Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - September 9, 2008
Notice Date | 2008-09-09
Notice Number | Q2008-182
Effective Date | 2008-09-10
Tropical Storm Josephine – the tenth named storm of the season – failed to attain hurricane status and has dissipated over the far eastern Atlantic, and coverage was suspended by the National Hurricane Center. As a result, trading in HX0, X02, HP0 and P02 contracts will terminate at 9:00 AM on Wednesday, September 10, 2008. This storm corresponds to: · HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine) · X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine) · HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine) · P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine) At this time there is no open interest in any of the futures or options for HX0, X02, HP0 or P02. · The final settlement value is 0.0 for HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine) · The final settlement value is 0.0 for X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine) · The final settlement value is 0.0 for HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine) · The final settlement value is 0.0 for P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine) In addition, the next contracts in all four sequences should be listed for trading on Wednesday, September 10, 2008: · 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) Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.