Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT Fed Funds Settle At 98.741

Date 02/06/2003

The CBOT® 30-Day Federal Funds futures contract for May 2003 was cash settled this morning at a final settlement price of 98.741, for an average daily effective federal funds rate of 1.259 percent during the delivery month. Please refer to the attached spreadsheet for more information regarding the calculation of this settlement.

http://www.cbot.com/cbot/docs/37086.xls