• Change to SecuritySubType for Natural Gas Inter-commodity Spreads

      • To
      • CME Globex and Market Data Customers
      • From
      • GMSS
      • #
      • 20160223
      • Notice Date
      • 23 February 2016
      • Effective Date
      • 23 February 2016
    • Effective this Sunday, February 28 (trade date Monday, February 29), CME Globex will modify the security sub type for the following Natural Gas Inter-commodity futures spreads from Inter-commodity (IS) to Reduced Tick (RT) spread:

      Product iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset
      iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset
      Current Tag 762-SecuritySubType New Tag 762-SecuritySubType
      Henry Hub Natural Gas Futures: Henry Hub Natural Gas Look-Alike Last-Day Financial Futures (NG:HH) NG NG NG IS RT
      Henry Hub Natural Gas Look-Alike Penultimate Financial Futures: Henry Hub Natural Gas Futures (HP:NG) HP HX HP IS RT
      Henry Hub Natural Gas Look-Alike Penultimate Financial Futures: Henry Hub Natural Gas Look-Alike Last-Day Financial Futures (HP:HH) HP HX HP IS RT
      Henry Hub Natural Gas Penultimate Financial Futures: Henry Hub Natural Gas Last Day Financial Futures (NP:NNE) NP HX NP IS RT

      Please see Reduced Tick Spread (RTS) instruments for additional information on this spread type.

      These contracts are listed with, and subject to, the rules and regulations of NYMEX.​