• Product Modification Summary: Amend Dynamically-Listed Strike Price Increments for Three (3) Henry Hub Natural Gas Financial Calendar Spread Option Contracts - Effective: December 16, 2019

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-388
      • Notice Date
      • 20 November 2019
      • Effective Date
      • 16 December 2019

    • Effective Sunday, December 15, for trade date Monday, December 16, the New York Mercantile Exchange, Inc. (NYMEX or EXCHANGE) will reduce the dynamic strike interval for the Henry Hub Natural Gas Financial Calendar Spread Options listed below. Specifically, the dynamic strike interval will reduce from the current 0.05 to 0.01 on CME Globex and for submission for clearing on CME ClearPort. The pre-listed strike intervals remain 0.05.

      For the full text of this advisory, please click here.

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