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Please be advised that due to the October Lean Hogs contract limit moves today, the final settlement of the October 2004 Goldman Sachs Commodity Index (GSCI) will not occur today. Under the terms of the GSCI contract, the Research Department will not calculate a final settlement if a component contract
month's settlement price on the day of regular calculation of the final settlement price is unavailable because of an unanticipated
and/or unannounced closure of component contract market, then the price of such component contract to be used in calculating
the final settlement price shall be next available official settlement Price. In the interim, clearing members are advised
not to delete October GSCI futures and options positions from their bookkeeping systems, as they are still active contracts
in the clearing system.
For the full text of this advisory...
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