Try

SELECT * ;
  FROM mytable mt1 ;
  WHERE date IN ( ;
  	SELECT MAX(date) FROM mytable mt2 ;
  		WHERE mt1.grp = mt2.grp) ;
  ORDER BY grp
* or
SELECT * ;
  FROM mytable ;
  WHERE grp + DTOS(date) IN ( ;
  	SELECT grp + MAX(DTOS(date)) FROM mytable ;
  		GROUP BY grp) ;
  ORDER BY grp

BTW, your expected result is incorrect for AA.

>Is there a way to do an SQL statemrent to group as follows:
>
>File has 3 fields
>
>Grp Date Value
>--- ---- -----
>CC 19/01/04 87
>CC 16/01/04 84
>AA 20/01/04 20
>AA 25/01/04 40
>AA 22/01/04 60
>BB 18/01/04 12
>BB 16/01/04 89
>BB 15/01/04 33
>
>I need to get The latest date for each group
> So the following should be returned in order by Group, but just returning One group
>
>AA 25/01/04 20
>BB 18/01/04 12
>CC 19/01/04 87
>