Price Limit and Margin for October 2006

2006.9.28

Margins and price limits to be applied for the trades in October 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 Oct 2006 75,000 37,500 - - 0.3 1.0
Nov 2006- Apr 2007 75,000 - - 10.0
Gold Oct 2006 90,000 45,000 - - 3 8
Dec 2006-
Oct 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
Oct 2007*7 81,000 - -
Platinum Oct 2006 75,000 75,000 - - 3 10
Dec 2006-
Oct 2007
75,000 - - 100
Palladium Oct 2006 60,000 60,000 - - 3 10
Dec 2006-
Oct 2007
60,000 - - 80
Crude Oil Oct 2006 90,000 - - - 30 200
Nov 2006-
Mar 2007
90,000 - - 1,200
Gasoline Nov 2006 135,000 67,500 - - 30 200
Dec 2006-   May 2007 135,000 - - 1,800
Kerosene Nov 2006 135,000 67,500 - - 30 200
Dec 2006- May 2007 135,000 - - 1,800
Aluminum Oct 2006 120,000 60,000 - - 0.5 1.2
Dec 2006-
Aug 2007
120,000 - - 8.0
Oct 2007*7 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
*7 : For October 2007 contracts of Silver and Aluminum, scheduled for release on October 27th, the above amounts are subject to the approval by the Ministry of Economy, Trade and Industry of the amendments to the Business Rules related to the revision of the contract units.

<Spot Month Additional Trading Margin>
* For December 2006 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins  
 (JPY67,500 for each) shall be required on and after October 26, 2006.
* For Noveber 2006 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after October 26, 2006.
* For December 2006 contracts of Gold (except Gold Options), Silver, Platinum, Palladium and
  Aluminum, Spot Month Additional Trading Margins (the same amounts required for October 2006 
  contracts for each commodity) shall be required on and after October 27, 2006.

 <Price Limit>
* For December 2006 contracts of Gasoline and Kerosene, as well as for the November 2006 contract of  Rubber, no price limit will be imposed on and after October 26, 2006.
* For December 2006 contracts of Gold (including Gold Options), Silver, Platinum, Palladium and
 Aluminum, no price limit will be imposed on and after October 27, 2006.

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