Hurricane Settlements and Activations - Effective Tuesday, November 11, 2008

Tropical Storm Paloma – the sixteenth named storm of the season – has dissipated in the Caribbean and coverage was suspended by the National Hurricane Center late last night (Sunday, November 9). As a result, trading in the HG6, G6B, HS6 and S62 contracts will terminate at 9:00 AM on Tuesday, November 11, 2008. 

This storm corresponds to:

·          HG6 (for CME-Carvill Hurricane Index futures & options on Hurricane Paloma)

·          G6B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Paloma)

·          HS6 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Paloma)

·          S62 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Paloma)

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 HG6, G6B, HS6, or S62.

In addition, the next contract in both sequences should be listed for trading on Tuesday, November 11, 2008:

·          HG9 (for CME-Carvill Hurricane Index futures & options on Hurricane Teddy)

·          G9B (for CME-Carvill Hurricane Index Binary Contract on Hurricane Teddy)

·          HS9 (for CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Teddy)

·          S92 (for CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Teddy)

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