TO: Clearing House Personnel

ATTN: Back Office Managers
Balancing Staff

FROM: Clearing House Department

SUBJECT: SEPTEMBER 1999 CASH SETTLED FUTURE EXPIRATIONS

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

Cash Settled Future Expirations
September 1, 1999
Page 2 of 3

Contract & Symbol		Last Trade Date	Settlement Date	Remove Positions	Settlement Price
September 1999 BRAZILIAN REAL	BRU99	08/31/1999	09/01/1999	09/03/1999
August 1999 BFP MILK	DAQ99	09/02/1999	09/03/1999	09/07/1999
August 1999 BFP MID MILK	JQQ99	09/02/1999	09/03/1999	09/07/1999
August 1999 BFP MINI MILK	MQQ99	09/02/1999	09/03/1999	09/07/1999
August 1999 CHEDDAR CHEESE	DCQ99	09/02/1999	09/03/1999	09/07/1999
August 1999 DRY WHEY	DYQ99	09/02/1999	09/03/1999	09/07/1999
August 1999 NONFAT DRY MILK	NFQ99	09/02/1999	09/03/1999	09/07/1999
September 1999 JGB	JBU99	09/07/1999	09/08/1999	09/10/1999
September 1999 NIKKEI 225	NKU99	09/09/1999	09/10/1999	09/14/1999
September 1999 1 YEAR TREASURY BILL	YRU99	09/09/1999	09/09/1999	09/13/1999
September 1999 EURO YEN LIBOR	ELU99	09/10/1999	09/13/1999	09/15/1999
September 1999 EURO YEN	EYU99	09/10/1999	09/13/1999	09/15/1999
September 1999 EURODOLLAR	EDU99	09/13/1999	09/13/1999	09/15/1999
September 1999 LIBOR	EMU99	09/13/1999	09/13/1999	09/15/1999
September 1999 FED FUNDS	FTU99	09/13/1999	09/13/1999	09/15/1999
September 1999 EUROCANADA	KJU99	09/13/1999	09/13/1999	09/15/1999
September 1999 13 WEEK TREASURY BILL	TBU99	09/13/1999	09/13/1999	09/15/1999
September 1999 MEX CETES	TSU99	09/13/1999	09/14/1999	09/16/1999
September 1999 MEX TIIE	TEU99	09/14/1999	09/14/1999	09/16/1999
September 1999 PORK CUTOUT	PCU99	09/15/1999	09/16/1999	09/20/1999
September 1999 RUSSIAN RUBLE	RUU99	09/15/1999	09/15/1999	09/17/1999
September 1999 GOLDMAN SACHS	GIU99	09/16/1999	09/16/1999	09/20/1999
September 1999 S&P 400	MDU99	09/16/1999	09/17/1999	09/21/1999
September 1999 NASDAQ 100	NDU99	09/16/1999	09/17/1999	09/21/1999
September 1999 RUSSELL 2000	RLU99	09/16/1999	09/17/1999	09/21/1999
September 1999 S&P GROWTH INDEX	SGU99	09/16/1999	09/17/1999	09/21/1999
September 1999 S&P 500	SPU99	09/16/1999	09/17/1999	09/21/1999
September 1999 S&P VALUE INDEX	SUU99	09/16/1999	09/17/1999	09/21/1999

Cash Settled Future Expirations
September 1, 1999
Page 3 of 3

Contract & Symbol		Last Trade Date	Settlement Date	Remove Positions	Settlement Price
September 1999 E-MINI S&P 500	ESU99	09/17/1999	09/17/1999	09/21/1999
September 1999 E-MINI NASDAQ 100	NQU99	09/17/1999	09/17/1999	09/21/1999
September 1999 FRESH PORK BELLY	FBU99	09/17/1999	09/20/1999	09/22/1999
September 1999 MX IPC	MXU99	09/17/1999	09/17/1999	09/21/1999
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