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Tropical Storm Josephine – the tenth named storm of the season – failed to attain hurricane status and has dissipated over the far eastern Atlantic, and coverage was suspended by the
This storm corresponds to:
· HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine)
· X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine)
· HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine)
· P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine)
At this time there is no open interest in any of the futures or options for HX0, X02, HP0 or P02.
· The final settlement value is 0.0 for HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine)
· The final settlement value is 0.0 for X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine)
· The final settlement value is 0.0 for HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine)
· The final settlement value is 0.0 for P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine)
In addition, the next contracts in all four sequences should be listed for trading on Wednesday, September 10, 2008:
· HG2 (for CME-Carvill Hurricane Index futures & options on Hurricane Laura)
· G2B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Laura)
· HS2 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Laura)
· S22 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Laura)
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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