European Seasonal Strip Weather Heating Degree Day (HDD) Margins

Download Data

Exchange	Asset Class	Product	Product Code	Ratio	Side	Start Period	End Period	Maintenance
About This Report
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 09/2022	11/2021 11/2022	140 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	09/2021 12/2022 03/2024	11/2021 02/2023 05/2024	200 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 12/2022	11/2021 02/2023	140 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 03/2023	11/2021 05/2023	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 06/2023	11/2021 08/2023	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 09/2023	11/2021 11/2023	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 12/2023	11/2021 02/2024	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 03/2024	11/2021 05/2024	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2021 06/2024	11/2021 03/2029	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 03/2022	02/2022 05/2022	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2021 03/2022 06/2022	02/2022 05/2022 08/2022	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	12/2021 03/2022 06/2022 09/2022	02/2022 05/2022 08/2022 11/2022	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 06/2022	02/2022 08/2022	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	12/2021 06/2022 12/2022 06/2023	02/2022 08/2022 02/2023 08/2023	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2021 06/2022 12/2022	02/2022 08/2022 02/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 09/2022	02/2022 11/2022	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	12/2021 09/2022 06/2023 03/2024	02/2022 11/2022 08/2023 05/2024	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2021 09/2022 06/2023	02/2022 11/2022 08/2023	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2021 12/2022 12/2023	02/2022 02/2023 02/2024	175 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 12/2022	02/2022 02/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2021 03/2023 06/2024	02/2022 05/2023 03/2029	200 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 03/2023	02/2022 05/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 06/2023	02/2022 08/2023	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 09/2023	02/2022 11/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 12/2023	02/2022 02/2024	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 03/2024	02/2022 05/2024	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2021 06/2024	02/2022 03/2029	125 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 06/2022	05/2022 08/2022	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2022 06/2022 09/2022	05/2022 08/2022 11/2022	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	03/2022 06/2022 09/2022 12/2022	05/2022 08/2022 11/2022 02/2023	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 09/2022	05/2022 11/2022	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	03/2022 09/2022 03/2023 09/2023	05/2022 11/2022 05/2023 11/2023	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2022 09/2022 03/2023	05/2022 11/2022 05/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 12/2022	05/2022 02/2023	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	03/2022 12/2022 09/2023 06/2024	05/2022 02/2023 11/2023 03/2029	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2022 12/2022 09/2023	05/2022 02/2023 11/2023	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2022 03/2023 03/2024	05/2022 05/2023 05/2024	175 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 03/2023	05/2022 05/2023	80 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 06/2023	05/2022 08/2023	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 09/2023	05/2022 11/2023	80 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 12/2023	05/2022 02/2024	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 03/2024	05/2022 05/2024	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2022 06/2024	05/2022 03/2029	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 09/2022	08/2022 11/2022	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2022 09/2022 12/2022	08/2022 11/2022 02/2023	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	06/2022 09/2022 