Federal Funds Futures				3-Jul	3:00 PM
FF	Yield	Yld Chg	Price	ET	High	Low	Normal	Sigma	ST Vol	ED vs FF
FFM8	2.010	1.5	97.990	1:00:00	98.010	98.000	63	0.9	1.1	ED & Proxies
FFN8	2.010	0.0	97.990	14:29:23	97.995	97.985	50	0.2	2.9	FF's:  Probability
FFQ8	2.040	(1.5)	97.960	14:02:40	97.970	97.945	41	(0.0)	6.7	FOMC Schedule
FFU8	2.095	(1.5)	97.905	14:04:47	97.915	97.885	40	0.0	10.7
FFV8	2.175	(1.0)	97.825	14:04:47	97.845	97.810	41	0.1	14.9
FFX8	2.280	(2.0)	97.720	14:02:49	97.745	97.690	43	0.1	19.3
FFZ8	2.305	(2.5)	97.695	14:30:49	97.715	97.660	40	(0.1)	20.9
FFF9	2.350	(3.0)	97.650	14:30:49	97.665	97.630	35	(0.3)	23.0
FFG9
FFH9
Federal Funds History									3-Jul	3-Jul
Issues	3-Jul	Yld Chg	2-Jul	1-Jul	30-Jun	27-Jun	26-Jun	High	Low	Avg
FFM8	2.010	1.5	1.995	2.001	1.995	2.000	2.000	2.025	1.985	2.000
FFN8	2.010	0.0	2.010	2.010	2.010	2.010	2.010	2.065	1.955	2.003
FFQ8	2.040	(1.5)	2.055	2.055	2.060	2.055	2.055	2.190	1.935	2.041
FFU8	2.095	(1.5)	2.110	2.115	2.130	2.120	2.130	2.340	1.935	2.094
FFV8	2.175	(1.0)	2.185	2.195	2.210	2.195	2.220	2.495	1.955	2.167
FFX8	2.280	(2.0)	2.300	2.310	2.330	2.315	2.340	2.645	2.000	2.265
FFZ8	2.305	(2.5)	2.330	2.355	2.375	2.350	2.380	2.720	2.030	2.320
FFF9	2.350	(3.0)	2.380	2.410	2.440	2.410	2.455	2.860	2.080	2.415
FFG9	2.485	(4.0)	2.525	2.570	2.600	2.570	2.625	3.055	2.215	2.591
FFH9	2.550	(4.0)	2.590	2.640	2.670	2.640	2.705	3.140	2.465	2.783
Eurodollars										3-Jul	3:00 PM
ED	Yield	Chg	Price	Time	High	Low	Lo Yld	Hi Yld	To FF	To 2Y	To TU
GEU8	2.920	(1.0)	97.080	733624	97.105	97.050	2.895	2.950	82.5	39.5	(6.8)
GEZ8	3.130	(2.5)	96.870	733624	96.915	96.820	3.085	3.180	82.5	60.5	14.2
GEH9	3.235	(4.5)	96.765	733624	96.825	96.700	3.175	3.300	75.0	71.0	24.7
GEM9	3.440	(5.0)	96.560	733624	96.630	96.485	3.370	3.515	To FV	91.5	45.2
GEU9	3.705	(4.0)	96.295	733624	96.370	96.225	3.630	3.775	10.6	118.0	71.7
GEZ9	4.010	(2.0)	95.990	733624	96.065	95.930	3.935	4.070	41.1	Proxies	Chg
GEH0	4.230	(0.5)	95.770	733624	95.845	95.715	4.155	4.285	63.1	2Y	(5.6)
GEM0	4.415	0.0	95.585	733624	95.660	95.535	4.340	4.465	81.6	TU	(4.3)
GEU0	4.820	2.0	95.180	733624	95.510	95.405	4.490	4.595	122.1	FV	(3.1)