Three month Euro-Swiss Interest Rate Future

Unit of Trading: SFr 1,000,000

Delivery Months: March, June, September, December

Delivery Day: First business day after the Last

Settlement Day: Trading Day

Last Trading Day: I 1.00 London time. Two business days prior to third Wednesday of delivery month

Quotation: 100.00 minus rate of interest

Min Price Movement : 0.01

(Tick size & value): (SFr 25)

Trading Hours: 08.10 - 16.00 London time

Contract Standard: Cash settlement based on the Exchange Delivery

Settlement Price.: Exchange Delivery Settlement Price (EDSP) Based on the British Bankers' Association Interest Settlement Rate for the month Euro Swiss Franc deposits at 11.00 on the Last Trading Day. The settlement price will be 100.00 minus the BBAISR (rounded accordingly).

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