• Hurricane Settlements & Activations

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      • Market Data Distributors
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      • Market Data Notices
      • #
      • Q2010-188
      • Notice Date
      • 07 September 2010
      • Effective Date
      • 08 September 2010
    • This past Friday, September 3, 2010, coverage was suspended by the National Hurricane Center for Tropical Storm Earl the fifth named storm of the season and Tropical Storm Fiona the sixth named storm of the season.  

      Trading in HX5, X52, HP5, P52 HX6, X62, HP6 and P62 will terminate at 9:00 AM on Wednesday, September 8, 2010. 

      The final settlement values are as follows:

       

      • 0.0 for HX5 (for CME Hurricane Index futures & options on Hurricane Earl)
      • 0.0 for X52 (for CME Hurricane Index Binary Contract on Hurricane Earl)
      • 0.0 for HP5 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Earl)
      • 0.0 for P52 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Earl)
      • 0.0 for HX6 (for CME Hurricane Index futures & options on Hurricane Fiona)
      • 0.0 for X62 (for CME Hurricane Index Binary Contract on Hurricane Fiona)
      • 0.0 for HP6 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Fiona)
      • 0.0 for P62 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Fiona)

      At this time, there is no open interest in any of the futures or options for HX5, X52, HP5, P52, HX6, X62, HP6 or P62.

      In addition, the next contract in all four sequences should be listed for trading on Wednesday, September 8, 2010:

      • HX8 (for CME Hurricane Index futures & options on Hurricane Hermine)
      • X82 (for CME Hurricane Index Binary Contract on Hurricane Hermine)
      • HP8 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Hermine)
      • P82 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Hermine)
      • HX9 (for CME Hurricane Index futures & options on Hurricane Igor)
      • X92 (for CME Hurricane Index Binary Contract on Hurricane Igor)
      • HP9 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Igor)
      • P92 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Igor)