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ISE Global
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| The International Securities Exchange (ISE) operates the US’s leading options exchange and offers options trading on over 2,000 underlying equity, ETF, index, and FX products. As the first all-electronic options exchange in the U.S., ISE transformed the options industry by creating efficient markets through innovative market structure and technology. ISE continues to expand its marketplace through the ongoing development of enhanced trading functionality and new product introductions. |
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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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ISE Natural Gas Index (FUM)
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Closing Price: 97.29
Settlement Value: 07/2010 - 97.83
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| Daily Change | -1.1113 | Year-to-date Return | -8.09 |
| Divisor | 46846660.19520000 | 1 yr Return | 16.60 |
| Daily high/low | 98.60/96.83 | 3 yr Return | -16.63 |
| 52-wk high/low | 116.47/81.12 | 5 yr Return | 13.10 |
| Month-to-date Return | 5.68 | Annualized Volatility | 31.73 |
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Index Changes for ISE Natural Gas Index (FUM)
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Select year:
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| ISE Natural Gas Index (FUM) |
PRODUCT SPECIFICATION
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| Symbol |
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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: 46846660.19520000
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As of: 07-29-10 |
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| TICKER | NAME | ASSIGNED SHARES | PRICE | WEIGHT |
| APA | Apache Corp | 1,725,182 | 94.37 | 3.57 % |
| APC | Anadarko Petroleum Corp | 3,865,663 | 48.82 | 4.14 % |
| CHK | Chesapeake Energy Corp | 6,556,252 | 21.12 | 3.04 % |
| COG | Cabot Oil & Gas A | 4,364,930 | 30.01 | 2.87 % |
| DVN | Devon Energy Corp | 2,370,100 | 62.65 | 3.26 % |
| ECA | EnCana Corp. (US) | 4,817,955 | 30.3 | 3.20 % |
| FST | Forest Oil | 5,159,567 | 29.22 | 3.31 % |
| GDP | Goodrich Petroleum Corp | 10,827,483 | 12.72 | 3.02 % |
| GMXR | GMX Resources Inc | 23,012,257 | 6.21 | 3.14 % |
| HES | Hess Corp | 3,022,377 | 52.47 | 3.48 % |
| HK | Petrohawk Energy Corp | 7,755,451 | 16.06 | 2.73 % |
| MUR | Murphy Oil Corp | 2,977,259 | 54.87 | 3.58 % |
| NBL | Noble Energy Inc | 2,524,946 | 67.58 | 3.74 % |
| NFX | Newfield Exploration Co | 2,970,142 | 53.41 | 3.48 % |
| PQ | Petroquest Energy Inc | 21,830,547 | 6.9 | 3.31 % |
| RDS.A | Royal Dutch Shell - A shares (ADR) | 3,082,940 | 55.91 | 3.78 % |
| RRC | Range Resources Corp | 3,369,958 | 38.2 | 2.82 % |
| SGY | Stone Energy Corp | 11,966,374 | 11.91 | 3.13 % |
| SM | SM Energy Co | 3,467,397 | 41.77 | 3.18 % |
| STO | Statoil ASA ADR | 7,725,779 | 21.28 | 3.61 % |
| STR | Questar Corp | 10,486,979 | 16.64 | 3.83 % |
| SU | Suncor Energy Inc [US List] | 4,938,736 | 31.82 | 3.45 % |
| SWN | Southwestern Energy Co | 3,679,026 | 37.03 | 2.99 % |
| TLM | Talisman Energy (US) | 9,452,665 | 16.76 | 3.48 % |
| TOT | Total SA ADR | 3,429,124 | 49.92 | 3.76 % |
| UPL | Ultra Petroleum Corp | 3,271,487 | 43.17 | 3.10 % |
| XCO | EXCO Resources | 8,818,016 | 14.88 | 2.88 % |
| XEC | Cimarex Energy Co | 2,039,465 | 70.28 | 3.15 % |
| XOM | Exxon Mobil Corp | 5,222,512 | 60.91 | 6.98 % |
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