Chicago Mercantile Exchange

Clearing House Advisory Notice

Volume 99-89 October 1, 1999 |  |  |  |  |

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TO: Clearing House Personnel

ATTN: Back Office Managers
Balancing Staff

FROM: Clearing House Department

SUBJECT: OCTOBER 1999 CASH SETTLED FUTURE EXPIRATIONS

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

September 1999 BONELESS BEEF

BBU99

09/29/1999

09/30/1999

10/04/1999

September 1999 BONELESS BEEF TRIMMING

TRU99

09/29/1999

09/30/1999

10/04/1999

October 1999 BRAZILIAN REAL

BRV99

09/30/1999

10/01/1999

10/05/1999

September 1999 CHEDDAR CHEESE

DCU99

09/30/1999

10/01/1999

10/05/1999

September 1999 DRY WHEY

DYU99

09/30/1999

10/01/1999

10/05/1999

September 1999 FEEDER CATTLE

FCU99

09/30/1999

10/01/1999

10/05/1999

September 1999 NONFAT DRY MILK

NFU99

09/30/1999

10/01/1999

10/05/1999

September 1999 BFP MILK

DAU99

10/04/1999

10/05/1999

10/07/1999

September 1999 BFP MID MILK

JQU99

10/04/1999

10/05/1999

10/07/1999

September 1999 BFP MINI MILK

MQU99

10/04/1999

10/05/1999

10/07/1999

September 1999 QBI

QBU99

10/12/1999

10/13/1999

10/15/1999

October 1999 LEAN HOG

LNV99

10/14/1999

10/18/1999

10/20/1999

October 1999 PORK CUTOUT

PCV99

10/14/1999

10/15/1999

10/19/1999

October 1999 GOLDMAN SACHS

GIV99

10/15/1999

10/15/1999

10/19/1999

October 1999 EURODOLLAR

EDV99

10/18/1999

10/18/1999

10/20/1999

October 1999 LIBOR

EMV99

10/18/1999

10/18/1999

10/20/1999

October 1999 FED FUNDS

FTV99

10/18/1999

10/18/1999

10/20/1999

October 1999 13 WEEK TREASURY BILL

TBV99

10/18/1999

10/18/1999

10/20/1999

October 1999 MEX TIIE

TEV99

10/20/1999

10/20/1999

10/22/1999

October 1999 BONELESS BEEF

BBV99

10/27/1999

10/28/1999

11/01/1999

October 1999 BONELESS BEEF TRIMMING

TRV99

10/27/1999

10/28/1999

11/01/1999

October 1999 FEEDER CATTLE

FCV99

10/28/1999

10/29/1999

11/02/1999

October 1999 STOCKER CATTLE

STV99

10/28/1999

10/29/1999

11/02/1999

November 1999 BRAZILIAN REAL

BRX99

10/29/1999

11/01/1999

11/03/1999

October 1999 ATLANTA HDD

H1V99

11/03/1999

11/03/1999

11/05/1999

October 1999 CHICAGO HDD

H2V99

11/03/1999

11/03/1999

11/05/1999

October 1999 CINCINNATI HDD

H3V99

11/03/1999

11/03/1999

11/05/1999

October 1999 NEW YORK HDD

H4V99

11/03/1999

11/03/1999

11/05/1999

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