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ICE Futures Europe

ICE Futures Europe Dutch TTF Natural Gas Options

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Description

The ICE Endex Dutch TTF Natural Gas Options contract is an option on the ICE Endex Dutch TTF Natural Gas TTF Futures contract. At expiry, one lot of Dutch TTF Natural Gas Options will exercise into one lot of Dutch TTF Natural Gas Futures.

Market Specifications

Trading Screen Product Name
IFEU Dutch TTF Natural Gas Futures
Trading Screen Hub Name
TTF
Contract Symbol
TFN
Contract Series
Up to 156 consecutive monthly Contract Periods, or as otherwise determined by the Exchange. Quarterly, seasonal, calendar, and any period of consecutive monthly contracts can be registered as a strip
Contract Size
1 MW per day in contract period (i.e. month, quarter, season or year) x 23, 24 or 25 hours (summer or winter time).
Unit of Trading
1 MW
Price Quotation
The contract price is in Euros and Euro cents per MWh
Minimum Trading Size
Options: 5 lots = 5 MW
Block Order: 1 lot = 1 MW
Minimum Price Fluctuation
0.5 Euro Cents Per MWh (€0.005/MWh)
Tick Value
Contract Size x Minimum Trade Size x Minimum Price Flux
Last Trading Day
Trading will cease when the intraday reference price of the underlying futures contract is set, five calendar days before the start of the contract month. If that day is a non-business day or non-UK business day, expiry will occur on the nearest prior business day, except where that day is also the expiry date of the underlying futures contract, in which case expiry will occur on the preceding business day.
Option Style
European Style
Option Premium
Futures Style
Delivery Terms
Expires into a corresponding ICE Futures Europe Dutch TTF Natural Gas Futures contract with European-style exercise. If the option is not abandoned, automatic exercise will occur for options which are one or more ticks in the money.

At-The-Money and Out-of-The-Money options will expire worthless. Members will have up to one hour after cessation of trading on the option expiry day to manually abandon or exercise an option.
Exchange Rulebook
MIC Code
IFEU
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
New York2:00 AM - 12:00 PM
02:00 - 12:00
1:45 AM
01:45
London7:00 AM - 5:00 PM
07:00 - 17:00
6:45 AM
06:45
Singapore2:00 PM - 12:00 AM
14:00 - 00:00
1:45 PM
13:45

Codes

Clearing Admin Name
O-Dutch TTF IFEU
Physical
TFN
Logical
TFN
GMI (FC)
ION A.C.N.
Symbol Code
TFN