European Monthly Weather CAT Contract Specs

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For Weather Volume please view:

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EUROPEAN MONTHLY WEATHER CAT - CONTRACT SPECS

MINIMUM PRICE FLUCTUATION	£20 times the respective CME European CAT Index - London Heathrow; €20 times the respective CME European CAT Index - Amsterdam
PRICING UNIT	British Pounds (£) per index point = London-Heathrow, Euros (€) per index point = Amsterdam
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	Fifth Exchange business day after the fuutres contract month, 9:00 a.m.
CONTRACT MONTHS	CAT – May, Jun, Jul, Aug and Sep
STRIKE PRICE INTERVALS	CAT: 1 index point in a range of 1 to 1300 index points See CME Rule 408A01.E.
EXERCISE PROCEDURE	European Style - See CME Rule 408A02
PRODUCT CODE	Weather Product Codes
EXCHANGE RULEBOOK	CME 408A
BLOCK MINIMUM	Block Minimum Thresholds
VENDOR CODES	Quote Vendor Symbols Listing
UNDERLYING CONTRACT	One CME European CAT Index Futures Contract

CONTRACT UNIT	£20 times the respective CME European CAT Index - London Heathrow; €20 times the respective CME European CAT Index - Amsterdam
PRICE 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)
PRODUCT CODE	Weather Product Codes
LISTED CONTRACTS	CAT – May, Jun, Jul, Aug and Sep
SETTLEMENT METHOD	Financially Settled
SETTLEMENT PROCEDURES	Monthly CAT Weather Settlement Procedures
POSITION LIMITS	CME Position Limits
EXCHANGE RULEBOOK	CME 408
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