Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT April 13, 2005 Treasury Conversion Factors

Date 13/04/2005

The attached conversion factor tables for the CBOT U.S. Treasury Bond and Note futures complex have been revised to include conversion factors for the following government security that was auctioned on April 13 by the U.S. Treasury Department:

1.)  4s of April 2010 (i.e., a new 5-year note).

This 5-year note will be eligible for delivery into the CBOT 5-Year U.S. Treasury Note futures contract beginning with the June 2005 expiry.

CBOT U.S. Treasury Conversion Factors for April 13, 2005.