WEATHER AND HURRICANE FUTURES & OPTIONS

2018 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc.

20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (312) 930-1000

WEATHER AND HURRICANE FUTURES & OPTIONS

24Side 01

24Side 01

PG24 Wed, Nov 21, 2018 PG24BULLETIN # 226@FOR PRODUCTS THAT ARE TRADED IN BOTH Open Outcry(RTH) AND on CME Globex (ETH) THE INFORMATION REPRESENTED ON THIS PAGE FOR OPENING RANGE, HIGH, LOW, CLOSING RANGE, SETTLEMENT PRICE AND VOLUME REPRESENTS RTH ACTIVITY ONLY. NOTE: LIFE OF CONTRACT HIGH AND LOW REPRESENTS BOTH RTH AND ETH. RTH VOLUME REFLECTS PIT TRADING, BLOCK TRADES AND CASH-FOR-FUTURES ONLY. ETH REPRESENTS GLOBEX VOLUME TRANSACTIONS FROM THE GLOBEX® ELECTRONIC SESSION ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, AND PRIOR DAYS’ CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTION EXERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS THAT ARE ELIGIBLE TO TRADE, BUT ARE INACTIVE, DO NOT APPEAR IN THIS REPORT. LEGEND: B=BID, A=ASK, N=NOMINAL, P=POST SETTLEMENT SESSION, #=NEW CONTRACT HIGH PRICE, *=NEW CONTRACT LOW PRICE, R=RECORD VOLUME OR OPEN INTEREST. SETTLEMENT PRICES ARE DETERMINED BY CME RULE 813. CAB= (CABINET TRANSACTION) - 1/2 TICK VALUE = $5.00 PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS ELIGIBLE TO TRADE BUT ARE INACTIVE DO NOT APPEAR IN THIS REPORT.

PRELIMINARY

EXPIRATION:

* ALL WEATHER CONTRACTS EXPIRE ON THE SECOND BUSINESS DAY OF EACH MONTH.

EXPIRATION:

WEATHER AND HURRICANE FUTURES & OPTIONS CONTRACTS LAST TRADE DATES

WEATHER INDEX FUTURES

GLOBEXOPEN

GLOBEXHIGH

GLOBEXLOW

SETT. PRICE & PT. CHGE

OPENINTEREST

--CONTRACT--HIGH LOW

VOLUME TRADES CLEARED

HDD ATLANTA FDEC18 ---- ---- ---- + ---- UNCH UNCH ---- ----563.0NOV18 ---- ---- ---- + ---- 1000 800 UNCH 350.0B ----390.0

0TOTAL HDD ATLANTA F 1000

HDD CINCINNAT FDEC18 ---- ---- ---- + 50 300 + 4400 50 ---- ----970.0NOV18 ---- ---- ---- + ---- 1000 2500 UNCH 670.0B ----691.0

50TOTAL HDD CINCINNAT F 1300 50+

HDD DALLAS FDEC18 ---- ---- ---- + ---- 1100 UNCH UNCH ---- ----555.0

0TOTAL HDD DALLAS F 1100

HDD MINN FUTDEC18 ---- ---- ---- + 50 50 + NEW 50 ---- ----1380.0

50TOTAL HDD MINN FUT 50 50+R R

HDD NEW YORK FNOV18 ---- ---- ---- - ---- 1250 1700 UNCH 515.0B 468.0A521.0

0TOTAL HDD NEW YORK F 1250

WEATHER STRIPS INDEX FUTURES

GLOBEXOPEN

GLOBEXHIGH

GLOBEXLOW

SETT. PRICE & PT. CHGE

OPENINTEREST

--CONTRACT--HIGH LOW

VOLUME TRADES CLEARED

H CIN STP NOV FMAR19 ---- ---- ---- + ---- 50 6900 UNCH ---- ----4245.0

0TOTAL H CIN STP NOV F 50

EUROPEAN WEATHER INDEX FUTURES

GLOBEXOPEN

GLOBEXHIGH

GLOBEXLOW

SETT. PRICE & PT. CHGE

OPENINTEREST

--CONTRACT--HIGH LOW

VOLUME TRADES CLEARED

HDD AMSTER FUTNOV18 ---- ---- ---- - ---- 3000 200 UNCH ---- ----340.0DEC18 ---- ---- ---- + ---- 3000 UNCH UNCH ---- ----442.0

0TOTAL HDD AMSTER FUT 6000 HDD LONDON FUTNOV18 ---- ---- ---- - ---- 2450 240 UNCH ---- ----271.0DEC18 ---- ---- ---- + ---- 2450 UNCH UNCH ---- ----385.0

0TOTAL HDD LONDON FUT 4900

EX-PIT & OTHER BREAKDOWN

-----DELIVERY------ CASH OR PHYSICAL DAILY MTH-TO-DATE

BLOCKS DAILY TOTALS

EFP DAILY

TOTALS

TAS DAILY

TOTALS

EFS DAILY

TOTALS

EFR DAILY

TOTALS

TRANSFERS DAILY

TOTALS

BLOCKSM-T-D

TOTALS

EFP M-T-D

TOTALS

D0 HDD EURO WEATHER FUTURES

0TOTALS: 2000

D2 HDD EURO WEATHER FUTURES

0TOTALS: 4000

H1 HDD U.S. WEATHER FUTURES

0TOTALS: 1000

H3 HDD U.S. WEATHER FUTURES

--- --- --- --- --- 50 ---DEC18 ---1050---

50 0TOTALS: 1050

H4 HDD U.S. WEATHER FUTURES

0TOTALS: 50

H5 HDD U.S. WEATHER FUTURES

0TOTALS: 1100

HQ HDD U.S. WEATHER FUTURES

--- --- --- --- --- 50 ---DEC18 ---50---

50 0TOTALS: 50

NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18 NOV18

11X 250.0-270.012X 532.5-552.513X 432.5-452.514X 392.5-412.515 45.5-65.515X 215.0-235.02# 50.0-50.034X 635.0-655.0O0Z 120.0-130.0

WEATHER OPTIONS ON FUTURES

ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: WED, NOV 21

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.

