Effective Sunday, April 18, 2010, (trade date Monday, April 19) additional contract months will be listed for
the following contracts:
· Henry Hub Natural Gas Calendar Spread Option (codes IB, IC, IE, IM and IZ)
· Henry Hub Natural Gas Financial Calendar Spread Option (codes G2, G3, G5, G6 and G7) Option
The additional months will be available for trading on the NYMEX trading floor and for submission for clearing via
CME ClearPort.
Underlying Futures Spreads
The following table contains the underlying Futures Spreads of the Henry Hub Natural Gas Calendar Spread Options
and Henry Hub Natural Gas Financial Calendar Spread Options.
Two-Month (IB/G2) |
Three-Month (IC/G3) |
Five-Month (IE/G5) |
Six-Month (IM/G6) |
Twelve-Month (IZ/G7) |
May-July |
May-Aug |
May-Oct |
May-Nov |
May-May |
Jun-Aug |
Jun-Sep |
Jun-Nov |
Jun-Dec |
Jun-Jun |
July-Sept |
July-Oct |
July-Dec |
July-Jan |
July-July |
Aug-Oct |
Aug-Nov |
Aug-Jan |
Aug-Feb |
Aug-Aug |
Sep-Nov |
Sep-Dec |
Sep-Feb |
Sep-Mar |
Sep-Sep |
Oct-Dec |
Oct-Jan |
Oct-Mar |
Oct-Apr |
Oct-Oct |
Nov-Jan |
Nov-Feb |
Nov-Apr |
Nov-May |
Nov-Nov |
Dec-Feb |
Dec-Mar |
Dec-May |
Dec-Jun |
Dec-Dec |
Jan-Mar |
Jan-Apr |
Jan-Jun |
Jan-July |
Jan-Jan |
Feb-Apr |
Feb-May |
Feb-July |
Feb-Aug |
Feb-Feb |
Mar-May |
Mar-Jun |
Mar-Aug |
Mar-Sep |
Mar-Mar |
Apr-Jun |
Apr-Jul |
Apr-Sep |
Apr-Oct |
Apr-Apr |
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice. Thank you.