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

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