CME Group Seasonal Strip Frost Days
From MarketsWiki
| Seasonal Strip Frost Days futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | 10,000 Euro times the respective CME Group Seasonal Strip 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 FZX |
| Price Limits | N/A | None |
| Seasonal Strip 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 | Exercise prices shall be stated in terms of the respective CME Frost Days Index futures contract. Eligible exercise prices shall be at intervals of 1 Index Point (e.g., 10, 11, 12, etc.) | |
| 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 |