12/2022 03/2023	08/2022 11/2022 02/2023 05/2023	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 12/2022	08/2022 02/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	06/2022 12/2022 06/2023 12/2023	08/2022 02/2023 08/2023 02/2024	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2022 12/2022 06/2023	08/2022 02/2023 08/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 03/2023	08/2022 05/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2022 03/2023 12/2023	08/2022 05/2023 02/2024	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2022 06/2023 06/2024	08/2022 08/2023 03/2029	175 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 06/2023	08/2022 08/2023	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 09/2023	08/2022 11/2023	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 12/2023	08/2022 02/2024	80 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 03/2024	08/2022 05/2024	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2022 06/2024	08/2022 03/2029	100 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	09/2022 12/2022 03/2023 06/2023	11/2022 02/2023 05/2023 08/2023	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 12/2022	11/2022 02/2023	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	09/2022 12/2022 03/2023	11/2022 02/2023 05/2023	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 03/2023	11/2022 05/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	09/2022 03/2023 09/2023 03/2024	11/2022 05/2023 11/2023 05/2024	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	09/2022 03/2023 09/2023	11/2022 05/2023 11/2023	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 06/2023	11/2022 08/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	09/2022 06/2023 03/2024	11/2022 08/2023 05/2024	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 09/2023	11/2022 11/2023	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 12/2023	11/2022 02/2024	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 03/2024	11/2022 05/2024	80 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2022 06/2024	11/2022 03/2029	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	12/2022 03/2023 06/2023 09/2023	02/2023 05/2023 08/2023 11/2023	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 03/2023	02/2023 05/2023	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2022 03/2023 06/2023	02/2023 05/2023 08/2023	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 06/2023	02/2023 08/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	12/2022 06/2023 12/2023 06/2024	02/2023 08/2023 02/2024 03/2029	130 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2022 06/2023 12/2023	02/2023 08/2023 02/2024	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 09/2023	02/2023 11/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2022 09/2023 06/2024	02/2023 11/2023 03/2029	150 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 12/2023	02/2023 02/2024	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 03/2024	02/2023 05/2024	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2022 06/2024	02/2023 03/2029	80 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	03/2023 06/2023 09/2023 12/2023	05/2023 08/2023 11/2023 02/2024	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2023 06/2023	05/2023 08/2023	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2023 06/2023 09/2023	05/2023 08/2023 11/2023	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2023 09/2023	05/2023 11/2023	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	03/2023 09/2023 03/2024	05/2023 11/2023 05/2024	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2023 12/2023	05/2023 02/2024	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2023 03/2024	05/2023 05/2024	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2023 06/2024	05/2023 03/2029	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	06/2023 09/2023 12/2023 03/2024	08/2023 11/2023 02/2024 05/2024	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2023 09/2023	08/2023 11/2023	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2023 09/2023 12/2023	08/2023 11/2023 02/2024	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2023 12/2023	08/2023 02/2024	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	