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Canadian Monthly Weather Heating Degree Day (HDD) Options
Type
| Canadian Degree Days Index (HDD) Options | |||||
|---|---|---|---|---|---|
| Underlying Contract | One CME Canadian Degree Days Index Futures Contract | ||||
| Pricing Unit | Canadian Dollars (CAN$) per index point | ||||
| Tick Size (minimum fluctuation) |
Full Tick = 1 index point (= CAN$20 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.
|
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| Last Trade Date/Time View Calendar |
First business day that is at least five calendar days after the end of the contract month, 9:00 a.m. | ||||
| Contract Months View Calendar |
HDD: Nov, Dec, Jan, Feb, Mar plus Oct and Apr | ||||
| Strike Price Intervals | HDD: 1 index point in a range of 1 to 3200 index points See CME Rule 421A01.E. |
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| Exercise Procedure | European Style - See CME Rule 421A02 | ||||
| Position Limits | All months combined: 10,000 futures-equivalent contracts See CME Rule 421A01.F. |
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| Ticker Symbol | Calgary = A2 Edmonton = A4 Montreal = A5 Toronto = A7 Vancouver = A8 Winnipeg = A9 View Vendor Codes View Product Codes |
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| Rulebook Chapter | 421A | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
