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Product Details
The ISE Semiconductors Index includes manufacturers of semiconductors and related equipment.
Historical Index Values
Index Methodology Guide

ISE Semiconductors Index (BYT)
Closing Price: 48.11
Settlement Value: 01/2010 - 53.54
Daily Change1.5520Year-to-date Return-10.93
Divisor5959637341.479700001 yr Return40.62
Daily high/low48.18/47.013 yr Return-20.74
52-wk high/low54.77/29.335 yr Return-10.96
Month-to-date Return0.13Annualized Volatility31.76
Index Changes for ISE Semiconductors Index (BYT)

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No file available for the year 2010
ISE Semiconductors Index (BYT)
PRODUCT SPECIFICATION
Symbol BYT
 
Index Description The ISE Semiconductors Index includes manufacturers of semiconductors and related equipment.
 
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 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
SDW
 
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 24,000 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 Semiconductors Index (BYT)


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Divisor: 5959637341.47970000

As of: 02-08-10
 
TICKER NAME ASSIGNED SHARES PRICE WEIGHT
ADIAnalog Devices Inc291,862,00026.92.74 %
ALTRAltera Corp295,372,00021.682.23 %
AMATApplied Materials Inc1,217,048,81312.235.19 %
AMDAdvanced Micro Devices563,052,0007.351.44 %
ASMLAsml Holding NV NYShs394,625,55531.084.28 %
BRCMBroadcom Corp A419,002,04729.394.30 %
INTCIntel Corp3,835,155,04219.4726.05 %
ISILIntersil Corp A122,685,00013.850.59 %
KLACKLA-Tencor Corporation170,892,00028.791.72 %
LLTCLinear Technology Corp223,115,00026.62.07 %
LRCXLam Research Corp127,250,00033.291.48 %
LSILSI Corporation653,158,0005.151.17 %
MCHPMicrochip Technology Inc183,592,00026.281.68 %
MRVLMarvell Technology Group Ltd (Bermuda)499,411,01418.173.17 %
MUMicron Technology Inc849,857,0008.72.58 %
MXIMMAXIM INTEGRATED305,233,00017.661.88 %
NSMNational Semiconductor236,612,00013.71.13 %
NVDANvidia Corp554,900,00016.223.14 %
STMSTMicroelectronics NV NYShs659,972,5758.111.87 %
TSMTaiwan Semicond Mnfgr ADR4,726,219,8829.5615.76 %
TXNTexas Instruments Inc1,143,279,29222.979.16 %
UMCUnited Microelectronics Corp ADR2,597,554,0003.453.13 %
WFRMEMC Electronic Materials223,562,00012.490.97 %
XLNXXilinx Inc276,860,00023.622.28 %