06/2023 12/2023 06/2024	08/2023 02/2024 03/2029	120 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2023 03/2024	08/2023 05/2024	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	06/2023 06/2024	08/2023 03/2029	75 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1 1 1	A B B A	09/2023 12/2023 03/2024 06/2024	11/2023 02/2024 05/2024 03/2029	110 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2023 12/2023	11/2023 02/2024	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	09/2023 12/2023 03/2024	11/2023 02/2024 05/2024	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2023 03/2024	11/2023 05/2024	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	09/2023 06/2024	11/2023 03/2029	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2023 03/2024	02/2024 05/2024	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 2 1	A B A	12/2023 03/2024 06/2024	02/2024 05/2024 03/2029	85 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	12/2023 06/2024	02/2024 03/2029	70 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	A B	03/2024 06/2024	05/2024 03/2029	60 USD
CME	INTEREST RATES	3M SOFR FUTURES	SR3	1 1	B A	06/2024 06/2024	03/2029 03/2029	90 USD
CME	REAL ESTATE	BOSTON HOUSING INDEX	BOS	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	CHICAGO HOUSING INDEX	CHI	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	COMPOSITE CITIES HOUSING INDEX	CUS	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	DENVER HOUSING INDEX	DEN	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	LAS VEGAS HOUSING INDEX	LAV	1 1	B A	02/2020 02/2020	11/2024 11/2024	700 USD
CME	REAL ESTATE	LOS ANGELES HOUSING INDEX	LAX	1 1	B A	02/2020 02/2020	11/2024 11/2024	600 USD
CME	REAL ESTATE	MIAMI HOUSING INDEX	MIA	1 1	B A	02/2020 02/2020	11/2024 11/2024	600 USD
CME	REAL ESTATE	NEW YORK HOUSING INDEX	NYM	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	SAN DIEGO HOUSING INDEX	SDG	1 1	B A	02/2020 02/2020	11/2024 11/2024	500 USD
CME	REAL ESTATE	SAN FRANCISCO HOUSING INDEX	SFR	1 1	B A	02/2020 02/2020	11/2024 11/2024	1,000 USD
CME	REAL ESTATE	WASHINGTON DC HOUSING INDEX	WDC	1 1	B A	02/2020 02/2020	11/2024 11/2024	650 USD
CME	WEATHER	LONDON MONTHLY HDD	D0	1 1	B A	11/2019 11/2019	11/2022 11/2022	600 GBP
CME	WEATHER	AMSTERDAM MONTHLY HDD	D2	1 1	B A	11/2019 11/2019	11/2022 11/2022	300 EUR
CME	WEATHER	LONDON CDD MONTHLY	G0	1 1	B A	04/2020 04/2020	10/2022 10/2022	200 GBP
CME	WEATHER	AMSTERDAM MONTHLY CDD	G2	1 1	B A	04/2020 04/2020	10/2022 10/2022	200 EUR
CME	WEATHER	PACIFIC RIM INDEX FUTURES - TOKYO CAT	G6	1 1	B A	12/2019 12/2019	12/2021 12/2021	32,000 JPY
CME	WEATHER	LAS VEGAS MONTHLY HDD	H0	1 1	B A	11/2019 11/2019	11/2022 11/2022	200 USD
CME	WEATHER	ATLANTA MONTHLY HDD	H1	1 1	B A	11/2019 11/2019	11/2022 11/2022	250 USD
CME	WEATHER	CHICAGO MONTHLY HDD	H2	1 1	B A	11/2019 11/2019	11/2022 11/2022	200 USD
CME	WEATHER	CINCINNATI MONTHLY HDD	H3	1 1	B A	11/2019 11/2019	11/2022 11/2022	2,000 USD
CME	WEATHER	NEW YORK MONTHLY HDD	H4	1 1	B A	11/2019 11/2019	11/2022 11/2022	1,500 USD
CME	WEATHER	DALLAS MONTHLY HDD	H5	1 1	B A	11/2019 11/2019	11/2022 11/2022	200 USD
CME	WEATHER	PORTLAND MONTHLY HDD	H7	1 1	B A	11/2019 11/2019	10/2025 10/2025	350 USD
CME	WEATHER	MINNEAPOLIS MONTH HDD	HQ	1 1	B A	11/2019 11/2019	11/2022 11/2022	200 USD
CME	WEATHER	SACRAMENTON MONTHLY HDD	HS	1 1	B A	11/2019 11/2019	11/2022 11/2022	200 USD
CME	WEATHER	LAS VEGAS CDD	K0	1 1	B A	04/2020 04/2020	10/2022 10/2022	800 USD
CME	WEATHER	ALTANTA CDD	K1	1 1	B A	04/2020 04/2020	10/2022 10/2022	900 USD
CME	WEATHER	CHICAGO CDD	K2	1 1	B A	04/2020 04/2020	10/2022 10/2022	600 USD
CME	WEATHER	CINCINNATI CDD	K3	1 1	B A	04/2020 04/2020	10/2022 10/2022	300 USD
CME	WEATHER	NEW YORK CDD	K4	1 1	B A	04/2020 04/2020	10/2022 10/2022	300 USD
CME	WEATHER	DALLAS CDD	K5	1 1	B A	04/2020 04/2020	10/2022 10/2022	300 USD
CME	WEATHER	PORTLAND CDD	K7	1 1	B A	04/2020 04/2020	10/2025 10/2025	350 USD
CME	WEATHER	MINNEAPOLIS CDD	KQ	1 1	B A	04/2020 04/2020	10/2022 10/2022	200 USD
CME	WEATHER	SACRAMENTO CDD	KS	1 1	B A	04/2020 04/2020	10/2022 10/2022	600 USD

About This Report

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

Markets Home

Market Data Home

Clearing Home

Technology Home

Education Home

European Seasonal Strip Weather Heating Degree Day (HDD) Margins