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Natural Gas Winter Strip Options Contract Specs

Options
Contract Unit 5 consecutive underlying futures, (November through March)
Minimum Price Fluctuation $0.0001 per MMBtu
Price Quotation U.S. dollars and cents per mmBtu.
Trading Hours CME Globex: Sunday - Friday 6:00 p.m. - 5:15 p.m. New York time/ET (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. New York time/ET (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 a.m. - 2:30 p.m. New York time/ET (8:00 a.m. - 1:30 p.m. Chicago Time/CT)
Product Code CME Globex: A6I
CME ClearPort: 6I
Open Outcry: 6I
Clearing: 6I
Listed Contracts CME Globex: 1 consecutive month
CME Clearport and Open Outcry: Nearest 5 November to March strips
Termination 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.
Position Limits NYMEX Position Limits
Exchange Rulebook NYMEX 353
Block Minimum Block Minimum Thresholds
Vendor Codes Quote Vendor Symbols Listing
Strike Prices Strike Price Interval 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.
Exercise Style European (Exercise only on Expiration)
Settlement Method Deliverable
Underlying Henry Hub Natural Gas Last Day Financial Futures