Effective March 18, 2002 additional quarterly expirations to the 2- year Eurodollar Mid-Curve options

Client Management Advisory Notice

To	Back Office Managers, Service Bureau Representatives, Independent Software Vendors
From	Client Management
Subject	Effective March 18, 2002 additional quarterly expirations to the 2- year Eurodollar Mid-Curve options
Effective Date	03/15/02
Notice Number	NP#0169

Effective, March 18, 2002, there will be two additional quarterly expirations to the 2-Year or "GREEN" Eurodollar Mid-Curve options. Currently listed are 2 quarterly expirations March (H) '02 (which tracks the March (H)'04 ED futures) and the June (M) '02.

Therefore, we will have a total of four quarterly 2-year Midcurves. This means that after the March '02 expires, we will have the following expirations:

June (M) 2002 (that tracks the Jun '04 ED futures)

September (U) 2002 (that tracks the Sep '04 ED futures)

December (Z) 2002 (that tracks the Dec '04 ED futures)