Chicago Mercantile Exchange

Clearing House Advisory Notice

Volume 99-79

September 8, 1999

To: Clearing Member Firms

Attn: Back Office Managers

Delivery Personnel

From: Clearing House Department

Re: Japanese Yen- September Currency Delivery

The Japanese Yen currency delivery will occur on Thursday, September 16th instead of Wednesday, September 15th due to a holiday in Japan. According to CME rule 3003.a.4 Delivery Days – Delivery shall be made on the third Wednesday of the contract month. If that day is not a business day in the country of delivery or is a bank holiday in either Chicago or New York City, then delivery shall be made on the next day which is a business day in the country of delivery and is not a bank holiday in Chicago or New York City.

By 1:00 p.m. on Wednesday, September 15th, long clearing firms receiving delivery of Japanese Yen must pay by wire transfer or submit an order-to-pay for the dollar value of the Japanese Yen to Bank One, New York.

If there are any questions, please call the Deliveries Unit at (312) 930-3172.