© Copyright CME Group Inc. All rights reserved.

WEATHER AND HURRICANE FUTURES & OPTIONS

2018 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc.

20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (312) 930-1000

WEATHER AND HURRICANE FUTURES & OPTIONS

24Side 02

24Side 02

PG24 Wed, Nov 21, 2018 PG24BULLETIN # 226@

PRELIMINARY

HDD & CDD WEATHER OPTIONS ON FUTURES

STRIKE OPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT.CHGE.

OPENINTEREST

--CONTRACT-- HIGH LOW

VOLUME TRADES CLEAREDDELTA

EXER CISES

HDD DALLAS CHDD DALLAS C (FUTURES SETT. .00)DEC18---- ---- ---- ---- 9.0 ---- 50 UNCH UNCH ---- ----.162 ---- 655

TOTAL 0 50 HDD DALLAS P

HDD DALLAS P (FUTURES SETT. .00)DEC18---- ---- ---- ---- 9.0 ---- 50 UNCH UNCH ---- ----.162 ---- 455

TOTAL 0 50 HDD NEW YORK C

HDD NEW YORK C (FUTURES SETT. .00)NOV18---- ---- ---- ---- 33.0- ---- 250 3300 UNCH ---- ----.661 ---- 500

TOTAL 0 250

HURRICANE SEASONAL BINARY OPTIONS ON FUTURES

HDD & CDD WEATHER STRIPS OPTIONS ON FUTURES

STRIKE OPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT.CHGE.

OPENINTEREST

--CONTRACT-- HIGH LOW

VOLUME TRADES CLEAREDDELTA

EXER CISES

H ATL STP NOV CH ATL STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 105.0- ---- 336 1500 UNCH ---- ----.401 ----2500---- ---- ---- ---- 45.0- ---- 336 1200 UNCH ---- ----.212 ----2700

TOTAL 0 672 H CHI STP NOV C

H CHI STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 83.0- ---- 849 1400 UNCH ---- ----.281 ----5325---- ---- ---- ---- 40.0- ---- 849 1100 UNCH ---- ----.158 ----5525

TOTAL 0 1698 H CIN STP NOV C

H CIN STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 111.0+ ---- 837 300 UNCH ---- ----.413 ----4325---- ---- ---- ---- 48.0- ---- 837 300 UNCH ---- ----.222 ----4525

TOTAL 0 1674 H DLS STP NOV C

H DLS STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 59.0- ---- 384 900 UNCH ---- ----.305 ----2150---- ---- ---- ---- 18.0- ---- 384 600 UNCH ---- ----.119 ----2350

TOTAL 0 768 H MIN STP NOV C

H MIN STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 102.0+ ---- 633 500 UNCH ---- ----.282 ----6350---- ---- ---- ---- 56.0+ ---- 633 300 UNCH ---- ----.177 ----6550

TOTAL 0 1266 H NYK STP NOV C

H NYK STP NOV C (FUTURES SETT. .00)MAR19---- ---- ---- ---- 111.0- ---- 1461 2200 UNCH ---- ----.360 ----3925---- ---- ---- ---- 55.0- ---- 1461 1600 UNCH ---- ----.211 ----4125

TOTAL 0 2922

HDD & CAT EUROPEAN WEATHER STRIPS OPTIONS ON FUTURES

STRIKE OPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT.CHGE.

OPENINTEREST

--CONTRACT-- HIGH LOWDELTA

EXER CISES

VOLUME TRADES CLEARED

H LND STP DEC CH LND STP DEC C (FUTURES SETT. .00)FEB19---- ---- ---- ---- 16.0 ---- 250 UNCH UNCH ---- ----.261 ----1200---- ---- ---- ---- 2.0 ---- 250 UNCH UNCH ---- ----.047 ----1300

TOTAL 0 500

OPTIONS EOO'S, BLOCKS and EXERCISES

PRODUCT BLOCKVOLUME

STRIKE PRICE

EOOVOLUME

OPTIONEXERCISES

M-T-DBLOCKVOLUME

M-T-DOPTION

EXERCISES

TransferVOLUME

HDD U.S. WEATHER OPTIONSHDD DALLAS CDEC18 CALL15 655 50 0.00

0TOTALS 0 050 0 0

HDD U.S. WEATHER OPTIONSHDD DALLAS PDEC18 PUT15 455 50 0.00

0TOTALS 0 050 0 0

HDD EURO SEAS STRIP OPTIONSH LND STP DEC CFEB19 CALLO0Z 1200 250 0.00

O0Z 1300 250 0.00

0TOTALS 0 0500 0 0

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.

© Copyright CME Group Inc. All rights reserved.