The 30-Day Fed Funds futures contract for June 2008 has been cash settled at a final settlement price of 97.999, implying an average daily effective federal funds rate of 2.001 percent during the delivery month.

For more information about 30-Day Fed Fund futures, please contact:

Peter Barker                312.930.8554   peter.barker@cmegroup.com
James Boudreault       312.930.3247    james.boudreault@cmegroup.com
Daniel Grombacher     312.634.1583    daniel.grombacher@cmegroup.com
Frederick Sturm          312.930.1282    frederick.sturm@cmegroup.com

 - June 2008 Fed Funds Futures Settle @ 97.999 - 07.01.2008