Hurricane and Settlement Activations

Monday, January 4, 2010 was the last trading day for the 2009 hurricane contracts.  Trading in HX0, HG1, HG2, X02, G1B, G2B, HP0 HS1, HS2, P02, S12 and S22 will terminate at 9:00 AM on Monday, January 4, 2010. 

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

·          0.0 for HG1 (for CME Hurricane Index futures & options on Hurricane Kate)

·          0.0 for HG2 (for CME Hurricane Index futures & options on Hurricane Larry)

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

·          0.0 for G1B (for CME Hurricane Index Binary Contract on Hurricane Kate)

·          0.0 for G2B (for CME Hurricane Index Binary Contract on Hurricane Larry)

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

·          0.0 for HS1 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Kate)

·          0.0 for HS2 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Larry)

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

·          0.0 for S12 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Kate)

·          0.0 for S22 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Larry)

At this time, there is no open interest in any of the futures or options futures or options for HX0, HG1, HG2, X02, G1B, G2B, HP0 HS1, HS2, P02, S12 or S22.

In addition, due to the termination of trading for the 2009 hurricane contracts on Monday, January 4, 2010. Trading in the following hurricane contracts was terminated at 9:00 AM on Monday, January 4, 2010:

·          0.0 for HGA (for CME Hurricane Index Seasonal futures for the Gulf Coast)

·          0.0 for HFA (for CME Hurricane Index Seasonal futures for Florida)

·          0.0 for HSA (for CME Hurricane Index Seasonal futures for the Southern Atlantic)

·          0.0 for HNA (for CME Hurricane Index Seasonal futures for the Northern Atlantic)

·          0.0 for HXA (for CME Hurricane Index Seasonal futures for the Eastern US)

·          0.0 for HPA (for CME Hurricane Index Seasonal futures for Cat-In-A-Box Galveston-Mobile)

·          0.0 for OGA (for CME Hurricane Index Seasonal options for the Gulf Coast)

·          0.0 for OFA (for CME Hurricane Index Seasonal options for Florida)

·          0.0 for OSA (for CME Hurricane Index Seasonal options for the Southern Atlantic)

·          0.0 for ONA (for CME Hurricane Index Seasonal options for the Northern Atlantic)

·          0.0 for OXA (for CME Hurricane Index Seasonal options for the Eastern US)

·          0.0 for OPA (for CME Hurricane Index Seasonal options for Cat-In-A-Box Galveston-Mobile)

·          0.0 for BHG (for CME Hurricane Index Seasonal Binary Contract for the Gulf Coast)

·          0.0 for BHF (for CME Hurricane Index Seasonal Binary Contract for Florida)

·          0.0 for BHS (for CME Hurricane Index Seasonal Binary Contract for the Southern Atlantic)

·          0.0 for BHR (for CME Hurricane Index Seasonal Binary Contract for the Northern Atlantic)

·          0.0 for BHX (for CME Hurricane Index Seasonal Binary Contract for the Eastern US)

·          0.0 for BHB (for CME Hurricane Index Seasonal Binary Contract for Cat-In-A-Box Galveston-Mobile)

·          0.0 for BMF (for CME Hurricane Index Seasonal Binary Contract for Florida Gold Coast)

·          0.0 for HGM (for CME Hurricane Index Seasonal Maximum futures for the Gulf Coast)

·          0.0 for HFM (for CME Hurricane Index Seasonal Maximum futures for Florida)

·          0.0 for HSS (for CME Hurricane Index Seasonal Maximum futures for the Southern Atlantic)

·          0.0 for HNM (for CME Hurricane Index Seasonal Maximum futures for the Northern Atlantic)

·          0.0 for HXM (for CME Hurricane Index Seasonal Maximum futures for the Eastern US)

·          0.0 for HPM (for CME Hurricane Index Seasonal Maximum futures for Cat-In-A-Box Galveston-Mobile)

·          0.0 for OGM (for CME Hurricane Index Seasonal Maximum options for the Gulf Coast)

·          0.0 for OFM (for CME Hurricane Index Seasonal Maximum options for Florida)

·          0.0 for OSM (for CME Hurricane Index Seasonal Maximum options for the Southern Atlantic)

·          0.0 for ONM (for CME Hurricane Index Seasonal Maximum options for the Northern Atlantic)

·          0.0 for OXM (for CME Hurricane Index Seasonal Maximum options for the Eastern US)

·          0.0 for OPM (for CME Hurricane Index Seasonal Maximum options for Cat-In-A-Box Galveston-Mobile)

·          0.0 for MHG (for CME Hurricane Index Seasonal Max Binary Contract for the Gulf Coast)

·          0.0 for MHF (for CME Hurricane Index Seasonal Max Binary Contract for Florida)

·          0.0 for MHS (for CME Hurricane Index Seasonal Max Binary Contract for the Southern Atlantic)

·          0.0 for MHR (for CME Hurricane Index Seasonal Max Binary Contract for the Northern Atlantic)

·          0.0 for MHX (for CME Hurricane Index Seasonal Max Binary Contract for the Eastern US)

·          0.0 for MHB (for CME Hurricane Index Seasonal Max Binary Contract for the Cat-In-A-Box Galveston-Mobile)

·          0.0 for MFM (for CME Hurricane Index Seasonal Max Binary Contract for Florida Gold Coast)

·          0.0 for MG2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for the Gulf Coast)

·          0.0 for MF2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for Florida)

·          0.0 for HM2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for the Southern Atlantic)

·          0.0 for MR2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for the Northern Atlantic)

·          0.0 for MX2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for the Eastern US)

·          0.0 for MB2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for the Cat-In-A-Box Galveston-Mobile)

·          0.0 for GF2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for Gulf+Florida)

·          0.0 for FM2 (for CME Hurricane Index Second Event Seasonal Max Binary Contract for Florida Gold Coast)

At this time, there is no open interest in any of the aforementioned futures or options hurricane contracts.

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