Federal Funds Futures				30-Dec	3:00 PM
FF	Yield	Yld Chg	Price	ET	High	Low	Normal	Sigma	ST Vol	ED vs FF
FFZ8	0.155	(0.3)	99.845	1:00:00	99.845	99.840	0	(0.7)	32.5	ED & Proxies
FFF9	0.155	(1.0)	99.845	1:00:00	99.850	99.825	0	(0.9)	32.6	FF's:  Probability
FFG9	0.175	(1.0)	99.825	1:00:00	99.840	99.800	0	(0.9)	32.8	FOMC Schedule
FFH9	0.205	(1.5)	99.795	1:00:00	99.805	99.780	0	(0.9)	33.5
FFJ9	0.230	(1.0)	99.770	1:00:00	99.785	99.760	0	(0.9)	34.5
FFK9	0.260	(0.5)	99.740	1:00:00	99.755	99.735	0	(0.9)	36.5
FFM9	0.290	0.0	99.710	1:00:00	99.730	99.705	0	(0.9)	36.8
FFN9	0.365	(0.5)	99.635	1:00:00	99.650	99.625	0	(0.9)	38.0
FFQ9
FFU9
Federal Funds History									30-Dec	30-Dec
Issues	30-Dec	Yld Chg	29-Dec	26-Dec	24-Dec	23-Dec	22-Dec	High	Low	Avg
FFZ8	0.155	(0.3)	0.158	0.165	0.168	0.170	0.173	1.740	0.155	0.389
FFF9	0.155	(1.0)	0.165	0.190	0.200	0.200	0.195	1.750	0.155	0.433
FFG9	0.175	(1.0)	0.185	0.210	0.215	0.215	0.210	1.750	0.175	0.455
FFH9	0.205	(1.5)	0.220	0.250	0.250	0.250	0.240	1.805	0.200	0.499
FFJ9	0.230	(1.0)	0.240	0.270	0.265	0.265	0.265	1.880	0.230	0.545
FFK9	0.260	(0.5)	0.265	0.300	0.295	0.300	0.300	2.005	0.260	0.601
FFM9	0.290	0.0	0.290	0.335	0.330	0.335	0.335	2.055	0.290	0.627
FFN9	0.365	(0.5)	0.370	0.425	0.415	0.425	0.425	2.200	0.365	0.714
FFQ9	0.425	0.0	0.425	0.500	0.490	0.505	0.505	2.295	0.425	0.789
FFU9	0.480	1.5	0.465	0.565	0.555	0.570	0.575	0.825	0.465	0.616
Eurodollars										30-Dec	3:00 PM
ED	Yield	Chg	Price	Time	High	Low	Lo Yld	Hi Yld	To FF	To 2Y	To TU
GEH9	1.095	(4.0)	98.905	0.04167	98.970	98.915	1.030	1.085	89.0	36.2	(30.2)
GEM9	1.215	(1.5)	98.785	0.04167	98.930	98.850	1.070	1.150	92.5	48.2	(18.2)
GEU9	1.370	(1.0)	98.630	0.04167	98.835	98.730	1.165	1.270	94.5	63.7	(2.7)
GEZ9	1.480	(2.0)	98.520	0.04167	98.700	98.575	1.300	1.425	To FV	74.7	8.3
GEH0	1.700	(2.5)	98.300	0.04167	98.580	98.455	1.420	1.545	(17.8)	96.7	30.3
GEM0	2.435	1.0	97.565	0.04167	98.355	98.240	1.645	1.760	55.7	Proxies	Chg
GEU0	2.530	1.0	97.470	0.04167	98.160	98.040	1.840	1.960	65.2	2Y	(4.7)
GEZ0	2.550	1.0	97.450	0.04167	97.960	97.840	2.040	2.160	67.2	TU	(3.8)
GEH1	2.590	1.5	97.410	0.04167	97.845	97.715	2.155	2.285	71.2	FV	3.7