Price Limit and Margin for November 2006

2006.10.27

Margins and price limits to be applied for the trades in November 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 Nov 2006 75,000 37,500 - - 0.3 1.0
Dec 2006- May 2007 75,000 - - 10.0
Gold Dec 2006 90,000 45,000 - - 3 8
Feb 2007-
Oct 2007
90,000 - - 60
Gold Options All series
45,000 - - 60 3 8
Silver Dec 2006 162,000 81,000 - - 0.7 2.0
Feb 2007-
Aug 2007
162,000 - - 18.0
Oct 2007*7 81,000 - -
Platinum Dec 2006 75,000 75,000 - - 3 10
Feb 2007-
Oct 2007
75,000 - - 100
Palladium Dec 2006 60,000 60,000 - - 3 10
Feb 2007-
Oct 2007
60,000 - - 80
Crude Oil Nov 2006 90,000 - - - 30 200
Dec 2006-
Apr 2007
90,000 - - 1,200
Gasoline Dec 2006 135,000 67,500 - - 30 200
Jan 2007-   Jun 2007 135,000 - - 1,800
Kerosene Dec 2006 135,000 67,500 - - 30 200
Jan 2007- Jun 2007 135,000 - - 1,800
Aluminum Dec 2006 120,000 60,000 - - 0.5 1.2
Feb 2007-
Aug 2007
120,000 - - 8.0
Oct 2007 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

<Spot Month Additional Trading Margin>
* For January 2007 contracts of Gasoline and Kerosene, Spot Month Additional Trading Margins  
 (JPY67,500 for each) shall be required on and after November 27, 2006.
* For December 2006 contract of Rubber, Spot Month Additional Trading Margins (JPY37,500) shall be required on and after November 27, 2006.


 <Price Limit>
* For January 2007 contracts of Gasoline and Kerosene, as well as for the December 2006 contract of  Rubber, no price limit will be imposed on and after November 27, 2006.

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