Hirose Tusyo: LION CFD Gold Spot and Gold Mini Exclusive Campaign Offers Pure Gold Prizes!

Hirose Tusyo Co., Ltd. (Head Office: Nishi-ku, Osaka, Representative Director: Yusaku Noichi, hereinafter: the Company) announces that it will hold the "LION CFD Gold Spot and Gold Mini Exclusive Campaign for Pure Gold Prizes" starting July 1, 2026, on its "LION CFD" service.

Campaign Product

- Pure Gold 1g

*Please check the campaign page for prize conditions.

Eligible System

LION CFD

Campaign Details

During the campaign period, customers who trade Gold Spot and Gold Mini on LION CFD above a certain trading volume will receive the campaign product!

Campaign Period July 1, 2026, 9:00 AM to August 1, 2026, 5:30 AM

Application Method

Please apply through the dedicated application form on the "LION CFD Gold Spot and Gold Mini Exclusive Campaign for Pure Gold Prizes" page on our official website.

【For campaign details, please check the campaign page at the following URL】

https://hirose-fx.co.jp/cfd/campaign/cfdcp_gold_202510/?argument=RA2ftQZp&dmai=a68dc88b41c485

【Company Profile】

Company Name: Hirose Tusyo Co., Ltd.

Business Activities: Type 1 Financial Instruments Business, Commodity Futures Trading Business

Registration Number: Kinki Local Finance Bureau Director (Kinsho) No. 41

Permits: Ministry of Agriculture, Forestry and Fisheries, Ministry of Economy, Trade and Industry

Associations, etc.: Financial Futures Association (Member No. 1562)

Japan Securities Dealers Association, The Japan Commodity Futures 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/ Our corporate information is disclosed on our company website and the website of The Japan Commodity Futures Association. The Japan Commodity Futures Association URL: https://www.nisshokyo.or.jp/index.html

Warning

Over-the-counter CFD trading offered by our company is not a financial instrument that guarantees principal or profits, and there is a possibility of losses exceeding the principal due to fluctuations in the price of the underlying asset, exchange rate fluctuations, and leverage effects. For CFD trading related to stock price indices and CFDs whose underlying assets are not futures, interest adjustment amounts occur (paid when holding a long position, received when holding a short position). Since interest rates fluctuate reflecting various factors such as the economic and political situations of each country, even when holding a short position, payment may be made to our company. In addition, for CFD trading with ETFs as the underlying asset, borrowing interest adjustment amounts may occur when it is difficult to procure the underlying ETF, and payment will be made when holding a short position. Furthermore, for CFD trading related to stock price indices, if you hold a position at the end of trading on the ex-dividend date, a dividend adjustment amount will occur (generally received when holding a long position, paid when holding a short position). However, if the stock price index itself, which is the underlying asset, is an index that considers dividends, depending on the liquidity provider used, you may receive payment when holding a short position and pay when holding a long position. If corporate actions or other events occur with the underlying asset of CFD trading related to stock price indices, we will generally stop new orders with a settlement date. If the position is not settled by the settlement date, the position will be forcibly settled by our company's discretion through a reverse trade. In addition, for CFD trading with commodity futures as the underlying asset, daily rollovers are performed so that you can trade without a settlement deadline, and the settlement date is automatically postponed to the next business day or later. A price adjustment amount determined by our company will occur for unsettled positions at the end of trading on the day. The customer's cost in trading is the spread, which may widen significantly during periods of rapid market changes or low liquidity. For individual customers, the margin (funds minimally required for trading) is calculated by determining the notional principal (for stock index-related CFDs, the benchmark value x 1.1 x trading volume x trading unit per lot x yen conversion rate; for commodity CFDs, the benchmark value x 1.2 x trading volume x trading unit per lot x yen conversion rate), and multiplying it by 10% for stock index-related CFDs and 5% or more for commodity CFDs. Leverage is calculated as notional principal divided by margin, resulting in a maximum of 10x and 20x, respectively. Additionally, the margin for Gold Spot Mini and Silver Spot Mini will be 1/10th of the amount for Gold Spot and Silver Spot. Please read the pre-contract disclosure document carefully before trading, and trade at your own discretion after understanding the contents.