CME Group Canadian Monthly Weather Heating Degree Day

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Canadian Monthly Weather Heating Degree Day futures
Exchange CME Group
Settlement Cash settled
Contract Size 20 CAD times the respective CME Canadian Monthly Degree Days Index
Pricing Unit 1 point = 1.00 Degree Day Index = 20 CAD
Tick Value 1.00 = 20 CAD
Contract Months Oct, Nov, Dec, Jan, Feb, Mar, Apr
Last Trading Day Two business days following the contract period
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon/Thurs 5:00 p.m.-3:15 p.m.; Sun/Hol 5:00 p.m.-3:15 p.m., Last Trading Day - 9:00 a.m.
Ticker Symbol N/A
  • A2-Calgary
  • A4-Edmonton
  • A5-Montreal
  • A7-Toronto
  • A8-Vancouver
  • A9-Winnipeg
Price Limits N/A N/A
 
Canadian Monthly Weather Heating Degree Day options
Trade Unit One futures contract
Point Value 1 point = 1.00 Degree Day Index = 20 CAD
Tick Value Regular 1.00=20 CAD; Cabinet 0.50=10 CAD
Option Months 7 consecutive calendar months, Oct, Nov, Dec, Jan, Feb, Mar and Apr.
Strike Prices All listed intervals
Exercise Style European
  Open Outcry No Electronic Market
Trading Hours Mon/Fri 8:30 a.m. to 3:15 p.m. (CST) Last Trading Day (9:00 a.m.) N/A
Ticker Symbol
  • A2-Calgary
  • A4-Edmonton
  • A5-Montreal
  • A7-Toronto
  • A8-Vancouver
  • A9-Winnipeg
N/A
Price Limits None N/A

Also See[edit]

CME Group weather products

Resources[edit]

CME Group Web site

Canadian Heating Degree Day contracts