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.
LIM provides End of Day Settlement values (High, Low, Open, Close, Volume, Open Interest) for the following listed locations (US cities futures only): see the list on the LIM website.
More information may be obtained from the CME website: www.cme.com/trading/prd/env/index.html. To order this optional data set, please contact a LIM Sales Representative at: sales@lim.com.