Asset Class Navigation

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