Hurricane Settlements and Activations - Effective Thursday, October 16, 2008

Tropical Storm Nana– the fourteenth named storm of the season – has dissipated in the mid-Atlantic before attaining hurricane status, and coverage was suspended by the National Hurricane Center earlier today (Tuesday, October 14). As a result, trading in the HG4, G4B, HS4, and S42 contracts will terminate at 9:00 AM this Thursday, October 16, 2008. 

This storm corresponds to:

·          HG4 (for CME-Carvill Hurricane Index futures & options on Hurricane Nana)

·          G4B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Nana)

·          HS4 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Nana)

·          S42 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Nana)

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 HG4, G4B, HS4, and S42.

In addition, the next contract in both sequences should be listed for trading on Thursday, October 16, 2008:

·          HG7 (for CME-Carvill Hurricane Index futures & options on Hurricane Rene)

·          G7B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Rene)

·          HS7 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Rene)

·          S72 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Rene)

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