Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject Hurricane Settlements and Activations - September 9, 2008
Notice Date 2008-09-09
Notice Number Q2008-182
Effective Date 2008-09-10

Tropical Storm Josephine – the tenth named storm of the season – failed to attain hurricane status and has dissipated over the far eastern Atlantic, and coverage was suspended by the National Hurricane Center.  As a result, trading in HX0, X02, HP0 and P02 contracts will terminate at 9:00 AM on Wednesday, September 10, 2008. 

 

This storm corresponds to:

 

·          HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine)

·          X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine)

·          HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine)

·          P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine)

 

At this time there is no open interest in any of the futures or options for HX0, X02, HP0 or P02.

 

·          The final settlement value is 0.0 for HX0 (for CME-Carvill Hurricane Index futures & options on Hurricane Josephine)

·          The final settlement value is 0.0 for X02 (for CME-Carvill Hurricane Index Binary Contract on Hurricane Josephine)

·          The final settlement value is 0.0 for HP0 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Josephine)

·          The final settlement value is 0.0 for P02 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Josephine)

 

In addition, the next contracts in all four sequences should be listed for trading on Wednesday, September 10, 2008:

 

·          HG2 (for CME-Carvill Hurricane Index futures & options on Hurricane Laura)

·          G2B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Laura)

·          HS2 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Laura)

·          S22 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Laura)

 

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