Date: August 14, 2008
Notice #: Q2008-160
Subject: CME Group to Expand Carvill Hurricane Binary Options – Effective August 25, 2008
Due to customer demand, CME Group will expand hurricane binary options to include named storms, effective August 25, 2008, in both the
The table below lists the currently listed underlying hurricane futures and the corresponding new binary option:
|
Cat-In-A-Box Options |
|||
Named Storm |
Underlying |
Binary |
Underlying |
Binary |
Arthur* |
HX1 |
X12 |
HP1 |
P12 |
Bertha* |
HX2 |
X22 |
HP2 |
P22 |
Cristobal* |
HX3 |
X32 |
HP3 |
P32 |
Dolly* |
HX4 |
X42 |
HP4 |
P42 |
Edouard* |
HX5 |
X52 |
HP5 |
P52 |
Fay |
HX6 |
X62 |
HP6 |
P62 |
Gustav |
HX7 |
X72 |
HP7 |
P72 |
Hanna |
HX8 |
X82 |
HP8 |
P82 |
Ike |
HX9 |
X92 |
HP9 |
P92 |
Josephine |
HX0 |
X02 |
HP0 |
P02 |
Kyle |
HG1 |
G1B |
HS1 |
S12 |
Laura |
HG2 |
G2B |
HS2 |
S22 |
Marco |
HG3 |
G3B |
HS3 |
S32 |
Nana |
HG4 |
G4B |
HS4 |
S42 |
Omar |
HG5 |
G5B |
HS5 |
S52 |
Paloma |
HG6 |
G6B |
HS6 |
S62 |
Rene |
HG7 |
G7B |
HS7 |
S72 |
Sally |
HG8 |
G8B |
HS8 |
S82 |
Teddy |
HG9 |
G9B |
HS9 |
S92 |
Vicky |
HG0 |
G0B |
HS0 |
S02 |
Wilfred |
HF1 |
F12 |
HN1 |
NH1 |
Alpha |
HF2 |
F22 |
HN2 |
NH2 |
Beta |
HF3 |
F32 |
HN3 |
NH3 |
Gamma |
HF4 |
F42 |
HN4 |
NH4 |
Delta |
HF5 |
F52 |
HN5 |
NH5 |
Epsilon |
HF6 |
F62 |
HN6 |
NH6 |
Zeta |
HF7 |
F72 |
HN7 |
NH7 |
Eta |
HF8 |
F82 |
HN8 |
NH8 |
Theta |
HF9 |
F92 |
HN9 |
NH9 |
Lota |
HF0 |
F02 |
HN0 |
NH0 |
*Hurricane has already occurred and is expired