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Canadian Seasonal Strip Weather Heating Degree Day (HDD) Futures
 
 
Canadian Seasonal Strip Degree Days (HDD) Index Futures
Contract Size CAN$20 times the respective CME Canadian Seasonal Strip Degree Days Index
Product Description Heating Degree Days (HDD) for Canadian Cities
Pricing Unit Canadian Dollars (CAN$) per index point
Tick Size
(minimum fluctuation)
1 index point (= CAN$20 per contract)
Daily Price Limits n/a
Trading Hours
(All times listed are Central Time)
CME Globex (Electronic Platform)
SUN 5:00 p.m. - FRI 3:15 p.m.
Daily trading halts 3:15 p.m. - 5:00 p.m.
Last Trade Date/Time
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First business day that is at least five calendar days after the end of the contract month, 9:00 a.m.
Contract Months
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HDD: Minimum of two, and maximum of seven, consecutive calendar months,
Oct-Apr
Settlement Procedure Cash settlement - See CME Rule 42503
Position Limits
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All months combined: 10,000 contracts
See CME Rule 42202.D.
Ticker Symbol Calgary = A2
Edmonton = A4
Montreal = A5
Toronto = A7
Vancouver = A8 Winnipeg = A9
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Rulebook Chapter 422
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.