CME Group Monthly Frost Days

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Monthly Frost Days futures
Exchange CME Group
Settlement Cash settled
Trade Unit 10,000 Euro times the respective CME Monthly Frost Days Index
Point Value 1 Frost Day = 10,000 Euro
Tick Value 0.01=100 EUR
Contract Months Nov, Dec, Jan, Feb and Mar
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 Sun-Thu 5:00 p.m.-3:15 p.m. (LTD - 9:00 a.m. CT)
Ticker Symbol N/A Amsterdam-Schiphol, Netherlands FZ
Price Limits N/A None
 
Monthly Frost Days options
Trade Unit One futures contract
Point Value 0.01=100 Euro
Tick Value Regular 1.00 = 10,000 Euro; cabinet 0.50 = 5,000 Euro
Option Months Nov, Dec, Jan, Feb and Mar
Strike Prices Visit CME Group daily bulletin page for strikes
Exercise Style European
Option Expiration Day Two business days following the contract period
  Open Outcry No Electronic Market
Trading Hours Sun-Thu 5:00 p.m.-3:15 p.m. (LTD - 9:00 a.m. CT) N/A
Ticker Symbol Amsterdam-Schiphol, Netherlands FZ N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

CME Group Frost Day contracts

Personal tools