Hurricane Settlements and Activations

Tropical Storm Grace – the seventh named storm of the season – was absorbed by a frontal system near the British Isles, and coverage was suspended by the National Hurricane Center late Monday, October 5, 2009.  As a result, trading in HX7, X72, HP7, and P72 contracts will terminate at 9:00 AM this Thursday, October 8. 

This storm corresponds to:

·          HX7 (for CME Hurricane Index futures & options on Hurricane Grace)

·          X72 (for CME Hurricane Index  Binary Contract on Hurricane Grace)

·          HP7 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Grace)

·          P72 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Grace)

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 HX7, X72, HP7 or P72.

In addition, the next contract in both sequences should be listed for trading on Thursday, October 8, 2009:

·          HX0 (for CME Hurricane Index futures & options on Hurricane Joaquin)

·          X02 (for CME Hurricane Index Binary Contract on Hurricane Joaquin)

·          HP0 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Joaquin)

·          P02 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Joaquin)

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