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