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

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Minimum Price Fluctuation 1 Index Point (= $20 per contract)
Pricing Unit Dollars per index point
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: Minimum of two, and maximum of seven, consecutive calendar months, Oct-Apr
Strike Price Intervals HDD: 1 index point in a range of 1 to 16,000 index points
See CME Rule 405A01.E.
Exercise Procedure European Style - See CME Rule 405A02
Product Code Weather Product Codes
Exchange Rulebook CME 405A
Block Minimum Block Minimum Thresholds
Vendor Codes Quote Vendor Symbols Listing
Underlying Contract One CME US Seasonal Strip Weather Heating Degree Day (HDD) Contract