From MarketsWiki
| Weekly Weather futures
|
| Exchange
| CME Group
|
| Settlement
| Cash settled
|
| Trade Unit
| $1000 times the respective CME Weekly Average Temperature Index
|
| Point Value
| 1 weekly weather point = $1,000
|
| Tick Value
| 0.1=$100
|
| Contract Months
| All weeks are eligible, however only the two most nearby weeks are listed.
- The weekly contract covers the period 12:01 a.m. Monday through 12:00 a.m. midnight Friday.
|
| 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
|
- H01-H05 = Las Vegas
- H11-H15 = Atlanta
- H21-H25 = Chicago
- H31-H35 = Cincinnati
- H41-H45 = New York
- H51-H55 = Dallas
- H61-H65 = Philadelphia
- H71-H75 = Portland
- H81-H85 = Tucson
- H91-H95 = Des Moines
- HW1-HW5 = Boston
- HR1-HR5 = Houston
- KX1-KX5 = Kansas City
- HQ1-HQ5 = Minneapolis
- KS1-KS5 = Sacramento
- HA1-HA5 = Salt Lake City
- HK1-HK5 = Detroit
- HV1-HV5 = Baltimore
- V31-5=Colorado Springs
- VF1-5=Jacksonville
- VG1-5=Little Rock
- VH1-5=Los Angeles (USC Campus)
- VK1-5=Raleigh Durham
- VU1-5=Washington DC (Reagan)
|
| Price Limits
| N/A
| None
|
|
|
| Weekly Weather options
|
| Trade Unit
| One futures contract
|
| Point Value
| 1 weekly index = $1,000
|
| Tick Value
| Regular 1.00 = $1,000; cabinet 0.50 = $500 (0.1=$100)
|
| Option Months
| All weeks can be traded; but only two weeks are listed at a time.
|
| 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
|
- H01-H05 = Las Vegas
- H11-H15 = Atlanta
- H21-H25 = Chicago
- H31-H35 = Cincinnati
- H41-H45 = New York
- H51-H55 = Dallas
- H61-H65 = Philadelphia
- H71-H75 = Portland
- H81-H85 = Tucson
- H91-H95 = Des Moines
- HW1-HW5 = Boston
- HR1-HR5 = Houston
- KX1-KX5 = Kansas City
- HQ1-HQ5 = Minneapolis
- KS1-KS5 = Sacramento
- HA1-HA5 = Salt Lake City
- HK1-HK5 = Detroit
- HV1-HV5 = Baltimore
- V31-5=Colorado Springs
- VF1-5=Jacksonville
- VG1-5=Little Rock
- VH1-5=Los Angeles (USC Campus)
- VK1-5=Raleigh Durham
- VU1-5=Washington DC (Reagan)
| N/A
|
| Price Limits
| None
| N/A
|
Also See
CME Group weather products
Resources
CME Group Web site
CME Group Weekly contracts
