Asset Class Navigation

European Monthly Weather Heating Degree Day (HDD) Contract Specs

Contract Unit £20 times the respective CME European HDD Index-London Heathrow; €20times the respective CME European HDD Index-All Other Locations
Price Quotation British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = All other locations
Trading Hours Sunday 5:00 p.m. - Friday 3:15 p.m.
Daily trading halts 3:15 p.m. - 5:00 p.m.
Minimum Price Fluctuation 1 index point (= £20 per contract); 1 index point (= €20 per contract)
Product Code Weather Product Codes
Listed Contracts HDD – Nov, Dec, Jan, Feb and Mar
Settlement Method Financially Settled
Settlement Procedures Monthly CAT Weather Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 406
Block Minimum Block Minimum Thresholds
Vendor Codes Quote Vendor Symbols Listing