Notice to Members
Notice No. 484 12/17/2004
Expansion of Trading Months for Natural Gas Calendar Spread Options
Please be advised that beginning Monday, December 20 2004, the Exchange will list an additional expiration on its Natural Gas Calendar Spread Option Contract. Beginning that day, there will be an option listed on the spread between the first nearby October Futures and the subsequent January futures. Under current listings, this will involve an option contract on the spread between the October 2005 and January 2006 Natural Gas futures 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 December – second nearby December, and first nearby April – second nearby October and first nearby October – second nearby April contracts 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