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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.
Research Report
Historical Index Values
Index Methodology Guide

ISE Natural Gas Index (FUM)
Closing Price: 100.43
Settlement Value: 01/2010 - 112.76
Daily Change-0.2843Year-to-date Return-5.12
Divisor45140958.286600001 yr Return29.84
Daily high/low102.48/99.883 yr Return-9.36
52-wk high/low114.64/51.105 yr Return55.51
Month-to-date Return-1.03Annualized Volatility32.66
Index Changes for ISE Natural Gas Index (FUM)

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No file available for the year 2010
ISE Natural Gas Index (FUM)
PRODUCT SPECIFICATION
Symbol FUM
 
Index Description 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.
 
Index Multiplier 100. The index multiplier means that the options premiums are multiplied by 100 to obtain the actual premium amount.
 
Price Interval Strike price intervals are at least $2.50.
 
Minimum Trading  
Increments
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.
 
Expiration Date Saturday following the third Friday of the expiration month.
 
Expiration Months Up to four near-term months followed by one additional month from the March quarterly cycle (March, June, September and December).
 
Exercise Style European. Options generally may be exercised only on the last business day before expiration.
 
Last Trading Day Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated.
 
Settlement Type A.M., cash settlement
 
Settlement Value  
Symbol
WQW
 
Settlement Value 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.
 
Position and Exercise  
Limits
The position and exercise limits are 31,500 contracts on the same side of the market. Position and Exercise limits are subject to change.
 
Trading Hours 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.
 
ISE Natural Gas Index (FUM)


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Divisor: 45140958.28660000

As of: 02-09-10
 
TICKER NAME ASSIGNED SHARES PRICE WEIGHT
AAVAdvantage Oil & Gas Ltd24,088,9586.493.45 %
APAApache Corp1,517,17497.193.25 %
APCAnadarko Petroleum Corp2,475,77562.333.40 %
BEXPBrigham Exploration Co12,899,38814.414.10 %
CHKChesapeake Energy Corp6,234,05124.243.33 %
COGCabot Oil & Gas A3,744,65837.663.11 %
CVXChevron Corp1,846,32470.132.86 %
DPTRDelta Petroleum Corp186,454,7901.144.69 %
DVNDevon Energy Corp2,247,14666.143.28 %
ECAEnCana Corp. (US)5,080,33230.333.40 %
EOGEOG Resources1,668,45191.583.37 %
FSTForest Oil7,142,79523.733.74 %
HKPetrohawk Energy Corp6,475,87721.663.09 %
KWKQuicksilver Resources Inc10,893,03413.613.27 %
LINELinn Energy LLC5,670,22925.23.15 %
MEMariner Energy Inc11,026,89613.73.33 %
NBLNoble Energy Inc2,159,60072.63.46 %
NFXNewfield Exploration Co3,486,40649.143.78 %
PQPetroquest Energy Inc25,915,1965.363.06 %
PXDPioneer Natural Resources3,524,06044.273.44 %
RDS.ARoyal Dutch Shell - A shares (ADR)2,421,49153.852.88 %
RRCRange Resources Corp3,309,59446.443.39 %
SGYStone Energy Corp8,175,97914.612.63 %
STRQuestar Corp3,660,63739.83.21 %
SWNSouthwestern Energy Co3,463,69641.763.19 %
TLMTalisman Energy (US)8,420,53916.93.14 %
UPLUltra Petroleum Corp3,082,22845.63.10 %
XCOEXCO Resources7,493,22517.962.97 %
XECCimarex Energy Co3,019,35252.293.48 %
XTOXTO Energy Inc3,460,35644.973.43 %