Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - Effective Thursday, October 9, 2008
Notice Date | 2008-10-08
Notice Number | Q2008-211
Effective Date | 2008-10-09
Tropical Storm Marco – the thirteenth named storm of the season – failed to attain hurricane status before making landfall in Mexico, and coverage was suspended by the National Hurricane Center late yesterday (Tuesday, October 7). As a result, trading in HG3, G3B, HS3 and S32 contracts will terminate at 9:00 AM this Thursday, October 9, 2008. This storm corresponds to: · 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 and options on Hurricane Marco) · S32 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Marco) Because it failed to attain hurricane status, 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 HG3, G3B, HS3, or S32. In addition, the next contract in all four sequences should be listed for trading on Thursday, October 9, 2008: · HG6 (for CME-Carvill Hurricane Index futures & options on Hurricane Paloma) · G6B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Paloma) · HS6 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Paloma) · S62 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Paloma) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.