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Seasonal Frost Days Options
 


Type
 
Seasonal Frost Index Options
Underlying Contract One CME Seasonal Frost Index Futures Contract
Pricing Unit Euros (€) per index point
Tick Size
(minimum fluctuation)
Full Tick = .01 index point (= €100 per contract)
Daily Price Limits n/a
Trading Hours
(All times listed are Central Time)
Open Outcry
(Trading Floor)
MON-FRI: 8:30 a.m.-3:15 p.m.
Last Trade Date/Time
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First business day that is at least six calendar days after the last Friday in March,
9:00 a.m.
Contract Months
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Mar (for the Nov-Mar period)
Strike Price Intervals .01 index point in a range of .01 to 50 index points
See CME Rule 417A01.E.
Exercise Procedure European Style - See CME Rule 417A02
Position Limits All months combined: 10,000 futures-equivalent contracts
See CME Rule 417A01.F.
Ticker Symbol CME Globex = FZX
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Rulebook Chapter 417A
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.