Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Hurricane Settlements and Activations - Effective October 1, 2008
Notice Date | 2008-09-29
Notice Number | Q2008-201
Effective Date | 2008-10-01
Tropical Storm Kyle – the eleventh named storm of the season – failed to attain hurricane status before making landfall today. As a result, trading in the HG1, G1B, HS1, and S12 contracts will terminate at 9:00 AM this Wednesday, October 1. This storm corresponds to: · HG1 (for CME-Carvill Hurricane Index futures & options on Hurricane Kyle) · G1B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Kyle) · HS1 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Kyle) · S12 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Kyle) Because it failed to attain hurricane status, these contracts will expire at a final settlement value of 0.0. At this time there is no open interest in any of the futures or options for HG1, G1B, HS1 or S12 In addition, the next contract in all four sequences should be listed for trading on Wednesday, October 1, 2008: · HG4 (for CME-Carvill Hurricane Index futures & options on Hurricane Nana) · G4B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Nana) · HS4 (for CME-Carvill Hurricane Index Cat-In-A-Box futures and options on Hurricane Nana) · S42 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Nana) Please contact Market Data Operations (MDO) at mdo@cmegroup.com , if you have any questions concerning this notice.