Notice to Members
Notice No. 359 09/30/2004
Expansion of Trading Months for Natural Gas Calendar Spread Options
Please be advised that beginning Friday, October 1, 2004, the Exchange will an additional expiration month on its Natural Gas Calendar Spread Option Contracts. Beginning that day, there will be an option listed on the spread between the first nearby January Futures and the second nearby January futures. Under current listings, this will involve options on the spread between the January 2005 and January 2006 Natural Gas contracts. This will be in addition to the current listings of 24 consecutive options on one–month spreads. The Options on Spreads between the first and third nearby months, the first and fourth nearby months, and the second and fourth nearby months, as well as the spreads between first nearby June – first nearby December, first nearby December – first nearby June, the first nearby April – first nearby October, the first nearby October – first nearby April, and the first nearby December – second nearby December will continue to be listed for Natural Gas Calendar Spread Options.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com