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Natural Gas Option on Winter Futures Strip Options
Type
| Natural Gas Option on Winter Futures Strip | |||||
|---|---|---|---|---|---|
| Underlying Futures | Henry Hub Natural Gas Last Day Financial Futures (NN) | ||||
| Product Symbol | CME Globex: A6I CME ClearPort: 6I Open Outcry: 6I |
||||
| Venue | CME Globex, CME ClearPort, Open Outcry (New York) | ||||
| Hours (All Times are New York Time/ET) |
CME Globex: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | |||
| CME ClearPort: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | ||||
| Open Outcry: | Monday – Friday 9:00 AM to 2:30 PM (8:00 AM to 1:30 PM CT) | ||||
| Contract Unit | 5 consecutive underlying futures, (November through March) | ||||
| Price Quotation | U.S. dollars and cents per mmBtu. | ||||
| Option Style | European (Exercise only on Expiration) | ||||
| Minimum Fluctuation | $0.0001 per MMBtu | ||||
| Expiration of Trading | 3 business days prior to the expiration of the first underlying month of the Henry Hub Natural Gas Last Day Financial Futures in the strip. | ||||
| Listed Contracts | CME Clearport and Open Outcry: | Nearest 5 November to March strips | |||
| CME Globex: | 1 consecutive month | ||||
| Strike Prices | Twenty strike prices in increments of $0.0500 per MMBtu above and below the at-the-money strike price, for a total of at least 41 strike prices. Strike price boundaries are adjusted according to price movements of underlying futures contract. | ||||
| Settlement Type | Exercise into underlying Henry Hub Natural Gas Las Day Financial Futures (NN) | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 353 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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