European Monthly Weather Heating Degree Day (HDD) Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CME | WEATHER | D0 - LONDON MONTHLY HDD FUTURES | Delta | 1 | A | All dates | 50% | |
| D2 - AMSTERDAM HDD MONTHLY FUTURES | 1 | B | All dates | |||||
| CME | WEATHER | D2 - AMSTERDAM HDD MONTHLY FUTURES | Delta | 1 | A | All dates | 50% | |
| D2V - AMSTERDAM HEATING SEASONAL STRIP FU | 1 | B | All dates | |||||
© 2020 CME Group Inc. All rights reserved.