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Henry Hub Natural Gas Options
Type
| Henry Hub Natural Gas Option | |||||
|---|---|---|---|---|---|
| Underlying Futures | Henry Hub Natural Gas Futures (NG) | ||||
| Product Symbol | ON | ||||
| Venue | CME Globex, CME ClearPort, Open Outcry (New York) | ||||
| Hours (All Times are New York Time/ET) |
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) | |||
| 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) | ||||
| Open Outcry: | Monday – Friday 9:00 AM to 2:30 PM (8:00 AM to 1:30 PM CT) | ||||
| Contract Unit | A Henry Hub Natural Gas Put (Call) Option traded on the Exchange represents an option to assume a short (long) position in the underlying Henry Hub Natural Gas Futures traded on the Exchange. | ||||
| Price Quotation | U.S. dollars and cents per mmBtu | ||||
| Option Style | American | ||||
| Minimum Fluctuation | $0.001 per MMBtu | ||||
| Expiration of Trading | Trading ends at the close of business on the business day immediately preceding the expiration of the underlying futures contract. | ||||
| Listed Contracts | Consecutive months for the balance of the current year plus 12 additional years. | ||||
| Strike Prices | Twenty strike prices in increments of $0.05 per mmBtu above and below the at-the-money strike price in all months, plus an additional 20 strike prices in increments of $0.05 per mmBtu above the at-the-money price will be offered in the first three nearby months, and the next 10 strike prices in increments of $0.25 per mmBtu above the highest and below the lowest existing strike prices in all months for a total of at least 81 strike prices in the first three nearby months and a total of at least 61 strike prices for four months and beyond. The at-the-money strike price is nearest to the previous day's close of the underlying futures contract. Strike price boundaries are adjusted according to futures price movements. | ||||
| Settlement Type | Exercise into Futures | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 370 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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