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Product Details
| The ISE Water Index includes companies engaged in water distribution, water filtration, flow technology, and other water solutions. |
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ISE Water Index (HHO)
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Closing Price: 68.34
Settlement Value: 01/2010 - 75.78
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| Daily Change | -0.3355 | Year-to-date Return | -6.87 |
| Divisor | 10913677.84440000 | 1 yr Return | 19.78 |
| Daily high/low | 68.62/66.97 | 3 yr Return | -11.31 |
| 52-wk high/low | 76.20/44.76 | 5 yr Return | 30.99 |
| Month-to-date Return | -1.03 | Annualized Volatility | 18.82 |
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Index Changes for ISE Water Index (HHO)
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Select year:
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No file available for the year 2010
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| ISE Water Index (HHO) |
PRODUCT SPECIFICATION
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| Symbol |
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HHO |
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| Index Description |
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The ISE Water Index includes companies engaged in water distribution, water filtration, flow technology, and other water solutions. |
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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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JYY |
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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 Water Index (HHO) |
Download all ISE Index Components
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Divisor: 10913677.84440000
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As of: 02-08-10 |
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| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| A | Agilent Technologies Inc | 531,787 | 29.17 | 2.08 % |
| ACM | Aecom Technology Corp | 626,478 | 25.45 | 2.14 % |
| ACO | Amcol Intl Corp | 574,842 | 24.15 | 1.86 % |
| ASH | Ashland Inc | 602,530 | 41.65 | 3.36 % |
| AWK | American Water Works Co Inc | 1,428,380 | 21.68 | 4.15 % |
| AWR | American States Water Co | 678,040 | 32.74 | 2.98 % |
| BMI | Badger Meter Inc | 414,794 | 36.66 | 2.04 % |
| CCC | Calgon Carbon Corp | 1,121,065 | 12.9 | 1.94 % |
| CWCO | Consolidated Water Co (Cayman) | 768,437 | 13.29 | 1.37 % |
| CWT | California Water Services Group | 733,612 | 36.03 | 3.54 % |
| DHR | Danaher Corp | 437,352 | 71.01 | 4.16 % |
| ERII | Energy Recovery Inc. | 1,463,798 | 6.03 | 1.18 % |
| FELE | Franklin Electric Co | 554,811 | 25.73 | 1.91 % |
| FLOW | Flow Intl Corp | 3,420,611 | 3.25 | 1.49 % |
| FLS | Flowserve Corp | 164,412 | 92.11 | 2.03 % |
| HOO | Cascal N.V. | 1,740,523 | 5.5 | 1.28 % |
| IEX | IDEX Corp | 1,012,668 | 29.02 | 3.94 % |
| INSU | Insituform Technologies Inc | 1,202,957 | 20.71 | 3.34 % |
| ITRI | Itron Inc | 244,640 | 60.64 | 1.99 % |
| ITT | ITT Corporation | 614,390 | 48.51 | 4.00 % |
| LNN | Lindsay Corporation | 443,007 | 36.61 | 2.17 % |
| MIL | Millipore Corp | 392,764 | 67.94 | 3.58 % |
| MWA | Mueller Water Products | 4,590,925 | 5.03 | 3.10 % |
| NLC | Nalco Holding | 1,311,875 | 21.93 | 3.86 % |
| NWPX | Northwest Pipe Co | 367,588 | 22.48 | 1.11 % |
| PICO | PICO Holdings Inc | 477,063 | 30.84 | 1.97 % |
| PLL | Pall Corp | 682,739 | 33.92 | 3.11 % |
| PNR | Pentair Inc | 1,001,409 | 30.32 | 4.07 % |
| ROP | Roper Industries Inc | 507,522 | 52.52 | 3.57 % |
| SBS | Cia de Saneamento Basico Es de S Paulo ADR | 807,902 | 33.55 | 3.63 % |
| SWWC | Southwest Water Co | 1,625,637 | 5.92 | 1.29 % |
| TTEK | Tetra Tech Inc | 1,202,760 | 20.79 | 3.35 % |
| VE | Veolia Environnement ADR | 957,605 | 32.15 | 4.13 % |
| VMI | Valmont Industries Inc | 292,506 | 69.53 | 2.73 % |
| WTR | Aqua America Inc | 1,852,194 | 16.92 | 4.20 % |
| WTS | Watts Industries Inc A | 872,077 | 28.48 | 3.33 % |
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