NATGAS PHY (NNG)

The value of one future contract on Natural Gas (Henri Hub) is 10.000 x the value of one  mmBtu (million Britain thermal unit).

The contracts are traded on CME.

Contract specifications

  • Underlying value : 10.000 million Britain thermal units
  • Contract size : 10,000 million British thermal units (mmBtu)
  • Future value : price of one mmBtul x 10.000 $
  • Minimum Price movement : 0,001 (= $ 10 per contract)
  • Contract listings : monthly
  • Physical delivery
  • Expiration date : trading of any delivery month shall cease three  business days prior to the first day of the delivery month.

 

Trading example :

  • Price of 1 mmBtu at 5,346 $.
  • The value of one future contract on natural gas is 5,346 x 10.000 $ = 53.460 $.
  • Buy at 5,346 and sell at 5,376.
  • The price of one mmBtu increases from 5,346 $  to 5,376 $ or 0,030 $
  • 0,030 x 10.000 $ = 300 $
  • When the price for one mmBtu goes up from 5,346 to 5,376 equals a profit of 300 $  on the future contract natural gas.