If it's TM'ed - and they are the TM owners....
Then transfer it!..
First I would do a search to see that they own the trademark. Then I would make sure the email is coming from the real company. If all that checked out, then YES defiantly..
Do the right thing.
Transfer it to them after all they're the ones who invested money to promote the brand...
Were you selling there products? did you have ads showing links to there products? or was your site completly un-realated to xy.net?.
If your selling there products, you will have to surrender it, but if the site was something else maybe not (you cant just change the site either lol)..
Site is nova-nutria.net..
I was asked for permission to sell products of this company. It is MLM system..
They told me that is no problem to make web site and sell products with no adds..
I buy products from company and sell to customers...
Do you have their permission in writing? If so, you have some level of protection. However, it doesn't mean you're safe from them taking action if they want the domain bad enough...
Take the site down, take all content or ref in regards to that company away, otherwise your domain seems very generic. Do not give it up without a fight if it is x-y dot net..
That name must have some inherent value - if you have their permission in writing, then this looks a bit cheeky to me.....
The fact that they dont even own xy.net or dot com really shows to me that they just want the short domain for free...
And you own the .com too?.
Deze domeinnamen zijn te koop | These domainnames are for sale.
Nova-nutria.com.
Nova-nutria.net.
Nxxxxxxx.
NWM.............
Did they explicitly say you may use the TM in the domain? Amazon.com has many affiliates, but you are not allowed to use Amazon in your domain to promote them. Many affiliates are set up this way. Check the fine print...
Thats your only chance I would say unless you took all content down and etc.. and told them to take me to court if you want to. See if they pursue anything and if they do think about giving up the name...

