EUROPEAN SEASONAL STRIP WEATHER HEATING DEGREE DAY (HDD) - CONTRACT SPECS
| Minimum Price Fluctuation | 1 index point (= £20 per contract - London Heathrow); 1 index point (= €20 per contract-All Other Locations) | ||||
| Pricing Unit | British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = All other locations | ||||
| Trading Hours |
MON-FRI: 8:30 a.m.-3:15 p.m. | ||||
| Last Trade Date/Time | Second Exchange business day after the futures contract month, 9:00 a.m. | ||||
| Contract Months | HDD - Nov-Mar and Dec-Feb | ||||
| Strike Price Intervals | HDD: 1 index point in a range of 1 to 8500 index points See CME Rule 407A01.E. |
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| Exercise Procedure | European Style - See CME Rule 407A02 | ||||
| Product Code | Weather Product Codes |
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| Exchange Rulebook | CME 407A | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
| Underlying Contract | One CME European Seasonal Strip Weather Heating Degree Day (HDD)Contract | ||||
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