Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - Effective October 3, 2008
Notice Date | 2008-10-01
Notice Number | Q2008-205
Effective Date | 2008-10-03
Tropical Storm Laura – the twelfth named storm of the season – has become extratropical over the North Atlantic, and coverage was suspended by the National Hurricane Center earlier today (Wednesday, October 1). As a result, trading in the HG2, G2B, HS2 and S22 contracts will terminate at 9:00 AM this Friday, October 3, 2008. This storm corresponds to: · HG2 (for CME-Carvill Hurricane Index futures & options on Hurricane Laura) · G2B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Laura) · HS2 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Laura) · S22 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Laura) The final settlement value for these contracts will be 0.0. At this time there is no open interest in any of the futures or options for HG2, G2B, HS2, or S22. In addition, the next contract in all four sequences should be listed for trading on Friday, October 3, 2008: · 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) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.