CME Canadian Monthly Weather Heating Degree Day Futures
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Due to tremendous growth for CME Weather products, CME has added six Canadian cities (Calgary, Edmonton, Montreal, Toronto, Vancouver and Winnipeg) to the current monthly HDD (Heating Degree Days) products. These new products will enable customers the ability to hedge their weather risk in Canada.

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Intra-day block trades Strategy Papers
Historical Weather Data Block Trading (PDF)
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CME Globex Flash Quotes