Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT Fed Funds November Settlement

Date 01/12/2003

The CBOT® 30-Day Federal Funds futures contract for November 2003 was cash settled on December 1 at a final settlement price of 99.004, for an average daily effective federal funds rate of 0.996 percent during the delivery month. Please refer to the attached spreadsheet for more information regarding the calculation of this settlement.