Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - Effective Sunday, July 20, 2008
Notice Date | 2008-07-21
Notice Number | Q2008-142
Effective Date | 2008-07-20
Please be advised that Hurricane Bertha – the second named storm of the season – has become extra tropical over the far North Atlantic and coverage was suspended by the National Hurricane Center late yesterday (Sunday, July 20). This storm corresponds to: · HX2 (for CME-Carvill Hurricane Index futures & options on Hurricane Bertha) · HP2 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Bertha) Trading in HX2 and HP2 will terminate at 9:00 AM on Tuesday, July 22, 2008. Because it failed to make landfall, these contracts will expire at a CHI value of 0.0. At this time there is no open interest in any of the futures or options for either HX2 or HP2. In addition, the next contract in both sequences should be listed for trading on Tuesday, July 22, 2008: · HX5 (for CME-Carvill Hurricane Index futures & options on Hurricane Edouard) · HP5 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Edouard) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.