CME Group European Seasonal Strip Weather CAT

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European Seasonal Strip Weather Cumulated Degree Day (CAT) Futures
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-Sep and Jul-Aug
Settlement Method Financially Settled
Settlement Procedures Monthly CAT Weather Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 409
Block Minimum Block Minimum Thresholds
Vendor Codes Quote Vendor Symbols Listing

Also See[edit]

CME Group weather products

Resources[edit]

CME Group Web site

CME Group Weather Products

European Seasonal Strip Weather CAT Contract Specs

Weather Product Codes


References[edit]