Date: August 26, 2008
Notice #: Q2008-169
Subject: CME Group Expands Carvill Hurricane Binary Options on August 25, 2008 -- UPDATED INFORMATION
As a result of customer demand, yesterday, August 25, 2008, CME Group expanded hurricane binary options to include named storms, 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 following table lists the currently listed underlying hurricane futures and the corresponding new binary option including the synthetic underlying code:
Named Storm |
Eastern US Options |
Cat-In-A-Box Options |
||||
Future |
Synthetic Underlying |
Binary |
Future |
Synthetic Underlying |
Binary |
|
Arthur* |
HX1 |
1X2 |
X12 |
HP1 |
1P2 |
P12 |
Bertha* |
HX2 |
2X2 |
X22 |
HP2 |
2P2 |
P22 |
Cristobal* |
HX3 |
3X2 |
X32 |
HP3 |
3P2 |
P32 |
Dolly* |
HX4 |
4X2 |
X42 |
HP4 |
4P2 |
P42 |
Edouard* |
HX5 |
5X2 |
X52 |
HP5 |
5P2 |
P52 |
Fay |
HX6 |
6X2 |
X62 |
HP6 |
6P2 |
P62 |
Gustav |
HX7 |
7X2 |
X72 |
HP7 |
7P2 |
P72 |
Hanna |
HX8 |
8X2 |
X82 |
HP8 |
8P2 |
P82 |
Ike |
HX9 |
9X2 |
X92 |
HP9 |
9P2 |
P92 |
Josephine |
HX0 |
0X2 |
X02 |
HP0 |
0P2 |
P02 |
Kyle |
HG1 |
2G1 |
G1B |
HS1 |
2SI |
S12 |
Laura |
HG2 |
2G2 |
G2B |
HS2 |
2S2 |
S22 |
Marco |
HG3 |
2G3 |
G3B |
HS3 |
2S3 |
S32 |
Nana |
HG4 |
2G4 |
G4B |
HS4 |
2S4 |
S42 |
Omar |
HG5 |
2G5 |
G5B |
HS5 |
2S5 |
S52 |
Paloma |
HG6 |
2G6 |
G6B |
HS6 |
2S6 |
S62 |
Rene |
HG7 |
2G7 |
G7B |
HS7 |
2S7 |
S72 |
Sally |
HG8 |
2G8 |
G8B |
HS8 |
2S8 |
S82 |
Teddy |
HG9 |
2G9 |
G9B |
HS9 |
2S9 |
S92 |
Vicky |
HG0 |
2G0 |
G0B |
HS0 |
2S0 |
S02 |
Wilfred |
HF1 |
2F1 |
F12 |
HN1 |
1N2 |
NH1 |
Alpha |
HF2 |
2F2 |
F22 |
HN2 |
2N2 |
NH2 |
Beta |
HF3 |
2F3 |
F32 |
HN3 |
3N2 |
NH3 |
Gamma |
HF4 |
2F4 |
F42 |
HN4 |
4N2 |
NH4 |
Delta |
HF5 |
2F5 |
F52 |
HN5 |
5N2 |
NH5 |
Epsilon |
HF6 |
2F6 |
F62 |
HN6 |
6N2 |
NH6 |
Zeta |
HF7 |
2F7 |
F72 |
HN7 |
7N2 |
NH7 |
Eta |
HF8 |
2F8 |
F82 |
HN8 |
8N2 |
NH8 |
Theta |
HF9 |
2F9 |
F92 |
HN9 |
9N2 |
NH9 |
Iota |
HF0 |
2F0 |
F02 |
HN0 |
0N2 |
NH0 |
*Hurricane has already occurred and is expired