• Hurricane Settlements & Activations

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      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • Q2010-198
      • Notice Date
      • 23 September 2010
      • Effective Date
      • 24 September 2010
    • On Monday, September 20, 2010, coverage was suspended by the National Hurricane Center for Hurricane Julia the tenth named storm of the season.

      Trading in HX0, X02, HP0, and P02 will terminate at 9:00 a.m. on Friday, September 24, 2010.

      The final settlement values are as follows:

      • 0.0 for HX0 (for CME Hurricane Index futures & options on Hurricane Julia)
      • 0.0 for X02 (for CME Hurricane Index Binary Contract on Hurricane Julia)
      • 0.0 for HP0 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Julia)
      • 0.0 for P02 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Julia

      At this time, there is no open interest in any of the futures or options for HX0, X02, HP0 or P02.

      In addition, the next contract in all four sequences should be listed for trading on Friday, September 24, 2010:

      • HG3 (for CME Hurricane Index futures & options on Hurricane Matthew)
      • G3B (for CME Hurricane Index Binary Contract on Hurricane Matthew)
      • HS3 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Matthew)
      • S32 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Matthew)