CME Monthly Frost Days Futures
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About CME Monthly Frost Days Futures

A "Frost Day" is a day in which one or more of the following conditions is true during the period beginning the first Monday in November and ending the last Friday in March, excluding Saturdays, Sundays, December 25, December 26, and January 1. Temperatures are measured at the following times for each location, as reported by Earth Satellite Corporation:

  • The temperature at 0700 local time (0600 UTC, except 0500 UTC beginning the last Sunday in March) is less than or equal to -3.5 degrees Celsius;
  • The temperature at 1000 local time (0900 UTC, except 0800 UTC beginning the last Sunday in March) is less than or equal to -1.5 degrees Celsius;
  • The temperature at 0700 local time (0600 UTC, except 0500 UTC beginning the last Sunday in March) is less than or equal to -0.5 degrees Celsius, and the temperature at 1000 local time (0900 UTC, except 0800 UTC beginning the last Sunday in March) is less than or equal to -0.5 degrees Celsius.

CME® Monthly Frost Day Indexes and Listing Cities
The CME Monthly Frost Day index is a measure of the accumulation of like Frost Days during a month within the period beginning the first Monday in November and ending the last Friday in March, excluding Saturdays, Sundays, December 25, December 26, and January 1. Listing Cities and Corresponding Weather Stations

  • Amsterdam-Schiphol, Netherlands (WMO 06240)

Futures and Options
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