Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations Effective Thursday, July 24, 2008
Notice Date | 2008-07-25
Notice Number | Q2008-148
Effective Date | 2008-07-24
Please be advised that Tropical Storm Cristobal – the third named storm of the season – has become extratropical over the far North Atlantic and coverage was suspended by the National Hurricane Center late yesterday (Thursday, July 24). This storm corresponds to: HX3 (for CME-Carvill Hurricane Index futures & options on Hurricane Cristobal) HP3 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Cristobal) Trading in HX3 and HP3 will terminate at 9:00 AM on Monday, July 28, 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 HX3 or HP3. In addition, the next contract in both sequences should be listed for trading on Monday, July 28, 2008: HX7 (for CME-Carvill Hurricane Index futures & options on Hurricane Gustav) HP7 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Gustav) Please contact Market Data Operations (MDO) at mdo@cmegroup.com , if you have any questions concerning this notice.