• Strike Interval Change for Henry Hub Natural Gas European Option

      • To
      • Clearing Member Firms; Bookkeeping Software Providers; ISVs
      • From
      • CME Clearing
      • #
      • 13-200
      • Notice Date
      • 29 April 2013
      • Effective Date
      • 12 May 2013
    • Effective Sunday, May 12, 2013 for trade date Monday, May 13, 2013, the New York Mercantile Exchange, Inc. (NYMEX or EXCHANGE) will amend the strike price interval forHenry Hub Natural Gas European Option(Clearing Code LN/Globex Code LNE).  Specifically, the strike price interval will increase from the current 0.01 for pre-listed strike prices to 0.05 on CME Globex, the NYMEX Trading Floor and for submission for clearing on CME ClearPort. Dynamic strike price creation at 0.01 intervals is still available on the NYMEX Trading Floor and for submission for clearing on CME ClearPort.
       

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