Clearing House Advisory Notice

 | 
To Back Office Managers Balancing Staff
From Trade Processing Unit
Subject December 2000 Cash Settled Future Expirations
Effective Date 11/30/00
Notice Number 00-84

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

If there are any questions regarding this memo, please contact the CME Clearing House, (312) 207-2525

Cash Settled Future Contracts Expiring in December 2000

CommoditySymbolLast Trade DateSettlement DateRemove PositionsSettlement Price
Nov 2000 Boneless BeefBBX011/29/0011/30/0012/1/00
Nov 2000 Boneless Beef TrimmingsTRX011/29/0011/30/0012/1/00
Dec 2000 Brazilian RealBRZ011/30/0012/1/0012/4/00
Nov 2000 MilkDAX011/30/0012/1/0012/4/00
Nov 2000 Cheddar CheeseDCX011/30/0012/1/0012/4/00
Nov 2000 Class IV MilkDKX011/30/0012/1/0012/4/00
Nov 2000 Dry WheyDYX011/30/0012/1/0012/4/00
Nov 2000 Mid-Sized MilkJQX011/30/0012/1/0012/4/00
Nov 2000 Mini MilkMQX011/30/0012/1/0012/4/00
Nov 2000 Nonfat Dry MilkNFX011/30/0012/1/0012/4/00
Nov 2000 Las Vegas Heating Degree DayH0X012/4/0012/4/0012/5/00
Nov 2000 Atlanta Heating Degree DayH1X012/4/0012/4/0012/5/00
Nov 2000 Chicago Heating Degree DayH2X012/4/0012/4/0012/5/00
Nov 2000 Cincinnati Heating Degree DayH3X012/4/0012/4/0012/5/00
Nov 2000 New York Heating Degree DayH4X012/4/0012/4/0012/5/00
Nov 2000 Dallas/Fort Worth Heating Degree DayH5X012/4/0012/4/0012/5/00
Nov 2000 Philadelphia Heating Degree DayH6X012/4/0012/4/0012/5/00
Nov 2000 Portland Heating Degree DayH7X012/4/0012/4/0012/5/00
Nov 2000 Tucson Heating Degree DayH8X012/4/0012/4/0012/5/00
Nov 2000 Des Moines Heating Degree DayH9X012/4/0012/4/0012/5/00
Dec 2000 Nikkei 225NKZ012/7/0012/8/0012/11/00
Dec 2000 Japanese Government BondJBZ012/8/0012/11/0012/12/00
Dec 2000 Boneless BeefBBZ012/14/0012/15/0012/18/00
Dec 2000 S&P Midcap 400MDZ012/14/0012/15/0012/18/00
Dec 2000 NASDAQ 100NDZ012/14/0012/15/0012/18/00
Dec 2000 Pork Cut OutPCZ012/14/0012/15/0012/18/00
Dec 2000 Russell 2000RLZ012/14/0012/15/0012/18/00
Dec 2000 S&P 500 Barra/Growth IndexSGZ012/14/0012/15/0012/18/00
Dec 2000 S&P 500SPZ012/14/0012/15/0012/18/00
Dec 2000 S&P 500 Barra/Value IndexSUZ012/14/0012/15/0012/18/00
Dec 2000 Boneless Beef TrimmingsTRZ012/14/0012/15/0012/18/00
Dec 2000 E-Mini Lean HogsHMZ012/14/0012/18/0012/19/00

Cash Settled Future Contracts Expiring in December 2000

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price

Dec 2000 Lean Hogs

LNZ0

12/14/00

12/18/00

12/19/00

Dec 2000 E-Mini S&P 500

ESZ0

12/15/00

12/15/00

12/18/00

Dec 2000 Fortune e�50 Index�

FEZ0

12/15/00

12/15/00

12/18/00

Dec 2000 GSCI

GIZ0

12/15/00

12/15/00

12/18/00

Dec 2000 Mexican IPC

MXZ0

12/15/00

12/15/00

12/18/00

Dec 2000 E-Mini NASDAQ 100

NQZ0

12/15/00

12/15/00

12/18/00

Dec 2000 Russian Ruble

R2Z0

12/15/00

12/15/00

12/18/00

Dec 2000 Russian Ruble

RUZ0

12/15/00

12/15/00

12/18/00

Dec 2000 Euroyen-LIBOR

ELZ0

12/15/00

12/18/00

12/19/00

Dec 2000 Euroyen

EYZ0

12/15/00

12/18/00

12/19/00

Dec 2000 Eurodollar

EDZ0

12/18/00

12/18/00

12/19/00

Dec 2000 LIBOR

EMZ0

12/18/00

12/18/00

12/19/00

Dec 2000 EuroCanada

KJZ0

12/18/00

12/18/00

12/19/00

Dec 2000 13 Week US T-Bill

TBZ0

12/18/00

12/18/00

12/19/00

Dec 2000 91 Day Mexican T-Bill

TSZ0

12/19/00

12/20/00

12/21/00

Dec 2000 Mexican TIIE

TEZ0

12/20/00

12/20/00

12/21/00

Dec 2000 Stocker Cattle

STZ0

12/21/00

12/22/00

12/26/00

Dec 2000 One Year T-Bill

YRZ0

12/28/00

12/28/00

12/29/00

Jan 2001 Brazilian Real

BRF1

12/29/00

1/2/01

1/3/01