CME Group European Monthly Weather Heating Degree Day

From MarketsWiki

Jump to: navigation, search


European Monthly Weather Heating Degree Day futures
Exchange CME Group
Settlement Cash settled
Trade Unit 20 GBP times the European Degree Day Index
Point Value 1 point = 1.00 Degree Day Index = 20 GBP
Tick Value 1.00 = 20 GBP
Contract Months Oct, Nov, Dec, Jan, Feb, Mar, Apr
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
  • D0=London
  • D1=Paris
  • D2=Amsterdam
  • D3=Berlin
  • D4=Essen
  • D5=Stockholm
  • D6=Oslow-Blindern
  • D8=Barcelona
  • D9=Rome
  • DQ=Madrid
Price Limits N/A N/A
 
European Monthly Weather Heating Degree Day 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, Oct, Nov, Dec, Jan, Feb, Mar and Apr.
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
  • D0=London
  • D1=Paris
  • D2=Amsterdam
  • D3=Berlin
  • D4=Essen
  • D5=Stockholm
  • D6=Oslow-Blindern
  • D8=Barcelona
  • D9=Rome
  • DQ=Madrid
N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

Heating Degree Day contracts


Personal tools