CME Group Canadian Monthly Weather CAT
From MarketsWiki
| Canadian Monthly Weather Cumulated Average Temperature (CAT) futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | 20 CAD times the Canadian Cumulated Average Temperature Index | |
| Point Value | 1 point = 1.00 Average Temperature Index = 20 CAD | |
| Tick Value | 1.00 = 20 CAD | |
| Contract Months | Apr, May, Jun, Jul, Aug, Sep and Oct. | |
| Last Trading Day | Two business days following the contract period | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thurs 5:00 p.m.-3:15 p.m.; Sun/Hol 5:00 p.m.-3:15 p.m., Last Trading Day - 9:00 a.m. |
| Ticker Symbol | N/A |
|
| Price Limits | N/A | N/A |
| Canadian Monthly Weather Cumulated Average Temperature (CAT) options | ||
| Trade Unit | One futures contract | |
| Point Value | 1 point = 1.00 Average Temperature Index = 20 CAD | |
| Tick Value | Regular 1.00=20 CAD; Cabinet 0.50=10 CAD | |
| Option Months | 7 consecutive calendar months, Apr, May, Jun, Jul, Aug, Sep and Oct. | |
| Strike Prices | All listed intervals | |
| Exercise Style | European | |
| Option Expiration Day | Two business days following the contract period. | |
| Open Outcry | No Electronic Market | |
| Trading Hours | Mon/Fri 8:30 a.m. to 3:15 p.m. (CST) Last Trading Day (9:00 a.m.) | N/A |
| Ticker Symbol |
| N/A |
| Price Limits | None | N/A |
