• Reminder: Weekly Average Temperature Index Changes-Effective September 28, 2008

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-193
      • Notice Date
      • 26 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
      H11-H15 = Atlanta
      H21-H25 = Chicago
      H31-H35 = Cincinnati
      H41-H45 = New York
      H51-H55 = Dallas
      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

      V31-V31 = Colorado Springs

      VF1-VF5 = Jacksonville

      VG1-VG5 = Little Rock

      VH1-VH5 = Los Angeles Downtown USC

      VK1-VK5 = Raleigh/Durham

      VU1-VU5 = Washington Reagan

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