European Monthly Weather CAT Contract Specs
| Minimum Price Fluctuation | £20 times the respective CME European CAT Index - London Heathrow; €20 times the respective CME European CAT Index - Amsterdam | ||||
| Pricing Unit | British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = Amsterdam | ||||
| Trading Hours |
MON-FRI: 8:30 a.m.-3:15 p.m. | ||||
| Last Trade Date/Time | Fifth Exchange business day after the fuutres contract month, 9:00 a.m. | ||||
| Contract Months | CAT – May, Jun, Jul, Aug and Sep | ||||
| Strike Price Intervals | CAT: 1 index point in a range of 1 to 1300 index points See CME Rule 408A01.E. |
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| Exercise Procedure | European Style - See CME Rule 408A02 | ||||
| Product Code | Weather Product Codes |
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| Exchange Rulebook | CME 408A | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
| Underlying Contract | One CME European CAT Index Futures Contract | ||||
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