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
|