated based on the assumed principal (for stock index CFDs: base value × 1.1 × quantity × lot size × JPY conversion rate; for commodity CFDs: base value × 1.2 × quantity × lot size × JPY conversion rate), multiplied by at least 10% for stock index CFDs and 5% for commodity CFDs. Leverage is calculated as assumed principal divided by required margin, resulting in maximum leverage of 10x and 20x respectively.

Before trading, please carefully read the pre-contract disclosure document, fully understand its contents, and proceed with trading at your own discretion.