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European Seasonal Strip Weather Heating Degree Day (HDD) Contract Specs

Contract Unit £20 times the respective CME European CAT Index - London Heathrow; €20 times the respective CME European CAT Index - Amsterdam
Pricing Quotation British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = Amsterdam
Trading Hours Sunday 5:00 p.m. - Friday 3:15 p.m.
Daily trading halts 3:15 p.m. - 5:00 p.m.
Minimum Price Fluctuation 1 index point (= £20 per contract); 1 index point (= €20 per contract)
Product Code Weather Product Codes
Contract Months HDD - Nov-Mar and Dec-Feb
Settlement Method Financially Settled
Settlement Procedure Monthly Weather Settlement Procedures
Position Limits CME Position Accountability
Exchange Rulebook CME 407
Block Minimum Block Minimum Thresholds
Vendor Codes Quote Vendor Symbols Listing