Hurricane Settlements & Activations That Were Effective August 24, 2009

This past Monday, August 24, 2009, coverage was suspended by the National Hurricane Center for Hurricane Bill, the second named storm, which had moved into the North Atlantic.

 Trading in HX2, X22, HP2 and P22 will be terminated at 9:00 AM on Wednesday, August 26, 2009. 

The final settlement values are as follows:

·          0.0 for HX2 (for CME Hurricane Index futures & options on Hurricane Bill)

·          0.0 for X22 (for CME Hurricane Index Binary Contract on Hurricane Bill)

·          0.0 for HP2 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Bill)

·          0.0 for P22 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Bill)

At this time there is no open interest in any of the futures or options for HX2, X22, HP2 or P22

In addition, on Wednesday, August 26, 2009, the next contracts in all four sequences will be listed for trading:

·          HX6 (for CME Hurricane Index futures & options on Hurricane Fred)

·          X62 (for CME Hurricane Index Binary Contract on Hurricane Fred)

·          HP6 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Fred)

·          P62 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Fred)

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