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Canadian Seasonal Strip Weather Cooling Degree Day (CAT) Options
 


Type
 
Canadian Seasonal Strip CAT Index Options
Underlying Contract One CME Canadian Seasonal Strip CAT 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.
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
CAT: Minimum of two, and maximum of seven, consecutive calendar months,
Apr-Oct
Strike Price Intervals HDD: 1 index point in a range of 1 to 6500 index points
See CME Rule 426A01.E.
Exercise Procedure European Style - See CME Rule 426A02
Position Limits All months combined: 10,000 futures-equivalent contracts
See CME Rule 426A01.F.
Ticker Symbol View codes
Rulebook Chapter 426A
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.