CME Group European Monthly Weather CAT

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European Monthly Weather Cumulated Average Temperature (CAT) futures
Exchange CME Group
Settlement Cash settled
Trade Unit 20 GBP times the European Cumulated Average Temperature Degree Day Index
Point Value 1 point = 1.00 Degree Day Index = 20 GBP
Tick Value 1.00 = 20 GBP
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
  • G0=London
  • G1=Paris
  • G2=Amsterdam
  • G3=Berlin
  • G4=Essen
  • G5=Stockholm
  • G8=Barcelona
  • G9=Rome
  • GQ=Madrid
  • HL=Oslow-Blindern
Price Limits N/A N/A
 
European Monthly Weather Cumulated Average Temperature (CAT) options
Trade Unit One futures contract
Point Value 1 point = 1.00 Degree Day Index = 20 GBP
Tick Value Regular 1.00=20 GBP; Cabinet 0.50=10 GBP
Option Months 7 consecutive calendar months, Apr, May, June, July, Aug, Sept 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
  • G0=London
  • G1=Paris
  • G2=Amsterdam
  • G3=Berlin
  • G4=Essen
  • G5=Stockholm
  • G8=Barcelona
  • G9=Rome
  • GQ=Madrid
  • HL=Oslow-Blindern
N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

CME Group CAT contracts

References

Personal tools