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Canadian Seasonal Strip Weather Heating Degree Day (HDD) Options
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Type
Canadian Seasonal Strip Degree Days Index (HDD) Options
Underlying Contract One CME Canadian Seasonal Strip 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.
Last Trade Date/Time
View Calendar		 First business day that is at least two calendar days after the end of the last
calendar month in the strip, 9:00 a.m.
Contract Months
View Calendar		 HDD: Minimum of two, and maximum of seven, consecutive calendar months,
Oct-Apr
Strike Price Intervals HDD: 1 index point in a range of 1 to 16,000 index points
See CME Rule 422A01.E.
Exercise Procedure European Style - See CME Rule 422A02
Position Limits All months combined: 10,000 futures-equivalent contracts
See CME Rule 422A01.F.
Ticker Symbol Calgary = A2
Edmonton = A4
Montreal = A5
Toronto = A7
Vancouver = A8 Winnipeg = A9
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Rulebook Chapter 422A
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.