CME Group European Monthly Weather CAT

From MarketsWiki
Jump to: navigation, search


European Monthly Weather Cumulated Average Temperature (CAT) futures
Exchange CME Group
Settlement Cash settled
Contract Size £20 times the respective CME European CAT Index - London Heathrow; €20 times the respective CME European CAT Index - Amsterdam
Pricing Unit British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = Amsterdam
Tick Value 1.00 = 20 GBP
Contract Months Apr, May, Jun, Jul, Aug, Sep and Oct.
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
  • G0=London
  • G1=Paris
  • G2=Amsterdam
  • G3=Berlin
  • G4=Essen
  • G5=Stockholm
  • G8=Barcelona
  • G9=Rome
  • GQ=Madrid
  • HL=Oslow-Blindern
Price Limits N/A N/A
 
European Monthly Weather Cumulated Average Temperature (CAT) options
Trade Unit One futures contract
Point Value 1 point = 1.00 Degree Day Index = 20 GBP
Tick Value Regular 1.00=20 GBP; Cabinet 0.50=10 GBP
Option Months May, Jun, Jul, Aug and Sep
Strike Prices All listed intervals
Exercise Style European
  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
  • G0=London
  • G1=Paris
  • G2=Amsterdam
  • G3=Berlin
  • G4=Essen
  • G5=Stockholm
  • G8=Barcelona
  • G9=Rome
  • GQ=Madrid
  • HL=Oslow-Blindern
N/A
Price Limits None N/A

Also See

CME Group weather products

Resources

CME Group Web site

CME Group Weather Products

European Monthly Weather CAT Contract Specs

Weather Product Codes


References