January 2002 Cash Settled Future Expirations

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