CME Group Seasonal Strip Snowfall

From MarketsWiki

Jump to: navigation, search


Seasonal Strip Snowfall Days futures
Exchange CME Group
Settlement Cash settled
Trade Unit $200 times the respective CME Seasonal Strip Snowfall Index
Point Value 1 Snowfall point = $200
Tick Value 0.1=$20
Contract Months Oct, Nov, Dec, Jan, Feb, Mar and 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 Sun-Thu 5:00 p.m.-3:15 p.m. (LTD - 9:00 a.m. CT)
Ticker Symbol N/A Contracts reflect City and Start month. SV has an October start month. SX has a November start month. SZ-December. SF-January. SG-February SH-March.
  • SBV/SBH=Boston
  • SXV/SXH=New York City
Price Limits N/A None
 
Seasonal Strip Snowfall Days options
Trade Unit One futures contract
Point Value 1 snowfall index = $200
Tick Value Regular 1.00 = $200; cabinet 0.50 = $100 (0.1=$20)
Option Months Oct, Nov, Dec, Jan, Feb, Mar and Apr
Strike Prices All listed series
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 Contracts reflect City and Start month. SV has an October start month. SX has a November start month. SZ-December. SF-January. SG-February SH-March.
  • SBV/SBH=Boston
  • SXV/SXH=New York City
N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

CME Group Snowfall Seasonal Strip contracts

Personal tools