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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: 100.43
Settlement Value: 01/2010 - 112.76
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| Daily Change | -0.2843 | Year-to-date Return | -5.12 |
| Divisor | 45140958.28660000 | 1 yr Return | 29.84 |
| Daily high/low | 102.48/99.88 | 3 yr Return | -9.36 |
| 52-wk high/low | 114.64/51.10 | 5 yr Return | 55.51 |
| Month-to-date Return | -1.03 | Annualized Volatility | 32.66 |
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Index Changes for ISE Natural Gas Index (FUM)
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Select year:
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No file available for the year 2010
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| ISE Natural Gas Index (FUM) |
PRODUCT SPECIFICATION
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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: 45140958.28660000
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As of: 02-09-10 |
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| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| AAV | Advantage Oil & Gas Ltd | 24,088,958 | 6.49 | 3.45 % |
| APA | Apache Corp | 1,517,174 | 97.19 | 3.25 % |
| APC | Anadarko Petroleum Corp | 2,475,775 | 62.33 | 3.40 % |
| BEXP | Brigham Exploration Co | 12,899,388 | 14.41 | 4.10 % |
| CHK | Chesapeake Energy Corp | 6,234,051 | 24.24 | 3.33 % |
| COG | Cabot Oil & Gas A | 3,744,658 | 37.66 | 3.11 % |
| CVX | Chevron Corp | 1,846,324 | 70.13 | 2.86 % |
| DPTR | Delta Petroleum Corp | 186,454,790 | 1.14 | 4.69 % |
| DVN | Devon Energy Corp | 2,247,146 | 66.14 | 3.28 % |
| ECA | EnCana Corp. (US) | 5,080,332 | 30.33 | 3.40 % |
| EOG | EOG Resources | 1,668,451 | 91.58 | 3.37 % |
| FST | Forest Oil | 7,142,795 | 23.73 | 3.74 % |
| HK | Petrohawk Energy Corp | 6,475,877 | 21.66 | 3.09 % |
| KWK | Quicksilver Resources Inc | 10,893,034 | 13.61 | 3.27 % |
| LINE | Linn Energy LLC | 5,670,229 | 25.2 | 3.15 % |
| ME | Mariner Energy Inc | 11,026,896 | 13.7 | 3.33 % |
| NBL | Noble Energy Inc | 2,159,600 | 72.6 | 3.46 % |
| NFX | Newfield Exploration Co | 3,486,406 | 49.14 | 3.78 % |
| PQ | Petroquest Energy Inc | 25,915,196 | 5.36 | 3.06 % |
| PXD | Pioneer Natural Resources | 3,524,060 | 44.27 | 3.44 % |
| RDS.A | Royal Dutch Shell - A shares (ADR) | 2,421,491 | 53.85 | 2.88 % |
| RRC | Range Resources Corp | 3,309,594 | 46.44 | 3.39 % |
| SGY | Stone Energy Corp | 8,175,979 | 14.61 | 2.63 % |
| STR | Questar Corp | 3,660,637 | 39.8 | 3.21 % |
| SWN | Southwestern Energy Co | 3,463,696 | 41.76 | 3.19 % |
| TLM | Talisman Energy (US) | 8,420,539 | 16.9 | 3.14 % |
| UPL | Ultra Petroleum Corp | 3,082,228 | 45.6 | 3.10 % |
| XCO | EXCO Resources | 7,493,225 | 17.96 | 2.97 % |
| XEC | Cimarex Energy Co | 3,019,352 | 52.29 | 3.48 % |
| XTO | XTO Energy Inc | 3,460,356 | 44.97 | 3.43 % |
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