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 | ||||
© 2021 CME Group Inc. All rights reserved.