For weather settlements please view:
- Weather Settlement File
- Weather Daily Bulletin
For Weather Volume please view:
At this time we do not offer Weather Time & Sales data on cmegroup.com.
This data can be purchased through CME DataMine.
PACIFIC RIM MONTHLY WEATHER CAT OPTIONS - CONTRACT SPECS
| CONTRACT UNIT | ¥2,500 times the CME Pacific Rim CAT Index |
| PRICE QUOTATION | Japanese Yen (¥) per index point |
| TRADING HOURS |
Sunday - Friday 5:00 p.m. - 3:15 p.m. CT Daily trading halts 3:15 p.m. - 5:00 p.m. |
| MINIMUM PRICE FLUCTUATION | .01 index point (= ¥25 per contract) |
| PRODUCT CODE(S) | G6 |
| WEATHER CODES | Weather Product Codes |
| LISTED CONTRACTS | The next 12 consecutive contract months |
| TERMINATION OF TRADING | Trading terminates on the second business day after the futures contract month. |
| SETTLEMENT METHOD | Financially Settled |
| POSITION LIMITS | CME Position Limits |
| EXCHANGE RULEBOOK | CME 411A |
| STRIKE PRICE INTERVALS | .01 index point in a range of 1 to 1500 index points See CME Rule 411A01.E. |
| EXERCISE PROCEDURE | European Style - See CME Rule 411A02 |
| BLOCK MINIMUM | Block Minimum Thresholds |
| VENDOR CODES | Quote Vendor Symbols Listing |
| UNDERLYING CONTRACT | One CME Pacific Rim CAT Index Futures Contract |
PACIFIC RIM MONTHLY WEATHER CAT FUTURES - CONTRACT SPECS
| CONTRACT UNIT | ¥2,500 times the CME Pacific Rim CAT Index |
| PRICE QUOTATION | Japanese Yen (¥) per index point |
| TRADING HOURS | Sunday 5:00 p.m. - Friday 3:15 p.m. CT Daily trading halts 3:15 p.m. - 5:00 p.m. CT |
| MINIMUM PRICE FLUCTUATION | .01 index point (= ¥25 per contract) |
| PRODUCT CODE(S) | G6 |
| WEATHER CODES | Weather Product Codes |
| LISTED CONTRACTS | The next 12 consecutive contract months |
| TERMINATION OF TRADING | Trading terminates on the second business day after the futures contract month. |
| SETTLEMENT METHOD | Financially Settled |
| SETTLEMENT PROCEDURES | Monthly CAT Weather Settlement Procedures |
| POSITION LIMITS | CME Position Limits |
| EXCHANGE RULEBOOK | CME 411 |
| BLOCK MINIMUM | Block Minimum Thresholds |
| VENDOR CODES | Quote Vendor Symbols Listing |
For details on contracts currently eligible to trade please view the Weather Product Calendar.
*Only options that have traded are listed
