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ICE Futures U.S.

Option on Henry LD1 Fixed Price Future

Description

An Option on Henry LD1 Fixed Price Future. The monthly cash settled Exchange Futures Contract based upon the monthly price published by NYMEX for the location specified in Reference Price A.

Market Specifications

Trading Screen Product Name
NG LD1 Futures
Trading Screen Hub Name
Henry
Trading Screen Product Name
NG LD1 Futures
Trading Screen Hub Name
Henry
Contract Symbol
H
Contract Size
2500 MMBtus
Currency
USD
Settlement Method
Exercise into underlying Futures Contracts
Contract Series
156 Consecutive monthly contracts
Minimum Price Fluctuation
The price quotation convention shall be One tenth of a cent ($0.001) per MMBtu; minimum price fluctuation may vary by trade type. Please see Table in Resolution 1 to this Chapter 18.
Last Trading Day
At 2:30pm EPT on the third Business Day prior to the first calendar day of the Contract Period.
Option Style
European
Exercise Procedure
Automatic Only

Manual exercise or abandon is not permitted

Options which are "in the money", with respect to Reference Price A, exercise automatically into the Underlying Futures Contract with a contract price equal to the Strike Price.
Options which are "out of the money", expire automatically.

The Last Trading Day
REFERENCE PRICE A
NATURAL GAS-NYMEX
a) Ref Price A - Description
"NATURAL GAS-NYMEX" means that the price for a Pricing Date will be that day's Specified Price per MMBtu of natural gas on the NYMEX of the Henry Hub Natural Gas Futures Contract for the Delivery Date, stated in U.S. Dollars, as made public by the NYMEX on that Pricing Date.
b) Ref Price A - Pricing Date
The last scheduled trading day of the NYMEX Henry Hub Natural Gas Futures Contract for the Delivery Date
c) Ref Price A - Specified Price
Settlement Price
d) Ref Price A - Pricing calendar
NYMEX
e) Ref Price A - Delivery Date
Contract Period
Strike Price Listing
A minimum of 10 Strike Prices in increments of $0.25 per MMBtu above and below the at-the-money Strike Price. Strike Price boundaries are adjusted according to futures price movements. User-defined Strike Prices are allowed in $0.001 increments.
MIC Code
IFED
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
NEW YORK
7:50 PM - 6:00 PM*
19:50 - 18:00
7:40 PM
19:40
LONDON
12:50 AM - 11:00 PM
00:50 - 23:00
12:40 AM
00:40
SINGAPORE
8:50 AM - 7:00 AM*
08:50 - 07:00
8:40 AM
08:40

*Next Day

Sunday Pre-Open 5:10 PM ET; Sunday Open 5:50 PM ET; Closed on Saturday

Codes

Clearing Admin Name
O-Henry Nat Gas
Physical
H
Logical
HNG
GMI (FC)
NN
ION A.C.N.
R754
Symbol Code
HNG