Chicago Mercantile Exchange

Clearing House Advisory Notice

99-106 |  | December 3, 1999

TO: | Clearing Member Personnel ATTN: Back Office Managers Balancing Staff
FROM: | Trade Processing Unit
SUBJECT: | DECEMBER 1999 CASH SETTLED FUTURE EXPIRATIONS

The following cash settled future contracts are expiring in the month of December. 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
December 1999

Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | --- | ---
December 1999 Brazilian Real | BRZ99 | 11/30/99 | 12/1/99 | 12/3/99 |
November 1999 Atlanta HDD | H1X99 | 12/2/99 | 12/2/99 | 12/6/99 |
November 1999 Chicago HDD | H2X99 | 12/2/99 | 12/2/99 | 12/6/99 |
November 1999 Cincinnati HDD | H3X99 | 12/2/99 | 12/2/99 | 12/6/99 |
November 1999 New York HDD | H4X99 | 12/2/99 | 12/2/99 | 12/6/99 |
December 1999 One Year T-Bill | YRZ99 | 12/2/99 | 12/2/99 | 12/6/99 |
November 1999 BFP Milk | DAX99 | 12/2/99 | 12/3/99 | 12/7/99 |
November 1999 Cheddar Cheese | DCX99 | 12/2/99 | 12/3/99 | 12/7/99 |
November 1999 Dry Whey | DYX99 | 12/2/99 | 12/3/99 | 12/7/99 |
November 1999 Nonfat Dry Milk | NFX99 | 12/2/99 | 12/3/99 | 12/7/99 |
December 1999 Japanese Government Bond | JBZ99 | 12/8/99 | 12/9/99 | 12/13/99 |
December 1999 Nikkei 225 | NKZ99 | 12/9/99 | 12/10/99 | 12/14/99 |
December 1999 Euroyen-LIBOR | ELZ99 | 12/10/99 | 12/13/99 | 12/15/99 |
December 1999 Euroyen | EYZ99 | 12/10/99 | 12/13/99 | 12/15/99 |
December 1999 Eurodollar | EDZ99 | 12/13/99 | 12/13/99 | 12/15/99 |
December 1999 LIBOR | EMZ99 | 12/13/99 | 12/13/99 | 12/15/99 |
December 1999 Fed Funds Rate | FTZ99 | 12/13/99 | 12/13/99 | 12/15/99 |
December 1999 EuroCanada | KJZ99 | 12/13/99 | 12/13/99 | 12/15/99 |
December 1999 13 Week US T-Bill | TBZ99 | 12/13/99 | 12/13/99 | 12/15/99 |
December 1999 Boneless Beef | BBZ99 | 12/14/99 | 12/15/99 | 12/17/99 |
December 1999 Pork Cut Out | PCZ99 | 12/14/99 | 12/15/99 | 12/17/99 |
December 1999 Bonless Beef Trimmings | TRZ99 | 12/14/99 | 12/15/99 | 12/17/99 |
December 1999 91 Day Mexican T-Bill | TSZ99 | 12/14/99 | 12/15/99 | 12/17/99 |
December 1999 Lean Hogs | LNZ99 | 12/14/99 | 12/16/99 | 12/20/99 |
December 1999 GSCI | GIZ99 | 12/15/99 | 12/15/99 | 12/17/99 |
December 1999 Russian Ruble | RUZ99 | 12/15/99 | 12/15/99 | 12/17/99 |
December 1999 Mexican TIIE | TEZ99 | 12/15/99 | 12/15/99 | 12/17/99 |
December 1999 S&P Midcap 400 | MDZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 NASDAQ 100 | NDZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 E-Mini NASDAQ 100 | NQZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 Russel 2000 | RLZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 S&P 500 Barra/Growth Index | SGZ99 | 12/16/99 | 12/17/99 | 12/21/99 |

## Cash Settled Future Contracts Expiring in
December 1999

Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | --- | ---
December 1999 S&P 500 | SPZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 Stocker Cattle | STZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 S&P 500 Barra/Value Index | SUZ99 | 12/16/99 | 12/17/99 | 12/21/99 |
December 1999 E-Mini S&P 500 | ESZ99 | 12/17/99 | 12/17/99 | 12/21/99 |
December 1999 Mexican IPC | MXZ99 | 12/17/99 | 12/17/99 | 12/21/99 |
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 |

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