Hurricane Settlements and Activations - Effective Thursday, August 7, 2008

 Tropical Storm Edouard – the fifth named storm of the season – failed to attain hurricane status before making landfall today.  As a result, trading in both the HX5 and HP5 contracts will terminate at 9:00 AM this Thursday, August 7. 

This storm corresponds to:

·          HX5 (for CME-Carvill Hurricane Index futures & options on Hurricane Edouard)

·          HP5 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Edouard)

Because it failed to attain hurricane status, these contracts will expire at a CHI value of 0.0.

At this time there is no open interest in any of the futures or options for either HX5 or HP5.

In addition, the next contract in both sequences should be listed for trading on Thursday, August 7, 2008:

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

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

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