Hurricane Settlements & Activations – Effective August 21, 2009

Tropical Depression Ana – the first named storm of the season – has dissipated southwest of Puerto Rico, and coverage was suspended by the National Hurricane Center late Monday, August 17.  However, there was some risk that Ana might regenerate, resulting in a delay in making the final settlement determination.  Therefore,

·          The final settlement value is 0.0 for HX1 (for CME Hurricane Index futures & options on Hurricane Ana)

·          The final settlement value is 0.0 for X12 (for CME Hurricane Index Binary Contract on Hurricane Ana)

·          The final settlement value is 0.0 for HP1 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Ana)

·          The final settlement value is 0.0 for P12 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Ana)

Trading in HX1, X12, HP1 and P12 will terminate at 9:00 AM on Friday, August 21, 2009. 

At this time there is no open interest in any of the futures or options for HX1, X12, HP1 or P12

In addition, the next contract in all four sequences should be listed for trading on Friday, August 21, 2009:

·          HX5 (for CME Hurricane Index futures & options on Hurricane Erika)

·          X52 (for CME Hurricane Index Binary Contract on Hurricane Erika)

·          HP5 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Erika)

·          P52 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Erika)

Contact Market Data Operations (MDO) at mdo@cmegroup.com