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ED 8/26/2011 qty 100 basis 365

days ZC DF

date1 15-Sep -345 0.42 1.0039761523 1 F 0.17%

date2 15-Dec -254 0.51 1.0035559044 1 P 99.83%

for 1ED, 1bp Fzc1 0.21%

s1 (1) (95) Pzc1 99.79%

s2 1 70(25) (2494) Fzc2 0.14%

Pzc2 99.86%

P 99.47 99.44 100

y 0.53 2.27%F 2.14

UnderlyingInstrument

Eurodollar Time

Deposit havinga principal valueof USD$1,000,000 witha three-monthmaturity.

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Price Quote

Tick Size

Quoted in IMMThree-MonthLIBOR indexpoints or 100minus the rateon an annualbasis over a360 day year(e.g., a rate of2.5% shall bequoted as97.50). 1 basispoint = .01 =$25.

One-quarter ofone basis point(0.0025 = $6.25per contract) inthe nearestexpiring contract

month;

(minimumfluctuation)

One-half of onebasis point(0.005 = $12.50per contract) inall other contractmonths.

The new front-

month contractbegins trading in0.0025increments onthe same TradeDate as the LastTrading Day ofthe expiringold front-month contract.

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ContractMonths

Mar, Jun, Sep,Dec, extendingout 10 years(total of 40contracts) plusthe four nearestserialexpirations(months that arenot in the Marchquarterly cycle).The newcontract monthterminating 10years in thefuture is listedon the Tuesdayfollowingexpiration of thefront quarterly

contract month.

Last TradingDay

The secondLondon bankbusiness dayprior to the thirdWednesday ofthe contract

expiry month.Trading in theexpiring contractcloses at 11:00a.m. LondonTime on the lasttrading day.

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Position Limits None

Trading HoursOPEN OUTCRY

CME GLOBEX

Ticker Symbol

OPEN OUTCRY

ED

CME GLOBEX

GE

FinalSettlement

Expiringcontracts arecash settled to100 minus theBritish BankersAssociation

survey of 3-month U.S.Dollar LIBOR onthe last tradingday. Finalsettlement pricewill be roundedto four decimalplaces, equal to1/10,000 of apercent, or$0.25 percontract.

BlockMinimum Block Trading

All or NoneMinimum All or None M

RulebookChapter CME Chapter

(All times listedare CentralTime)

MON-FRI: 7:20a.m. - 2:00 p.m.

SUN - FRI: 5:00p.m. - 4:00 p.m.CT

ExchangeRule

These contractsare listed with,and subject to,the rules andregulations ofCME.

http://www.cmegroup.com/clearing/trading-practices/CMEblock-trade.htmlhttp://www.cmegroup.com/clearing/trading-practices/all-or-none.htmlhttp://cmegroup.com/rulebook/CME/V/450/452/452.pdfhttp://cmegroup.com/rulebook/CME/V/450/452/452.pdfhttp://www.cmegroup.com/clearing/trading-practices/all-or-none.htmlhttp://www.cmegroup.com/clearing/trading-practices/CMEblock-trade.html

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annualized 0.18%

99.82% -100

(37,826)

27,846

(9,980)

99.36 100

yield 0.64%

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Eurodollar Futures

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ED 7/16/2010 qty 100 basis 365

days ZC DF

date1 15-Sep 61 0.49 0.9991872473 1

date2 15-Dec 152 0.64 0.9973362707 1

for 1ED, 1bp for 100

s1 166,621 17 1666

s2 (414,548) (41) (4145)(25) (2479.27)

1559.6809

1559.68 1559.6823

352.186

1207.496

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ED 7/16/2010 qty 100 basis 365

days ZC DF

date1 13-Sep 59 0.49 0.9992181674 1

date2 13-Dec 149 0.64 0.9974035226 1

for 1ED, 1bp for 100

s1 161,156 16 1612

s2 (406,366) (41) (4064)(25) (2452.09)

1559.68

-4011.88

7 8/20/2010 352.19 0.23

24 9/20/2010 1207.5 1/30/1900 7

1559.68 9/13/2010

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10/20/2010 -1569.86 0.391/20/2011 -2442.01 92 36

12/15/2010

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ED 7/16/2010 qty 100 basis 365 fwd

days ZC DF fwds1

date1 13-Sep 59 0.49 0.9992181674 1 10 fwds2

date2 15-Dec 152 0.64 0.9973362707 1

risk1

for 1ED, 1bp for 100 risk2

s1 161,167 16 1612s2 (414,560) (41) (4146) total risk

(25) (2533.93)

F 99.25

Fs1 99.25 0.16

Fs2 99.23 -0.41

-0.25

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fwd 0.730

fwds 0.740

risk -24.521

total risk -2452.102

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fwd 0.73 fwd 0.73 fwd 0.73

fwds 0.74 fwds 0.74 fwds1 0.72

fwds2 0.74

risk -24.52 risk -24.52

-2451.93 -2452 risk1 0.16

risk2 -0.41

-2452.19

total risk -0.247931