Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Group Expands Carvill Hurricane Binary Options on August 25, 2008 -- UPDATED INFORMATION
Notice Date | 2008-08-26
Notice Number | Q2008-169
Effective Date | 2008-08-25
Date: August 26, 2008 Notice #: Q2008-169 Subject: CME Group Expands Carvill Hurricane Binary Options on August 25, 2008 -- UPDATED INFORMATION As a result of customer demand, yesterday, August 25, 2008, CME Group expanded hurricane binary options to include named storms , in both the Eastern U.S. and Cat-In-A-Box regions. As with existing hurricane binary options, the trading venue is pit only. The following table lists the currently listed underlying hurricane futures and the corresponding new binary option including the synthetic underlying code:
Named Storm | Eastern US Options | Cat-In-A-Box Options
Future | Synthetic Underlying | Binary | Future | Synthetic Underlying | Binary
Arthur* | HX1 | 1X2 | X12 | HP1 | 1P2 | P12
Bertha* | HX2 | 2X2 | X22 | HP2 | 2P2 | P22
Cristobal* | HX3 | 3X2 | X32 | HP3 | 3P2 | P32
Dolly* | HX4 | 4X2 | X42 | HP4 | 4P2 | P42
Edouard* | HX5 | 5X2 | X52 | HP5 | 5P2 | P52
Fay | HX6 | 6X2 | X62 | HP6 | 6P2 | P62
Gustav | HX7 | 7X2 | X72 | HP7 | 7P2 | P72
Hanna | HX8 | 8X2 | X82 | HP8 | 8P2 | P82
Ike | HX9 | 9X2 | X92 | HP9 | 9P2 | P92
Josephine | HX0 | 0X2 | X02 | HP0 | 0P2 | P02
Kyle | HG1 | 2G1 | G1B | HS1 | 2SI | S12
Laura | HG2 | 2G2 | G2B | HS2 | 2S2 | S22
Marco | HG3 | 2G3 | G3B | HS3 | 2S3 | S32
Nana | HG4 | 2G4 | G4B | HS4 | 2S4 | S42
Omar | HG5 | 2G5 | G5B | HS5 | 2S5 | S52
Paloma | HG6 | 2G6 | G6B | HS6 | 2S6 | S62
Rene | HG7 | 2G7 | G7B | HS7 | 2S7 | S72
Sally | HG8 | 2G8 | G8B | HS8 | 2S8 | S82
Teddy | HG9 | 2G9 | G9B | HS9 | 2S9 | S92
Vicky | HG0 | 2G0 | G0B | HS0 | 2S0 | S02
Wilfred | HF1 | 2F1 | F12 | HN1 | 1N2 | NH1
Alpha | HF2 | 2F2 | F22 | HN2 | 2N2 | NH2
Beta | HF3 | 2F3 | F32 | HN3 | 3N2 | NH3
Gamma | HF4 | 2F4 | F42 | HN4 | 4N2 | NH4
Delta | HF5 | 2F5 | F52 | HN5 | 5N2 | NH5
Epsilon | HF6 | 2F6 | F62 | HN6 | 6N2 | NH6
Zeta | HF7 | 2F7 | F72 | HN7 | 7N2 | NH7
Eta | HF8 | 2F8 | F82 | HN8 | 8N2 | NH8
Theta | HF9 | 2F9 | F92 | HN9 | 9N2 | NH9
Lota | HF0 | 2F0 | F02 | HN0 | 0N2 | NH0
*Hurricane has already occurred and is expired