CME trades a number of weather based futures and options contracts. These are all based on HDD (heating degree days) and CDD (cooling degree days) values for various locations in the US, Europe and Asia.
Data Supplied: Morningstar provides End of Day Settlement values (High, Low, Open, Close, Volume, Open Interest) for the following listed locations (US cities futures only):
Exchange Symbol lists: Weather Futures
(MIM future parent symbol = H1.CME etc)
H1 = HDD Atlanta Weather Heating Degree Days
K1 = CDD Atlanta Weather Cooling Degree Days
H2 = HDD Chicago Weather Heating Degree Days
K2 = CDD Chicago Weather Cooling Degree Days
H3 = HDD Cincinnati Weather Heating Degree Days
K3 = CDD Cincinnati Weather Cooling Degree Days
H4 = HDD New York Weather Heating Degree Days
K4 = CDD New York Weather Cooling Degree Days
H5 = HDD Dallas Weather Heating Degree Days
K5 = CDD Dallas Weather Cooling Degree Days
H6 = HDD Philadelphia Weather Heating Degree Days
K6 = CDD Philadelphia Weather Cooling Degree Days
H7 = HDD Portland Weather Heating Degree Days
K7 = CDD Portland Weather Cooling Degree Days
H8 = HDD Tucson Weather Heating Degree Days
K8 = CDD Tucson Weather Cooling Degree Days
H9 = HDD Des Moines Weather Heating Degree Days
K9 = CDD Des Moines Weather Cooling Degree Days
H0 = HDD Las Vegas Weather Heating Degree Days
K0 = CDD Las Vegas Weather Cooling Degree Days
HW = HDD Boston Weather Heating Degree Days
KW= CDD Boston Weather Cooling Degree Days
HR = HDD Houston Weather Heating Degree Days
KR = CDD Houston Weather Cooling Degree Days
HX =HDD Kansas City Weather Heating Degree Days
KX = CDD Kansas City Weather Cooling Degree Days
HQ =HDD Minneapolis Weather Heating Degree Days
KQ =CDD Minneapolis Weather Cooling Degree Days
HS =HDD Sacramento Weather Heating Degree Days
KS= CDD Sacramento Weather Cooling Degree Days
AH =HDD Atlanta Seasonal Heating Degree Days
AK = CDD Atlanta Seasonal Cooling Degree Days
HH = HDD Chicago Seasonal Heating Degree Days
KH = CDD Chicago Seasonal Cooling Degree Days
HT = HDD Cincinnati Seasonal Heating Degree Days
KT = CDD Cincinnati Seasonal Cooling Degree Days
HY = HDD New York Seasonal Heating Degree Days
KY = CDD New York Seasonal Cooling Degree Days
TH = HDD Dallas Seasonal Heating Degree Days
TK = CDD Dallas Seasonal Cooling Degree Days
FH =HDD Philadelphia Seasonal Heating Degree Days
FK = CDD Philadelphia Seasonal Cooling Degree Days