Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - Effective Tuesday, October 21, 2008
Notice Date | 2008-10-20
Notice Number | Q2008-224
Effective Date | 2008-10-21
Tropical Storm Omar – the fifteenth named storm of the season – has dissipated in the mid-Atlantic and coverage was suspended by the National Hurricane Center on Saturday, October 18. As a result, trading in HG5, G5B, HS5, and S52 will terminate at 9:00 AM this Tuesday, October 21. This storm corresponds to: · HG5 (for CME-Carvill Hurricane Index futures & options on Hurricane Omar) · G5B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Omar) · HS5 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Omar) · S52 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Omar) Because it had dissipated in the mid-Atlantic, 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 HG5, G5B, HS5, or S52. In addition, the next contract in all four sequences should be listed for trading on Tuesday, October 21, 2008: · HG8 (for CME-Carvill Hurricane Index futures & options on Hurricane Sally) · G8B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Sally) · HS8 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Sally) · S82 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Sally) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.