CME Group European Seasonal Strip Weather CAT
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European Seasonal Strip Weather Cumulated Degree Day (CAT) Futures | |
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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]
Resources[edit]
European Seasonal Strip Weather CAT Contract Specs