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Product Details
| The ISE-REVERE Natural Gas Index has been created to allow investors to quickly take advantage of both event-driven news and long term trends in the Natural Gas industry. The securities selected for the index derive a substantial portion of their revenues from the exploration and production of natural gas. |
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ISE Natural Gas Index (FUM)
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Closing Price: 110.73
Settlement Value: 06/2011 - 125.97
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| Daily Change | 0.0250 | Year-to-date Return | 0.28 |
| Divisor | 44681780.02460000 | 1 yr Return | -13.43 |
| Daily high/low | 111.44/109.60 | 3 yr Return | 43.15 |
| 52-wk high/low | 142.64/90.68 | 5 yr Return | -0.06 |
| Month-to-date Return | 4.14 | Annualized Volatility | 30.25 |
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Index Changes for ISE Natural Gas Index (FUM)
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Select year:
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| ISE Natural Gas Index (FUM) |
PRODUCT SPECIFICATION
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| Symbol |
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FUM |
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| Index Description |
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The ISE-REVERE Natural Gas Index has been created to allow investors to quickly take advantage of both event-driven news and long term trends in the Natural Gas industry. The securities selected for the index derive a substantial portion of their revenues from the exploration and production of natural gas. |
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| Index Multiplier |
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100. The index multiplier means that the options premiums are multiplied by 100 to obtain the actual premium amount. |
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| Price Interval |
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Strike price intervals are at least $2.50. |
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Minimum Trading
Increments |
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The minimum trading increment for an options contract trading at less than $3.00 is $0.05. The minimum trading increment for an options contract trading at $3.00 or higher is $0.10. |
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| Expiration Date |
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Saturday following the third Friday of the expiration month. |
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| Expiration Months |
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Up to four near-term months followed by one additional month from the March quarterly cycle (March, June, September and December). |
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| Exercise Style |
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European. Options generally may be exercised only on the last business day before expiration. |
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| Last Trading Day |
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Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated. |
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| Settlement Type |
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A.M., cash settlement |
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Settlement Value
Symbol |
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WQW |
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| Settlement Value |
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The exercise-settlement value is calculated using the opening (first) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the day in which the exercise-settlement value is determined, the last reported sales price will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash on the business day following expiration. |
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Position and Exercise
Limits |
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The position and exercise limits are 31,500 contracts on the same side of the market. Position and Exercise limits are subject to change. |
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| Trading Hours |
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9:30 A.M. - 4:00 P.M. Eastern Time (New York time). This options product is exclusively traded at the ISE. In the event of a wide-scale disruption to the ISE Options Market, this product will be temporarily unavailable for trading. ISE will communicate with market participants in the event of a wide-scale disruption so that investors holding open positions in an exclusively traded product are made aware of such an event.
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| ISE Natural Gas Index (FUM) |
Download all ISE Index Components
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Divisor: 44681780.02460000
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As of: 02-09-12 |
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| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| APA | Apache Corp | 1,782,281 | 105.11 | 3.79 % |
| APC | Anadarko Petroleum Corp | 2,164,944 | 86.82 | 3.80 % |
| CHK | Chesapeake Energy Corp | 7,045,285 | 22.11 | 3.15 % |
| COG | Cabot Oil & Gas A | 4,280,284 | 33.05 | 2.86 % |
| COP | ConocoPhillips | 2,414,687 | 72.25 | 3.53 % |
| CRK | Comstock Res Inc | 9,144,038 | 12.49 | 2.31 % |
| DVN | Devon Energy Corp | 2,610,227 | 66.26 | 3.50 % |
| ECA | EnCana Corp | 9,062,948 | 19.55 | 3.58 % |
| EOG | EOG Resources | 1,674,571 | 111.42 | 3.77 % |
| EQT | EQT Corporation | 3,067,386 | 49.9 | 3.09 % |
| FST | Forest Oil | 10,268,128 | 13.99 | 2.90 % |
| KWK | Quicksilver Resources Inc | 21,635,955 | 5.41 | 2.37 % |
| MUR | Murphy Oil Corp | 3,184,908 | 61.2 | 3.94 % |
| NBL | Noble Energy Inc | 1,818,661 | 104.36 | 3.84 % |
| NFX | Newfield Exploration Co | 4,148,441 | 38.17 | 3.20 % |
| PQ | Petroquest Energy Inc | 26,811,222 | 6.18 | 3.35 % |
| QEP | QEP Resources | 5,424,187 | 30.41 | 3.33 % |
| RDS.A | Royal Dutch Shell PLC A ADR | 2,416,030 | 72.54 | 3.54 % |
| RRC | Range Resources Corp | 2,550,077 | 61.68 | 3.18 % |
| SD | Sandridge Energy Inc | 22,710,682 | 7.35 | 3.37 % |
| SGY | Stone Energy Corp | 6,682,181 | 32.4 | 4.38 % |
| SM | SM Energy Co | 2,276,424 | 75.81 | 3.49 % |
| STO | Statoil ASA ADR | 6,519,201 | 26.68 | 3.52 % |
| STR | Questar Corp | 9,081,898 | 19.67 | 3.61 % |
| SWN | Southwestern Energy Co | 4,722,390 | 32.93 | 3.14 % |
| TLM | Talisman Energy Inc | 13,999,735 | 12.78 | 3.62 % |
| UPL | Ultra Petroleum Corp | 5,047,551 | 23.97 | 2.45 % |
| XCO | EXCO Resources | 14,900,233 | 7.43 | 2.24 % |
| XEC | Cimarex Energy Co | 2,546,339 | 67.83 | 3.49 % |
| XOM | Exxon Mobil Corp | 2,135,932 | 85.32 | 3.68 % |
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