| 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
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 Listings |
HDD: Minimum of two, and maximum of seven, consecutive calendar months,
Oct-Apr |
| Settlement Procedure |
Cash settlement - See CME Rule 42203 |
Position Limits
View Rulebook |
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
View Vendor Codes
View Product Codes |
| Rulebook Chapter |
422 |
| Exchange Rule |
These contracts are listed with, and subject to, the rules and regulations of CME. |
