| CME European Seasonal Strips CAT Futures |
| Trade Unit |
20 GBP times the respective CME European Seasonal Strip Degree Days Index. |
| Point Descriptions |
1 point=1.00 Degree Day Index=20 GBP |
| Contract Listing |
Each contract is a multiple-month season. The Seasonal Strip Cumulative Average Temperature contract CAT April-September 2006 Seasonal Strip is G0JU6. G0J is the 3-character product code and U6 is the contract month/year of expiration. Each CME European Seasonal Strip Cumulative Average Temperature CAT is the accumulation of like Degree Days over a minimum of two, and a maximum of six, consecutive calendar months. |
| Strike Price Interval |
N/A |
| Product Code |
Contracts reflect City and Start month.
G0J has an April start month.
G0K has a May start month.
GOM-June
GON-July
GOQ-August
The following Cities are supported:
Clearing + Ticker
G0J/G0U=London
G1J/G1U=Paris
G2J/G2U=Amsterdam
G3J/G3U=Berlin
G4J/G4U=Essen
G5J/G5U=Stockholm
G8J/G8U=Barcelona
G9J/G9U=Rome
GQJ/GQU=Madrid
|
| Trading Venue: CME® Globex® |
| Hours |
Mon/Thurs 5:00 p.m.-3:15 p.m. Sun & Hol 5:00 p.m.-3:15 p.m. LTD(9:00 a.m.)^ |
| Listed |
N/A |
| Strike |
N/A |
| Limits |
10,000 contracts net long or net short in all contract months combined. |
| Minimum Fluctuation |
Regular |
1.00=20 GBP |
