Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT Fed Funds Settle At 98.270

Date 01/04/2002

The CBOT® 30-Day Federal Funds futures contract for March 2002 was cash settled this morning at a final settlement price of 98.270, for an average overnight effective rate of 1.730 percent during the delivery month. Please refer to the attached spreadsheet for more information regarding the calculation of this settlement.