CME Group European Seasonal Strip Weather Heating Degree Day

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European Seasonal Strip Weather Heating Degree Day 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 Nov-Mar and Dec-Feb
Last Trading Day Two business days following the contract period (9 am CT)
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Sunday 5:00 p.m. - Friday 3:15 p.m.

Daily trading halts 3:15 p.m. - 5:00 p.m.

Ticker Symbol N/A
  • D0=London
  • D1=Paris
  • D2=Amsterdam
  • D3=Berlin
  • D4=Essen
  • D5=Stockholm
  • D8=Barcelona
  • D9=Rome
  • DQ=Madrid
  • DL=Oslow-Blindern

City Code + XH (start Nov, end Mar) or ZG (start Dec, end Feb)

Price Limits N/A N/A
 
European Seasonal Strip Weather Heating Degree Day 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 Nov-Mar and Dec-Feb
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
  • D0=London
  • D1=Paris
  • D2=Amsterdam
  • D3=Berlin
  • D4=Essen
  • D5=Stockholm
  • D8=Barcelona
  • D9=Rome
  • DQ=Madrid
  • DL=Oslow-Blindern

City Code + XH (start Nov, end Mar) or ZG (start Dec, end Feb)

N/A
Price Limits N/A N/A

Also See

CME Group weather products

Resources

CME Group Web site

CME Group Weather Products

European Seasonal Strip Weather Heating Degree Day (HDD) Contract Specs

Weather Product Codes