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. |
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| Minimum Price Fluctuation | 1 index point (= £20 per contract); 1 index point (= €20 per contract) | ||||
| Product Code | Weather Product Codes |
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| 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 | ||||
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