CBOT Bund, Bobl, And Shatz March Settlement

The final settlement price for each expiring futures contract is based on volume-weighted median price calculations for the contract’s underlying reference securities, prepared and furnished to the Chicago Board of Trade by FT Interactive Data Corporation.

For more information regarding the calculation of the settlements please see the attached spreadsheet titled "BBS Futures Expiration September 2004".

For information regarding the procedures for determination of the contract final settlement price you can go to CBOT Bund, Bobl, and Schatz Futures: An Explanation of Daily and Final Settlement Procedures.