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Listing of CME Hurricane Index Futures and Options Contracts
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- To
- Members, Member Firms and Market Users
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- From
- Research and Product Development
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- SER-7062R
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- Notice Date
- 04 April 2014
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- Effective Date
- 06 April 2014
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This SER supersedes SER S-7062 issued on 3/31/2014.
Effective Sunday, April 6, 2014 for trade date Monday, April 7, 2014, and pending all relevant CFTC regulatory review periods, the Chicago Mercantile Exchange Inc. (CME or Exchange) will list the following four (4) product chapters for trading:
Product Title
Block Trade
Minimum
Threshold
CME Hurricane Index Second Event Seasonal Maximum Futures
20 contracts
Options on CME Hurricane Index Second Event Seasonal Maximum Futures
20 contracts
CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Futures
20 contracts
Options on CME Hurricane Index Second Event Seasonal Maximum Cat-In-A- Box Futures
20 contracts
Also pending all relevant CFTC regulatory review periods, effective Tuesday, April 15, 2014, for trade date Wednesday, April 16, 2014, CME will list the following eight (8) product chapters for trading:
Product Title
Block Trade
Minimum
Threshold
CME Hurricane Index Seasonal futures
20 contracts
Options on CME Hurricane Index Seasonal futures
20 contracts
CME Hurricane Index Seasonal Maximum futures
20 contracts
Options on CME Hurricane Index Seasonal Maximum futures
20 contracts
CME Hurricane Index Seasonal Cat-in-a-Box futures
20 contracts
Options on CME Hurricane Index Seasonal Cat-in-a-Box futures
20 contracts
CME Hurricane Index Seasonal Maximum Cat-in-a-Box futures
20 contracts
Options on CME Hurricane Index Seasonal Maximum Cat-in-a-Box futures
20 contracts
The futures contracts are available for trading on CME Globex and the options contracts are available for trading on the CME trading floor. The futures and options contracts are also available for submission for clearing as a block trade.
The product titles, rulebook chapters, trading and clearing codes are set forth below.
Product Title/Rulebook chapters:
CME Hurricane Index Second Event Seasonal Maximum Futures - Chapter 423
Options on CME Hurricane Index Second Event Seasonal Maximum Futures - Chapter 423A
CME Hurricane Index Seasonal Futures – Chapter 427
Options on CME Hurricane Index Seasonal Futures – Chapter 427A
CME Hurricane Index Seasonal Maximum Futures – Chapter 428
Options on CME Hurricane Index Seasonal Maximum Futures – 428A
CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Futures - Chapter 430
Options on CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Futures - Chapter 430A
CME Hurricane Index Seasonal Cat-In-A-Box Futures – Chapter 431
Options on CME Hurricane Index Seasonal Cat-In-A-Box Futures – Chapter 431A
CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures – Chapter 432
Options on CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures – Chapter 432A
Clearing/CME Globex Codes:
HURRICANE SEASONAL FUTURES AND OPTIONS
REGION
FUTURES
OPTIONS
Gulf Coast
HGA
OGA
Florida
HFA
OFA
Southern Atlantic Coast
HHA
OSA
Northern Atlantic Coast
HNA
ONA
Florida + Southern Atlantic + Northern Atlantic
HAA
AHA
Eastern U.S.
HXA
OXA
Cat-In-A-Box – Galveston-Mobile
HPA
OPA
Gulf + Florida
FGM
FGM
Florida Gold Coast
HDA
HDA
HURRICANE SEASONAL MAXIMUM FUTURES AND OPTIONS
REGION
FUTURES
OPTIONS
Gulf Coast
HGM
OGM
Florida
HFM
OFM
Southern Atlantic Coast
HSM
OSM
Northern Atlantic Coast
HNM
ONM
Florida + Southern Atlantic + Northern Atlantic
HAM
MHA
Eastern U.S.
HXM
OXM
Cat-In-A-Box – Galveston-Mobile
HPM
OPM
Gulf + Florida
GFM
GFM
Florida Gold Coast
HDM
HDM
HURRICANE SECOND EVENT SEASONAL MAXIMUM FUTURES AND OPTIONS
REGION
FUTURES
OPTIONS
Gulf Coast
MG2
MG2
Florida
MF2
MF2
Southern Atlantic Coast
HM2
HM2
Northern Atlantic Coast
MR2
MR2
Florida + Southern Atlantic + Northern Atlantic
OAM
OAM
Eastern U.S.
MX2
MX2
Cat-In-A-Box – Galveston-Mobile
MB2
MB2
Gulf + Florida
GF2
GF2
Florida Gold Coast
FM2
FM2
Questions regarding this Special Executive Report may be directed to Heidi Centola, Manager, Ag and Alternative Investment Products at 312-930-1308, Heidi.Centola@cmegroup.com or Charles Piszczor, Director, Commodity Research & Product Development, at 312-930-4536, Charles.Piszczor@cmegroup.com.
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