RNE...could you have possibly been confused by seeing AF508 come up as a bookable ticket on continental.com and make the assumption that it was a codeshare?
I have searched Amadeus and various other sources and see no reference to any CO flight numbers that have a destination or origin of CAI.
BTW - the JFK-CAI DL flight has been on sale for a few months now. I believe that it commences on June 4th.