Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT Fed Funds Settle At 98.747

Date 07/04/2003

The CBOT®30-Day Federal Funds futures contract for March 2003 was cash settled this morning at a final settlement price of 98.747, for an average daily effective federal funds rate of 1.253 percent during the delivery month. Please refer to the attached spreadsheet for more information regarding the calculation of this settlement.