Exchange.............: MEFF Renta Fija Barcelona ...................... Via Laietana 58 ...................... E-08003 Barcelona ...................... Spain ...................... Tel: (+34-3) 412-1128 ...................... Fax: (+34-3) 268-4769 Contract.............: Mibor 90 Delivery.............: MARZO 94 Underlying...........: Madrid Inter-Bank Offered Rate for 90 days time ...................... deposits in Spanish Pesetas Contract size........: 10,000,000 Spanish Pesetas face value Quote formate........: "Index" 100 minus Yield Tick Size............: 0.01% equivalent to 250 Pesetas per contract MEFF-Symbol..........: CM94 CSI Commodity Symbol.: MFM00394 Ed's temporary Symbol: no need Remarks..............: (1) Complete contract history Date High Low Close Yield Volume Open_Int 04/01/93 0,00 0,00 0,00 0,00 0 0 04/02/93 88,72 88,65 88,72 11,28 200 200 04/05/93 0,00 0,00 88,72 11,28 0 200 04/06/93 88,75 88,75 88,72 11,28 100 200 04/07/93 88,70 88,70 88,72 11,28 100 200 04/12/93 88,75 88,75 88,75 11,25 100 300 04/13/93 0,00 0,00 88,75 11,25 0 300 04/14/93 88,78 88,75 88,80 11,20 200 500 04/15/93 0,00 0,00 88,87 11,13 0 500 04/16/93 88,96 88,90 88,96 11,04 800 1100 04/19/93 89,00 88,95 89,03 10,97 500 1600 04/20/93 89,00 88,94 88,95 11,05 179 1679 04/21/93 88,90 88,86 88,95 11,05 443 1679 04/22/93 0,00 0,00 88,95 11,05 0 1679 04/23/93 0,00 0,00 88,95 11,05 0 1679 04/26/93 88,85 88,85 88,95 11,05 100 1679 04/27/93 0,00 0,00 88,95 11,05 0 1679 04/28/93 0,00 0,00 88,95 11,05 0 1679 04/29/93 0,00 0,00 88,90 11,10 0 1679 04/30/93 88,90 88,90 88,98 11,02 50 1729 05/03/93 89,00 89,00 89,00 11,00 100 1829 05/04/93 0,00 0,00 89,03 10,97 0 1829 05/05/93 89,00 88,98 89,03 10,97 300 2129 05/06/93 89,06 89,02 89,02 10,98 418 2547 05/07/93 0,00 0,00 89,02 10,98 0 2547 05/10/93 89,00 89,00 89,00 11,00 100 2547 05/11/93 0,00 0,00 89,01 10,99 0 2547 05/12/93 89,05 89,00 89,08 10,92 200 2447 05/13/93 89,48 89,30 89,59 10,41 225 2647 05/14/93 89,75 89,75 89,78 10,22 72 2647 05/17/93 90,00 90,00 90,03 9,97 500 2947 05/18/93 90,10 90,10 90,16 9,84 100 3047 05/19/93 90,25 90,05 90,16 9,84 606 3072 05/20/93 0,00 0,00 90,16 9,84 0 3072 05/21/93 90,20 90,10 90,22 9,78 483 2727 05/24/93 90,25 90,20 90,22 9,78 300 2972 05/25/93 90,20 90,20 90,22 9,78 755 3472 05/26/93 90,20 90,20 90,23 9,77 100 3472 05/27/93 90,40 90,25 90,40 9,60 714 4036 05/28/93 0,00 0,00 90,40 9,60 0 4036 05/31/93 0,00 0,00 90,35 9,65 0 4036