CME Group US Monthly Weather Heating Degree Day

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U.S. Monthly Weather Heating Degree Day futures
Exchange CME Group
Settlement Cash settled
Trade Unit $20 times the Heating Degree Day Index
Point Value 1 point = 1.00 Degree Day Index = $20.00
Tick Value 1.00 = $20
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
  • H1=Atlanta
  • H2=Chicago
  • H3=Cincinnati
  • H4=New York
  • H5=Dallas
  • H6=Philadelphia
  • H7=Portland
  • H8=Tucson
  • H9=Des Moines
  • H0=Las Vegas
  • HK=Detroit
  • HQ=Minneapolis
  • HR=Houston
  • HS=Sacramento
  • HA=Salt Lake City
  • HV=Baltimore
  • HW=Boston
  • HX=Kansas City
  • V3=Colorado Springs
  • VF=Jacksonville
  • VG=Little Rock
  • VH=Los Angeles (USC Campus)
  • VU=Washington DC (Reagan)
Price Limits N/A 50 point (above and below the last price)
 
U.S. Monthly Weather Heating Degree Day options
Trade Unit One futures contract
Point Value 1 point = 1.00 Degree Day Index = $20
Tick Value Regular 1.00=$20.00; Cabinet 0.50=$10.00
Option Months 5 consecutive calendar months, Nov, Dec, Jan, Feb, and Mar.
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
  • H1=Atlanta
  • H2=Chicago
  • H3=Cincinnati
  • H4=New York
  • H5=Dallas
  • H6=Philadelphia
  • H7=Portland
  • H8=Tucson
  • H9=Des Moines
  • H0=Las Vegas
  • HK=Detroit
  • HQ=Minneapolis
  • HR=Houston
  • HS=Sacramento
  • HA=Salt Lake City
  • HV=Baltimore
  • HW=Boston
  • HX=Kansas City
  • V3=Colorado Springs
  • VF=Jacksonville
  • VG=Little Rock
  • VH=Los Angeles (USC Campus)
  • VU=Washington DC (Reagan)
N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

Heating Degree Day contracts


Personal tools