• Hurricane Settlements and Activations - Effective December 2, 2008

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-267
      • Notice Date
      • 01 December 2008
      • Effective Date
      • 02 December 2008
    •  The 2008 hurricane season ended on Sunday, November 30, 2008.  As a result, settlement values for the CME-Carvill Hurricane Index Contracts are shown In Exhibit I. Trading in these contracts will terminate at 9:00 AM on Tuesday, December 2, 2008. 

       

      Please note that there is no open interest in any of the futures or options for HG7, G7B, HS7, S72, HG8, G8B, HS8, S82, HG9, G9B, HS9 or S92. Also, there is no open interest in HXA, BHF, BHR, BHX, HFM and HNM.  No additional contracts in these sequences should be listed for the 2008 hurricane season.

       

       

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

       

       

       

       

       

       

       

       

      Exhibit I

       

       

      Final Settlement Value

      Product Code

      Contract Name

      0.0

      HG7

      CME-Carvill Hurricane Index futures & options on Hurricane Rene

      0.0 

      G7B

      CME-Carvill Hurricane Index Binary Contract on Hurricane Rene

      0.0

      HS7

      CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Rene

      0.0

      S72

      CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Rene

      0.0

      HG8

      CME-Carvill Hurricane Index futures & options on Hurricane Sally

      0.0

      G8B

      CME-Carvill Hurricane Index Binary Contract on Hurricane Sally

      0.0

      HS8

      CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Sally

      0.0

      S82

      CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Sally

      0.0

      HG9

      CME-Carvill Hurricane Index futures & options on Hurricane Teddy

      0.0

      G9B

      CME-Carvill Hurricane Index Binary Contract on Hurricane Teddy

      0.0

      HS9

      CME-Carvill Hurricane Index Cat-In-A-Box futures & options on Hurricane Teddy

      0.0

      S92

      CME-Carvill Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Teddy

      20.7

      HGA

      CME-Carvill Hurricane Index Seasonal futures & options for the Gulf Coast

      0.0

      HFA

      CME-Carvill Hurricane Index Seasonal futures & options for Florida

      0.0

      HHA

      CME-Carvill Hurricane Index Seasonal futures & options for the Southern Atlantic

      0.0

      HNA

      CME-Carvill Hurricane Index Seasonal futures & options for the Northern Atlantic

      20.7

      HXA

      CME-Carvill Hurricane Index Seasonal futures & options for the Eastern US

      17.9

      HPA

      CME-Carvill Hurricane Index Seasonal futures & options for the Cat-In-A-Box Galveston-Mobile

      20.7

      BHG

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Gulf Coast

      0.0

      BHF

      CME-Carvill Hurricane Index Seasonal Binary Contract for Florida

      0.0

      BHS

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Southern Atlantic

      0.0

      BHR

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Northern Atlantic

      20.7

      BHX

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Eastern US

      17.9

      BHB

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Cat-In-A-Box Galveston-Mobile

      9.9

      HGM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for the Gulf Coast

      0.0

      HFM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for Florida

      0.0

      HSM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for the Southern Atlantic

      0.0

      HNM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for the Northern Atlantic

      9.9

      HXM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for the Eastern US

      9.9

      HPM

      CME-Carvill Hurricane Index Seasonal Maximum futures & options for the Cat-In-A-Box Galveston-Mobile

      9.9

      MHG

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Gulf Coast

      0.0

      MHF

      CME-Carvill Hurricane Index Seasonal Binary Contract for Florida

      0.0

      MHS

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Southern Atlantic

      0.0

      MHR

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Northern Atlantic

      9.9

      MHX

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Eastern US

      9.9

      MHB

      CME-Carvill Hurricane Index Seasonal Binary Contract for the Cat-In-A-Box Galveston-Mobile