Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations
Notice Date | 2008-08-25
Notice Number | Q2008-168
Effective Date | 2008-08-27
Please be advised that Tropical Storm Fay – the sixth named storm of the season – failed to attain hurricane strength before moving inland. Therefore, The final settlement value is 0.0 for HX6 (for CME-Carvill Hurricane Index futures & options on Hurricane Fay) The final settlement value is 0.0 for X62 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Fay) The final settlement value is 0.0 for HP6 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Fay) The final settlement value is 0.0 for P62 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Fay) Trading in HX6, X62, HP6 and P62 will terminate at 9:00 AM on Wednesday, August 27, 2008. At this time there is no open interest in any of the futures or options for HX6, X62, HP6 or P62. In addition, the next contract in all four sequences should be listed for trading on Wednesday, August 27, 2008: 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) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.