Clearing House Advisory Notice
To | Back Office Managers, Balancing Staff
From | Trade Processing Unit
Subject | January 2002 Cash Settled Future Expirations
Effective Date | 01/02/02
Notice Number | 01-95
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. Up to date Final Settlement Prices are available on the web at: http://www.cme.com/httpwrapper.cfm?wrap=/wrappedpages/clearing/listings/200201exp.htm If there are any questions regarding this memo, please contact the CME Clearing House, (312) 207-2525.
Cash Settled Future Contracts Expiring in January 2002
Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price
--- | --- | --- | --- | --- | ---
December 2001 Benzene | BZZ1 | 12/31/01 | 12/31/01 | 1/1/02 |
December 2001 Mixed Xylenes | MXZ1 | 12/31/01 | 12/31/01 | 1/1/02 |
January 2002 Brazilian Real | BRF2 | 12/31/01 | 1/2/02 | 1/3/02 |
December 2001 Las Vegas HDD | H0Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Atlanta HDD | H1Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Chicago HDD | H2Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Cincinnati HDD | H3Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 New York HDD | H4Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Dallas/Fort Worth HDD | H5Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Philadelphia HDD | H6Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Portland HDD | H7Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Tucson HDD | H8Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Des Moines HDD | H9Z1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Fed Fund "Turn Rate" | TZZ1 | 1/2/02 | 1/2/02 | 1/3/02 |
December 2001 Milk | DAZ1 | 1/3/02 | 1/4/02 | 1/7/02 |
December 2001 Class IV Milk | DKZ1 | 1/3/02 | 1/4/02 | 1/7/02 |
December 2001 Mid-Sized Milk | JQZ1 | 1/3/02 | 1/4/02 | 1/7/02 |
December 2001 Nonfat Dry Milk | NFZ1 | 1/3/02 | 1/4/02 | 1/7/02 |
December 2001 Quarterly Bankruptcy Index | QBZ1 | 1/10/02 | 1/11/02 | 1/14/02 |
January 2002 Eurodollar | EDF2 | 1/14/02 | 1/14/02 | 1/15/02 |
January 2002 LIBOR | EMF2 | 1/14/02 | 1/14/02 | 1/15/02 |
January 2002 13 Week US T-Bill | TBF2 | 1/14/02 | 1/14/02 | 1/15/02 |
January 2002 Pork Cut Out | PCF2 | 1/15/02 | 1/16/02 | 1/17/02 |
January 2002 GSCI | GIF2 | 1/16/02 | 1/16/02 | 1/17/02 |
January 2002 Fresh Bellies | FBF2 | 1/28/02 | 1/29/02 | 1/30/02 |
January 2002 Benzene | BZF2 | 1/31/02 | 1/31/02 | 2/1/02 |
January 2002 Mixed Xylenes | MXF2 | 1/31/02 | 1/31/02 | 2/1/02 |
February 2002 Brazilian Real | BRG2 | 1/31/02 | 2/1/02 | 2/4/02 |
January 2002 Milk | DAF2 | 1/31/02 | 2/1/02 | 2/4/02 |
January 2002 Class IV Milk | DKF2 | 1/31/02 | 2/1/02 | 2/4/02 |
January 2002 Feeder Cattle | FCF2 | 1/31/02 | 2/1/02 | 2/4/02 |
January 2002 Mid-Sized Milk | JQF2 | 1/31/02 | 2/1/02 | 2/4/02 |
January 2002 Nonfat Dry Milk | NFF2 | 1/31/02 | 2/1/02 | 2/4/02 |