Price Limit and Margin for September 2006

2006.8.29

Margins and price limits to be applied for the trades in September 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 Sep 2006 75,000 37,500 - - 0.3 1.0
Oct 2006- Mar 2007 75,000 - - 10.0
Gold Oct 2006 90,000 45,000 - - 3 8
Dec 2006-
Aug 2007
90,000 - - 60
Gold Options All series
45,000
- - 60 3 8
Silver Oct 2006 162,000 81,000 - - 0.7 2.0
Dec 2006-
Aug 2007
162,000 - - 18.0
Platinum Oct 2006 75,000 75,000 - - 3 10
Dec 2006-
Aug 2007
75,000 - - 100
Palladium Oct 2006 60,000 60,000 - - 3 10
Dec 2006-
Aug 2007
60,000 - - 80
Crude Oil Sep 2006 90,000 - - - 30 200
Oct 2006-
Feb 2007
90,000 - - 1,200
Gasoline Oct 2006 135,000 67,500 - - 30 200
Nov 2006-   Apr 2007 135,000 - - 1,800
Kerosene Oct 2006 135,000 67,500 - - 30 200
Nov 2006- Apr 2007 135,000 - - 1,800
Aluminum Oct 2006 120,000 60,000 - - 0.5 1.2
Dec 2006-
Aug 2007
120,000 - - 8.0

*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 November 2006 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins  
 (JPY67,500 for each) shall be required on and after September 26, 2006.
* For October 2006 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after September 26, 2006.

 <Price Limit>
* For November 2006 contracts of Gasoline and Kerosene, as well as for the October 2006 contract of Rubber, no price limit will be imposed on and after September 26, 2006.

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