Date:
August 14, 2008
Notice #:
Q2008-160
Subject:
CME Group to Expand Carvill Hurricane Binary Options –
Effective August 25, 2008
Due to
customer demand, CME Group will expand hurricane binary options to include named storms, effective
August 25, 2008, 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
table below lists the currently listed underlying hurricane futures and the corresponding new
binary option:
|
Eastern US
Options
|
Cat-In-A-Box Options
|
|
Named Storm
|
Underlying
|
Binary
|
Underlying
|
Binary
|
|
Arthur*
|
HX1
|
X12
|
HP1
|
P12
|
|
Bertha*
|
HX2
|
X22
|
HP2
|
P22
|
|
Cristobal*
|
HX3
|
X32
|
HP3
|
P32
|
|
Dolly*
|
HX4
|
X42
|
HP4
|
P42
|
|
Edouard*
|
HX5
|
X52
|
HP5
|
P52
|
|
Fay
|
HX6
|
X62
|
HP6
|
P62
|
|
Gustav
|
HX7
|
X72
|
HP7
|
P72
|
|
Hanna
|
HX8
|
X82
|
HP8
|
P82
|
|
Ike
|
HX9
|
X92
|
HP9
|
P92
|
|
Josephine
|
HX0
|
X02
|
HP0
|
P02
|
|
Kyle
|
HG1
|
G1B
|
HS1
|
S12
|
|
Laura
|
HG2
|
G2B
|
HS2
|
S22
|
|
Marco
|
HG3
|
G3B
|
HS3
|
S32
|
|
Nana
|
HG4
|
G4B
|
HS4
|
S42
|
|
Omar
|
HG5
|
G5B
|
HS5
|
S52
|
|
Paloma
|
HG6
|
G6B
|
HS6
|
S62
|
|
Rene
|
HG7
|
G7B
|
HS7
|
S72
|
|
Sally
|
HG8
|
G8B
|
HS8
|
S82
|
|
Teddy
|
HG9
|
G9B
|
HS9
|
S92
|
|
Vicky
|
HG0
|
G0B
|
HS0
|
S02
|
|
Wilfred
|
HF1
|
F12
|
HN1
|
NH1
|
|
Alpha
|
HF2
|
F22
|
HN2
|
NH2
|
|
Beta
|
HF3
|
F32
|
HN3
|
NH3
|
|
Gamma
|
HF4
|
F42
|
HN4
|
NH4
|
|
Delta
|
HF5
|
F52
|
HN5
|
NH5
|
|
Epsilon
|
HF6
|
F62
|
HN6
|
NH6
|
|
Zeta
|
HF7
|
F72
|
HN7
|
NH7
|
|
Eta
|
HF8
|
F82
|
HN8
|
NH8
|
|
Theta
|
HF9
|
F92
|
HN9
|
NH9
|
|
Iota
|
HF0
|
F02
|
HN0
|
NH0
|
*Hurricane
has already occurred and is expired
|