CME Group Seasonal Strip Snowfall

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Seasonal Strip Snowfall Days futures
Exchange CME Group
Settlement Cash settled
Contract Size $200 times the respective CME Seasonal Strip Snowfall Index
Pricing Unit 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
  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