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ICE Futures Europe

UK NBP Natural Gas Futures

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Description

Contracts are for physical delivery through the transfer of rights in respect of Natural Gas at the National Balancing Point (NBP) Virtual Trading Point, operated by National Grid. Delivery is made equally each day throughout the delivery period.

Market Specifications

Trading Screen Product Name
UK NBP Natural Gas Futures
Trading Screen Hub Name
NBP
Contract Symbol
M
Contract Series
Up to 156 consecutive monthly contracts, 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
1,000 therms per day per delivery period (i.e. month, quarter, season or year).
Unit of Trading
1,000 therms of natural gas per day (1 therm = 29.3071 kilowatt hours)
Minimum Trading Size
Futures: 5 lots = 5,000 therms per day
Block Order: 40 lots = 40,000 therms per day
Markers
TAS (Trade at Settlement)
Price Quotation
The contract price is in Sterling and pence per therm.
Tick Value
Contract Size x Minimum Trade Size x Minimum Price Fluctuation
Last Trading Day
Trading will cease at the close of business two Business Days prior to the first calendar day of the delivery month, quarter, season, or calendar.
Settlement Method
Physical Delivery.
End of Day Settlement Price
The weighted average price of trades during a ten-minute settlement period from 16:05:00 to 16:15:00, London Local Time. If there is low liquidity during this time, Quoted Settlement Prices (QSPs) will be used to establish the settlement price.
Delivery Terms
Expires into the ICE UK 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 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
IPE Nat Gas
Physical
M
Logical
GWM
GMI (FC)
WM
ION A.C.N.
0960
Symbol Code
GWM