Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements & Activiations - Effective Wednesday, June 4, 2008
Notice Date | 2008-06-02
Notice Number | Q2008-106
Effective Date | 2008-06-04
The landfall of tropical storm Arthur earlier today has resulted in the following contract expirations, settlements and listings. Hurricane A Contract Expirations As a result of Tropical Storm Arthur, the first named storm of the season, making landfall in Central America and dissipating earlier today, Monday, June 2, the following contracts will expire and settle at 9:00 AM Central Time on Wednesday, June 4, 2008: · HX1 CME-Carvill Hurricane Index futures & options on Hurricane Arthur · HP1 CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Arthur Because this tropical storm made landfall outside the United States, and did not reach “hurricane status”, the Carvill Hurricane Index (CHI) value will be 0.0, for settlement purposes. There is currently no open interest in either of these contracts. Hurricane D Contract Listings According to the Hurricane Index contract listing rules, the following will be listed for trading on Wednesday, June 4, 2008: · HX4 CME-Carvill Hurricane Index futures & options on Hurricane Dolly · HP4 CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Dolly Please update your product tables accordingly.