You're lucky, I don't think mine ever had one. I was using mine today and was getting annoyed that the socket kept falling off...looked at the chuck and there wasn't even a place where a ball would go! Now, to be fair, the Chicago Electric stuff goes back to the day when HF didn't even really try to be anything but a seller of junk tools, maybe their newer stuff is better made, time will tell.
One thing that does make me reluctant to invest much in HF cordless stuff (and this is true of other store/off brands too) is that they tend to have relatively short production runs before they're replaced with a newer model with incompatible batteries. Yeah, the name brands do that too, but you're a lot more likely to find a Milwaukee, Ryobi, etc. battery either aftermarket or NOS than some no-name one.
Upthread, someone mentioned that they'd heard that the Lynx 40V line was being discontinued. I hope not, and didn't see anything that implied that last visit, but they don't seem to be issuing any new 40V tools either. How long has that been around, a couple years at most?