|
|
|
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. |
|
|
|
|
ISE Natural Gas Index (FUM)
|
Closing Price: 94.91
Settlement Value: 08/2010 - 92.05
|
|
| Daily Change | 0.9796 | Year-to-date Return | -10.33 |
| Divisor | 46846660.19520000 | 1 yr Return | 12.65 |
| Daily high/low | 94.91/93.42 | 3 yr Return | -16.91 |
| 52-wk high/low | 116.47/84.25 | 5 yr Return | 3.00 |
| Month-to-date Return | 4.71 | Annualized Volatility | 26.99 |
|
|
|
Index Changes for ISE Natural Gas Index (FUM)
|
Select year:
|
|
|
| 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) |
Download all ISE Index Components
|
|
Divisor: 46846660.19520000
|
As of: 09-03-10 |
| |
| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| APA | Apache Corp | 1,725,182 | 91.3 | 3.54 % |
| APC | Anadarko Petroleum Corp | 3,865,663 | 50.24 | 4.37 % |
| CHK | Chesapeake Energy Corp | 6,556,252 | 21.38 | 3.15 % |
| COG | Cabot Oil & Gas A | 4,364,930 | 28.9 | 2.84 % |
| DVN | Devon Energy Corp | 2,370,100 | 62.94 | 3.36 % |
| ECA | EnCana Corp. (US) | 4,817,955 | 28.19 | 3.05 % |
| FST | Forest Oil | 5,159,567 | 28 | 3.25 % |
| GDP | Goodrich Petroleum Corp | 10,827,483 | 13.72 | 3.34 % |
| GMXR | GMX Resources Inc | 23,012,257 | 4.52 | 2.34 % |
| HES | Hess Corp | 3,022,377 | 54.89 | 3.73 % |
| HK | Petrohawk Energy Corp | 7,755,451 | 15.78 | 2.75 % |
| MUR | Murphy Oil Corp | 2,977,259 | 57.08 | 3.82 % |
| NBL | Noble Energy Inc | 2,524,946 | 72.67 | 4.13 % |
| NFX | Newfield Exploration Co | 2,970,142 | 50.01 | 3.34 % |
| PQ | Petroquest Energy Inc | 21,830,547 | 6.13 | 3.01 % |
| RDS.A | Royal Dutch Shell - A shares (ADR) | 3,082,940 | 55.44 | 3.84 % |
| RRC | Range Resources Corp | 3,369,958 | 35.2 | 2.67 % |
| SGY | Stone Energy Corp | 11,966,374 | 11.98 | 3.22 % |
| SM | SM Energy Co | 3,467,397 | 39.62 | 3.09 % |
| STO | Statoil ASA ADR | 7,725,779 | 19.86 | 3.45 % |
| STR | Questar Corp | 10,486,979 | 16.89 | 3.98 % |
| SU | Suncor Energy Inc [US List] | 4,938,736 | 32.07 | 3.56 % |
| SWN | Southwestern Energy Co | 3,679,026 | 33.78 | 2.80 % |
| TLM | Talisman Energy (US) | 9,452,665 | 16.36 | 3.48 % |
| TOT | Total SA ADR | 3,429,124 | 49.21 | 3.80 % |
| UPL | Ultra Petroleum Corp | 3,271,487 | 41 | 3.02 % |
| XCO | EXCO Resources | 8,818,016 | 13.99 | 2.77 % |
| XEC | Cimarex Energy Co | 2,039,465 | 67.98 | 3.12 % |
| XOM | Exxon Mobil Corp | 5,222,512 | 61.06 | 7.17 % |
|
|