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.............: DICIEMBRE 93 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..........: CD93 CSI Commodity Symbol.: MFM1293 Ed's temporary Symbol: no need Remarks..............: (1) Contract history until 31-May-93 Date High Low Close Yield Volume Open_Int 02/12/93 88,20 88,20 88,20 11,80 50 50 02/15/93 88,30 88,30 88,20 11,80 100 150 02/16/93 88,45 88,40 88,20 11,80 200 350 02/17/93 88,40 88,38 88,38 11,62 650 950 02/18/93 88,35 88,25 88,31 11,69 250 950 02/19/93 88,45 88,23 88,31 11,69 1000 1650 02/22/93 88,45 88,30 88,30 11,70 600 1650 02/23/93 88,30 88,30 88,30 11,70 50 1650 02/24/93 88,25 88,10 88,03 11,97 650 1650 02/25/93 88,20 88,20 88,27 11,73 50 1700 02/26/93 88,35 88,20 88,38 11,62 570 1800 03/01/93 88,40 88,35 88,38 11,62 650 2200 03/02/93 88,30 88,25 88,23 11,77 358 2408 03/03/93 0,00 0,00 88,35 11,65 0 2408 03/04/93 88,21 88,20 88,28 11,72 100 2408 03/05/93 88,40 88,40 88,43 11,57 50 2458 03/08/93 88,50 88,47 88,48 11,52 330 2788 03/09/93 88,45 88,40 88,44 11,56 175 2863 03/10/93 88,45 88,40 88,44 11,56 350 2813 03/11/93 88,48 88,48 88,46 11,54 400 3013 03/12/93 88,49 88,39 88,45 11,55 700 2900 03/15/93 88,45 88,45 88,44 11,56 400 2900 03/16/93 88,40 88,35 88,37 11,63 500 2963 03/17/93 88,40 88,40 88,40 11,60 50 3005 03/18/93 88,40 88,35 88,38 11,62 310 3205 03/22/93 88,38 88,35 88,38 11,62 328 3325 03/23/93 88,35 88,30 88,30 11,70 250 3425 03/24/93 88,25 88,25 88,33 11,67 50 3425 03/25/93 88,40 88,36 88,32 11,68 100 3425 03/26/93 88,39 88,39 88,39 11,61 50 3475 03/29/93 88,65 88,50 88,55 11,45 1850 4770 03/30/93 88,62 88,60 88,64 11,36 545 4953 03/31/93 88,60 88,57 88,64 11,36 300 5203 04/01/93 88,60 88,60 88,57 11,43 200 5403 04/02/93 88,60 88,50 88,53 11,47 200 5403 04/05/93 88,60 88,57 88,59 11,41 730 6053 04/06/93 88,50 88,45 88,48 11,52 287 6090 04/07/93 88,45 88,40 88,47 11,53 628 6254 04/12/93 88,40 88,25 88,40 11,60 343 6366 04/13/93 88,45 88,40 88,43 11,57 990 7306 04/14/93 88,65 88,54 88,58 11,42 549 7605 04/15/93 88,72 88,60 88,69 11,31 890 8195 04/16/93 88,80 88,70 88,75 11,25 1829 9033 04/19/93 88,75 88,73 88,76 11,24 600 9483 04/20/93 88,71 88,65 88,60 11,40 450 9248 04/21/93 88,58 88,50 88,52 11,48 306 9554 04/22/93 88,60 88,45 88,60 11,40 560 9674 04/23/93 88,80 88,55 88,80 11,20 866 9944 04/26/93 88,65 88,55 88,53 11,47 120 9954 04/27/93 88,75 88,65 88,70 11,30 950 10554 04/28/93 88,70 88,70 88,73 11,27 40 10554 04/29/93 88,70 88,68 88,66 11,34 453 10804 04/30/93 88,70 88,65 88,73 11,27 600 11004 05/03/93 88,70 88,70 88,73 11,27 30 11004 05/04/93 88,75 88,75 88,79 11,21 250 11004 05/05/93 88,78 88,73 88,76 11,24 566 11068 05/06/93 88,80 88,80 88,79 11,21 230 11068 05/07/93 88,80 88,80 88,79 11,21 200 11268 05/10/93 88,80 88,75 88,76 11,24 400 11518 05/11/93 88,85 88,72 88,78 11,22 290 11708 05/12/93 88,85 88,77 88,89 11,11 500 12058 05/13/93 89,65 88,90 89,49 10,51 2995 14283 05/14/93 89,70 89,50 89,58 10,42 1690 15423 05/17/93 89,85 89,75 89,82 10,18 3174 14879 05/18/93 90,05 89,90 89,99 10,01 1745 13555 05/19/93 90,08 90,00 90,01 9,99 4170 14700 05/20/93 90,00 89,90 90,01 9,99 669 15000 05/21/93 90,15 90,00 90,08 9,92 1400 14693 05/24/93 90,05 90,00 90,08 9,92 456 14949 05/25/93 90,05 90,05 90,04 9,96 457 15299 05/26/93 90,05 90,03 90,05 9,95 475 15399 05/27/93 90,30 90,03 90,22 9,78 2250 16624 05/28/93 90,25 90,15 90,23 9,77 600 16473 05/31/93 90,10 90,10 90,10 9,90 400 16373