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.
US SEASONAL STRIP WEATHER HEATING DEGREE DAY (HDD) - CONTRACT SPECS
| CONTRACT UNIT |
$20 times the respective CME Seasonal Strip Degree Days (HDD) Index |
|---|---|
| PRICE QUOTATION |
Dollars per index point |
| 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) |
| PRODUCT CODE | |
| LISTED CONTRACTS |
HDD: Nov-Mar, Dec-Feb |
| SETTLEMENT METHOD |
Financially Settled |
| SETTLEMENT PROCEDURES | |
| POSITION LIMITS | |
| EXCHANGE RULEBOOK | |
| BLOCK MINIMUM | |
| VENDOR CODES |
US SEASONAL STRIP WEATHER HEATING DEGREE DAY (HDD) - CONTRACT SPECS
| MINIMUM PRICE FLUCTUATION |
1 Index Point (= $20 per contract) |
|---|---|
| PRICING UNIT |
Dollars 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. |
| 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 |
| EXERCISE PROCEDURE |
European Style - See CME Rule 405A02 |
| PRODUCT CODE | |
| EXCHANGE RULEBOOK | |
| BLOCK MINIMUM | |
| VENDOR CODES | |
| UNDERLYING CONTRACT |
One CME US Seasonal Strip Weather Heating Degree Day (HDD) Contract |
For details on contracts currently eligible to trade please view the Weather Product Calendar.
*Only options that have traded are listed
