1. Contracts to be affected: Nearest 3 Contract Months
2. Intervals between Strike Prices
| Strike Price Level |
New |
Current |
| Less than 10,000 yen |
250 yen intervals |
500 yen intervals |
| 10,000 yen or above |
(Same as Current) 500 yen intervals |
3. Number of Strike Prices to be Listed
|
New |
Current |
| Nearest 3 Contract Months |
At least 8 Strike Prices each above and below the ATM Strike Price |
At least 4 Strike Prices each above and below the ATM Strike Price |
(Note) 1: The at-the-money (ATM) strike price shall mean the strike price closest to the closing value of Nikkei Stock Average of the previous business day.
2: In case a day to list additional strike prices falls within the same week as the last trading day, no additional strike prices will be listed.
|
| * |
As of March 10, 2006 (the day on which these modifications comes into effect), additional strike prices will be listed for the nearest 3 contract months (April '06 Contracts, May '06 Contracts and June '06 Contracts) as described in the above 3. |
|
