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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: 70.62
Settlement Value: 08/2010 - 68.74
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| Daily Change | 1.0052 | Year-to-date Return | -3.76 |
| Divisor | 11007886.45740000 | 1 yr Return | 5.32 |
| Daily high/low | 70.68/69.65 | 3 yr Return | -18.45 |
| 52-wk high/low | 83.20/67.05 | 5 yr Return | 20.69 |
| Month-to-date Return | 4.92 | Annualized Volatility | 27.74 |
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Index Changes for ISE Water Index (HHO)
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Select year:
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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: 11007886.45740000
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As of: 09-03-10 |
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| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| ACM | Aecom Technology Corp | 398,191 | 23.15 | 1.19 % |
| ACO | Amcol Intl Corp | 594,500 | 26.5 | 2.03 % |
| ARJ | Arch Chemicals Inc | 304,896 | 32.4 | 1.27 % |
| ASH | Ashland Inc | 457,400 | 49.64 | 2.92 % |
| AWK | American Water Works Co Inc | 1,557,737 | 23.26 | 4.66 % |
| AWR | American States Water Co | 616,011 | 33.98 | 2.69 % |
| BMI | Badger Meter Inc | 386,578 | 39.13 | 1.95 % |
| CCC | Calgon Carbon Corp | 1,677,189 | 12.79 | 2.76 % |
| CR | Crane Co | 295,546 | 36.3 | 1.38 % |
| CWT | California Water Services Group | 896,892 | 35.35 | 4.08 % |
| DHR | Danaher Corp | 696,497 | 38.46 | 3.45 % |
| ERII | Energy Recovery Inc. | 9,634,002 | 3.43 | 4.25 % |
| FELE | Franklin Electric Co | 526,616 | 32.77 | 2.22 % |
| FLOW | Flow Intl Corp | 10,828,733 | 2.4 | 3.34 % |
| FLS | Flowserve Corp | 181,922 | 96.97 | 2.27 % |
| IDXX | IDEXX Laboratories Inc | 151,752 | 58.04 | 1.13 % |
| IEX | IDEX Corp | 507,480 | 32.22 | 2.10 % |
| ITRI | Itron Inc | 243,490 | 58.03 | 1.82 % |
| ITT | ITT Corporation | 669,600 | 45.38 | 3.91 % |
| LAYN | Layne Christensen | 385,874 | 24.77 | 1.23 % |
| LNN | Lindsay Corporation | 889,503 | 39.38 | 4.51 % |
| MLI | Mueller Industries | 608,467 | 25.03 | 1.96 % |
| MWA | Mueller Water Products | 7,006,827 | 2.67 | 2.41 % |
| NLC | Nalco Holding | 1,436,262 | 23.92 | 4.42 % |
| NWPX | Northwest Pipe Co | 1,257,720 | 15.77 | 2.55 % |
| PICO | PICO Holdings Inc | 480,177 | 28.22 | 1.74 % |
| PLL | Pall Corp | 427,419 | 36.72 | 2.02 % |
| PNR | Pentair Inc | 935,200 | 31.4 | 3.78 % |
| ROP | Roper Industries Inc | 269,534 | 60.85 | 2.11 % |
| SBS | Cia de Saneamento Basico Es de S Paulo ADR | 800,576 | 40.17 | 4.14 % |
| SWWC | Southwest Water Co | 2,639,373 | 10.98 | 3.73 % |
| TTEK | Tetra Tech Inc | 1,304,604 | 18.64 | 3.13 % |
| VE | Veolia Environnement ADR | 918,017 | 24.37 | 2.88 % |
| VMI | Valmont Industries Inc | 126,698 | 69.92 | 1.14 % |
| WTR | Aqua America Inc | 1,836,393 | 20.24 | 4.78 % |
| WTS | Watts Industries Inc A | 1,001,936 | 31.62 | 4.08 % |
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