CBOT 5-Year Swaps: 112-27/32nds or 112-270
CBOT 10-Year Swaps: 114-7.75/32nds or 114-077
These settlement prices are based on the 5-year and 10-year International Swaps and Derivatives Association (ISDA) benchmark swap rates of 3.200 percent and 4.238 percent, respectively, as published on Reuters page ISDAFIX1 at approximately 10:30 a.m. Chicago time on Monday, March 17, 2003. (ISDA Benchmark mid-market par swap rates are collected at 11:00 am New York time by Reuters Limited and Garban Intercapital plc and published on Reuters page ISDAFIX1. Source: Reuters Limited.) Please refer to the attached spreadsheet for more information regarding the calculation of these settlements.