• Reminder: Weekly Average Temperature Index Changes in New Release – Effective September 28, 2008

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 08-240
      • Notice Date
      • 24 September 2008
      • Effective Date
      • 28 September 2008
    • Effective Sunday, September 28, (trade date Monday, September 29), the multiplier and tick value for all Weekly Average Temperature Indexes (futures and options) will change as follows:
       
       
      Current Value
      New Value
      Multiplier
       
      $1000 per index point
       
       
      $100
       
      Tick Value
      $100 per index point
      $10
       
      The requested change applies to the following products:
       
      H01-H05 = Las Vegas                                        V31-V31 = Colorado Springs
      H11-H15 = Atlanta                                             VF1-VF5 = Jacksonville
      H21-H25 = Chicago                                           VG1-VG5 = Little Rock
      H31-H35 = Cincinnati                                         VH1-VH5 = Los Angeles Downtown USC
      H41-H45 = New York                                          VK1-VK5 = Raleigh/Durham
      H51-H55 = Dallas                                              VU1-VU5 = Washington Reagan
      H61-H65 = Philadelphia
      H71-H75 = Portland
      H81-H85 = Tucson
      H91-H95 = Des Moines
      HW1-HW5 = Boston
      HR1-HR5 = Houston
      KX1-KX5 = Kansas City
      HQ1-HQ5 = Minneapolis
      KS1-KS5 = Sacramento
      HA1-HA5 = Salt Lake City
      HK1-HK5 = Detroit
      HV1-HV5 = Baltimore

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