Chicago Mercantile Exchange

Clearing House Advisory Notice

99-116 |  | December 29, 1999

  TO: | Clearing Member Personnel ATTN: Back Office Managers Balancing Staff
  FROM: | Trade Processing Unit
  SUBJECT: | JANUARY 2000 CASH SETTLED FUTURE EXPIRATIONS

The following cash settled future contracts are expiring in the month of January. Included are the contract name, symbol, last trading Date, the date the Final Settlement Price will be provided and the date the CME will remove all open positions. If there are any questions regarding this memo, please contact the CME Clearing House, (312) 207-2525.

## Cash Settled Future Contracts Expiring in
January 2000

Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | --- | ---
January 2000 Brazilian Real | BRF00 | 12/31/99 | 1/3/00 | 1/5/00 |
December 1999 Atlanta HDD | H1Z99 | 1/3/00 | 1/3/00 | 1/5/00 |
December 1999 Chicago HDD | H2Z99 | 1/3/00 | 1/3/00 | 1/5/00 |
December 1999 Cincinnati HDD | H3Z99 | 1/3/00 | 1/3/00 | 1/5/00 |
December 1999 New York HDD | H4Z99 | 1/3/00 | 1/3/00 | 1/5/00 |
December 1999 Fed Fund "Turn Rate" | TZZ99 | 1/3/00 | 1/3/00 | 1/5/00 |
December 1999 BFP Milk | DAZ99 | 1/4/00 | 1/5/00 | 1/7/00 |
December 1999 Cheddar Cheese | DCZ99 | 1/4/00 | 1/5/00 | 1/7/00 |
December 1999 Dry Whey | DYZ99 | 1/4/00 | 1/5/00 | 1/7/00 |
December 1999 Nonfat Dry Milk | NFZ99 | 1/4/00 | 1/5/00 | 1/7/00 |
December 1999 Quarterly Bankruptcy Index | QBZ99 | 1/12/00 | 1/13/00 | 1/18/00 |
January 2000 Pork Cut Out | PCF00 | 1/14/00 | 1/18/00 | 1/20/00 |
January 2000 Eurodollar | EDF00 | 1/17/00 | 1/17/00 | 1/20/00 |
January 2000 LIBOR | EMF00 | 1/17/00 | 1/17/00 | 1/20/00 |
January 2000 Fed Funds Rate | FTF00 | 1/17/00 | 1/17/00 | 1/20/00 |
January 2000 GSCI | GIF00 | 1/18/00 | 1/18/00 | 1/20/00 |
January 2000 13 Week US T-Bill | TBF00 | 1/17/00 | 1/18/00 | 1/19/00 |
January 2000 Mexican TIIE | TEF00 | 1/19/00 | 1/19/00 | 1/21/00 |
January 2000 Boneless Beef | BBF00 | 1/26/00 | 1/27/00 | 1/31/00 |
January 2000 Fresh Bellies | FBF00 | 1/26/00 | 1/27/00 | 1/31/00 |
January 2000 Bonless Beef Trimmings | TRF00 | 1/26/00 | 1/27/00 | 1/31/00 |
January 2000 Feeder Cattle | FCF00 | 1/27/00 | 1/28/00 | 2/1/00 |
January 2000 Stocker Cattle | STF00 | 1/27/00 | 1/28/00 | 2/1/00 |
February 2000 Brazilian Real | BRG00 | 1/31/00 | 2/1/00 | 2/3/00 |
January 2000 Atlanta HDD | H1F00 | 2/2/00 | 2/2/00 | 2/4/00 |
January 2000 Chicago HDD | H2F00 | 2/2/00 | 2/2/00 | 2/4/00 |
January 2000 Cincinnati HDD | H3F00 | 2/2/00 | 2/2/00 | 2/4/00 |
January 2000 New York HDD | H4F00 | 2/2/00 | 2/2/00 | 2/4/00 |