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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.
Exercise Procedure European Style - See CME Rule 407A02
Product Code Weather Product Codes
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