Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT July Fed Funds Settle At 96.231

Date 01/08/2001

According to newly revised contract regulations, the CBOT® Fed Funds futures contract for the July 2001 and subsequent contract months will be cash settled to the nearest one-tenth of one basis point instead of to the nearest one-half of a basis point.

Contact CBOT® Senior Economist Dan Grombacher at +1 312 435-3787 or dgrombacher@cbot.com with any questions.