Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations – September 13, 2008
Notice Date | 2008-09-15
Notice Number | Q2008-190
Effective Date | 2008-09-16
Hurricane Ike – the ninth named storm of the season – made landfall on Saturday, September 13, 2008 near Galveston , Texas . As a result, trading in HX9, X92, HP9 and P92 contracts will terminate at 9:00 AM on Tuesday, September 16, 2008. This storm corresponds to: · HX9 (for CME-Carvill Hurricane Index futures & options on Hurricane Ike) · X92 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Ike) · HP9 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Ike) · P92 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Ike) At this time there is no open interest in any of the futures or options for HX9, X92, HP9 or P92. · The final settlement value is 9.9 for HX9 (for CME-Carvill Hurricane Index futures & options on Hurricane Ike) · The final settlement value is 9.9 for X92 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Ike) In addition, Hurricane Ike passed through the major oil & gas production area in the Gulf of Mexico prior to making landfall. Therefore, · The final settlement value is 9.9 for HP9 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Ike) · The final settlement value is 9.9 for P92 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Ike) In addition, the next contracts in all four sequences should be listed for trading on Tuesday, September 16, 2008: · HG3 (for CME-Carvill Hurricane Index futures & options on Hurricane Marco) · G3B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Marco) · HS3 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Marco) · S32 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Marco) Please contact Market Data Operations (MDO) at mdo@cmegroup.com , if you have any questions concerning this notice.