Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject Hurricane Settlements and Activations - September 7, 2008
Notice Date 2008-09-08
Notice Number Q2008-181
Effective Date 2008-09-07

Hurricane Hanna – the eighth named storm of the season – has become extra tropical over the far North Atlantic, and coverage was suspended by the National Hurricane Center yesterday (Sunday, September 7). As a result, trading IN HX8, X82, HP8 and P82 contracts will terminate at 9:00 AM on Tuesday, September 9, 2008.

 

This storm corresponds to:

 

·          HX8 (for CME-Carvill Hurricane Index futures & options on Hurricane Hanna)

·          X82 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Hanna)

·          HP8 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Hanna)

·          P82 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Hanna)

 

At this time there is no open interest in any of the futures or options for HX8, X82, HP8 or P82.

 

·          The final settlement value is 0.0 for HX8 (for CME-Carvill Hurricane Index futures & options on Hurricane Hanna)

·          The final settlement value is 0.0 for X82 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Hanna)

·          The final settlement value is 0.0 for HP8 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Hanna)

·          The final settlement value is 0.0 for P82 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Hanna)

 

 

In addition, the next contract in all four sequences should be listed for trading on Tuesday, September 9, 2008:

 

·          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)

 

 

Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.