• CME Group to Expand Carvill Hurricane Binary Options – Effective August 25, 2008

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      • Q2008-160
      • Notice Date
      • 14 August 2008
      • Effective Date
      • 25 August 2008
    • 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 Eastern U.S. and Cat-In-A-Box regions.  As with existing hurricane binary options, the trading venue is pit only. 

       

      The table below lists the currently listed underlying hurricane futures and the corresponding new binary option:

       

      Eastern US Options

      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