CBOT Bund, Bobl, And Shatz September Settlement

In accordance with CBOT^® Regulations 3942.01, 4042.01, and 4142.01, CBOT Bund, Bobl, and Schatz futures for expiration in September 2005 were cash-settled today at the following final settlement prices:

CBOT Bund:     123.992
CBOT Bobl:      115.602
CBOT Schatz:   106.631

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 these settlements, please refer to the attached spreadsheet.  For a detailed description of procedures for determination of contract final settlement price, please refer to “CBOT Bund, Bobl, and Schatz Futures:  An Explanation of Daily and Final Settlement Procedures”, available at http://www.cbot.com/cbot/pub/cont_detail/0,3206,811+19238,00.html.