Chicago Mercantile Exchange

Clearing House Advisory Notice

99-97 November 1, 1999 |  |  |  |  |

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TO: Clearing House Personnel

ATTN: Back Office Managers
Balancing Staff

FROM: Clearing House Department

SUBJECT: NOVEMBER 1999 CASH SETTLED FUTURE EXPIRATIONS

The following cash settled future contracts are expiring in the month of November. Included are the contract symbol, last trading date, the date the Final Settlement Price will be provided and the date the CME will remove all open positions. The last day of trading day for the November 1999 Eurodollars and LIBOR futures on the CME Trading Floor is the business day preceding the Last Trading Day listed in this document. LIBOR futures and Eurodollars futures and options are eligible for trading on GLOBEX until 5:00 a.m. on the Last Trading Date. If there are any questions regarding this memo, please contact the CME Clearing House, (312) 207-2525.

Contract & Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | ---
October 1999 ATLANTA HDD | H1V99 | 11/02/1999 | 11/02/1999 | 11/04/1999 |
October 1999 CHICAGO HDD | H2V99 | 11/02/1999 | 11/02/1999 | 11/04/1999 |
October 1999 CINCINNATI HDD | H3V99 | 11/02/1999 | 11/02/1999 | 11/04/1999 |
October 1999 NEW YORK HDD | H4V99 | 11/02/1999 | 11/02/1999 | 11/04/1999 |
October 1999 BFP MILK | DAV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
October 1999 CHEDDAR CHEESE | DCV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
October 1999 DRY WHEY | DYV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
October 1999 BFP MID MILK | JQV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
October 1999 BFP MINI MILK | MQV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
October 1999 NONFAT DRY MILK | NFV99 | 11/04/1999 | 11/05/1999 | 11/09/1999 |
November 1999 PORK CUTOUT | PCX99 | 11/12/1999 | 11/15/1999 | 11/17/1999 |
November 1999 EURODOLLAR | EDX99 | 11/15/1999 | 11/15/1999 | 11/17/1999 |
November 1999 LIBOR | EMX99 | 11/15/1999 | 11/15/1999 | 11/17/1999 |
November 1999 FED FUNDS | FTX99 | 11/15/1999 | 11/15/1999 | 11/17/1999 |
November 1999 GOLDMAN SACHS | GIX99 | 11/15/1999 | 11/15/1999 | 11/17/1999 |
November 1999 13 WEEK TREASURY BILL | TBX99 | 11/15/1999 | 11/15/1999 | 11/17/1999 |
November 1999 MEX TIIE | TEX99 | 11/17/1999 | 11/17/1999 | 11/19/1999 |
November 1999 FEEDER CATTLE | FCX99 | 11/18/1999 | 11/19/1999 | 11/23/1999 |
November 1999 STOCKER CATTLE | STX99 | 11/18/1999 | 11/19/1999 | 11/23/1999 |
November 1999 FRESH PORK BELLY | FBX99 | 11/19/1999 | 11/22/1999 | 11/24/1999 |
November 1999 BONELESS BEEF | BBX99 | 11/24/1999 | 11/26/1999 | 11/30/1999 |
November 1999 BONELESS BEEF TRIMMING | TRX99 | 11/24/1999 | 11/26/1999 | 11/30/1999 |
December 1999 BRAZILIAN REAL | BRZ99 | 11/30/1999 | 12/01/1999 | 12/03/1999 |
November 1999 BFP MILK | DAX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |
November 1999 CHEDDAR CHEESE | DCX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |

Contract & Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | ---
November 1999 DRY WHEY | DYX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |
November 1999 BFP MID MILK | JQX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |
November 1999 BFP MINI MILK | MQX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |
November 1999 ATLANTA HDD | H1X99 | 12/02/1999 | 12/02/1999 | 12/06/1999 |
November 1999 CHICAGO HDD | H2X99 | 12/02/1999 | 12/02/1999 | 12/06/1999 |
November 1999 CINCINNATI HDD | H3X99 | 12/02/1999 | 12/02/1999 | 12/06/1999 |
November 1999 NEW YORK HDD | H4X99 | 12/02/1999 | 12/02/1999 | 12/06/1999 |
November 1999 NONFAT DRY MILK | NFX99 | 12/02/1999 | 12/03/1999 | 12/07/1999 |
December 1999 1 YEAR TREASURY BILL | YRZ99 | 12/02/1999 | 12/02/1999 | 12/06/1999 |