Climetrix Home

   

RMS® Market Price Indexes

RMS gathers market pricing information for 15 U.S. and 5 European primary stations from a daily survey of leading weather dealers. This data is used to derive monthly curves of HDD, CDD or cumulative average temperature (CAT) indexes, depending on the season and country.  Additionally, RMS derives inferred market curves for highly correlated neighboring stations using mathematical techniques based on historical relationships between these stations.  RMS provides clients with updates to these market prices every weekday. For more information on the market pricing feeds for the U.S. and Europe, contact us at climetrix@rms.com. 

The price indexes published on the climetrix.com website reflect seasonal totals from the RMS consensus market pricing feeds for the three most actively traded locations in the global weather market: Chicago, New York, and London. 

The stations included in the RMS U.S. and European market pricing feeds are listed below.
 

Primary Station List


United States

Atlanta, ATL
Boston, BOS
Chicago, ORD (HDD, CDD)
Cincinnati, CVG
Dallas Fort-Worth, DFW
Des Moines, DSM
Houston, IAH
Kansas City, MCI
Las Vegas, MCI
Little Rock, LIT
Minneapolis, MSP
New York, LGA (HDD, CDD)
Philadelphia, PHL
Portland, PDX
Sacramento, SAC
Tucson, TUS
 


Europe
Amsterdam Schiphol
Berlin Dahlem
Essen
London Heathrow, LHR
(HDD, CAT)
Paris Orly

 

Related Information

Press Release: RMS Offers New Mark-To-Market Data and Models For Weather Derivatives
 
 

 

Climetrix Home      Contact Us     About RMS     Disclaimer

©1999-2008 Risk Management Solutions, Inc. All Rights Reserved.