<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="BP"><pfcc>CME:BP</pfcc><cc>BP</cc><pfcc>CME:BP</pfcc><cc>BP</cc><exch>CME</exch><etype>C</etype><ccname>British Pound</ccname><class>C</class><to_char>      62,500</to_char><unit>GBP</unit><months>HMUZ</months><priced>$ per GBP</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><type>11</type><cvm>62500</cvm><cvm_val>      62,500.0</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>british-pound-futures-bp</ccname_desc_fut><pivots><row><sym0>BP.CME M12</sym0><sym>BPM12</sym><cc>BP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.58120</r2><r2_net>+0.01250</r2_net><r1>1.57490</r1><r1_net>+0.00620</r1_net><p>1.57080</p><p_net>+0.00210</p_net><s1>1.56450</s1><s1_net>-0.00420</s1_net><s2>1.56040</s2><s2_net>-0.00830</s2_net><open>1.57620</open><high>1.57700</high><low>1.56660</low><last>1.56870</last><net>-0.00860</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>BP.CME U12</sym0><sym>BPU12</sym><cc>BP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.57820</r2><r2_net>+0.01020</r2_net><r1>1.57310</r1><r1_net>+0.00510</r1_net><p>1.56990</p><p_net>+0.00190</p_net><s1>1.56480</s1><s1_net>-0.00320</s1_net><s2>1.56160</s2><s2_net>-0.00640</s2_net><open>1.57490</open><high>1.57500</high><low>1.56670</low><last>1.56800</last><net>-0.00850</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>       2,025</imargins><mmargin>       1,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RBP"><pfcc>CME:BP</pfcc><cc>RBP</cc><pfcc>CME:BP</pfcc><cc>RBP</cc><exch>CME</exch><etype>D</etype><ccname>British Pound</ccname><class>C</class><to_char>      62,500</to_char><unit>GBP</unit><months>HMUZ</months><priced>$ per GBP</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><type>11</type><cvm>62500</cvm><cvm_val>      62,500.0</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>british-pound-futures-rbp</ccname_desc_fut><sessions><row><id>6</id><cc>RBP</cc><dtstart>12:20:00</dtstart><dtend>19:00:00</dtend><wday>124</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T07:20:00</dtstart_str><dtend_str>2012-05-24T14:00:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>BP.CME M12</sym0><sym>RBPM12</sym><cc>RBP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.56870</r2><r2_net>+0.00000</r2_net><r1>1.56870</r1><r1_net>+0.00000</r1_net><p>1.56870</p><p_net>+0.00000</p_net><s1>1.56870</s1><s1_net>+0.00000</s1_net><s2>1.56870</s2><s2_net>+0.00000</s2_net><open>1.56870</open><high>1.56870</high><low>1.56870</low><last>1.56870</last><net>-0.00860</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>BP.CME U12</sym0><sym>RBPU12</sym><cc>RBP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.56800</r2><r2_net>+0.00000</r2_net><r1>1.56800</r1><r1_net>+0.00000</r1_net><p>1.56800</p><p_net>+0.00000</p_net><s1>1.56800</s1><s1_net>+0.00000</s1_net><s2>1.56800</s2><s2_net>+0.00000</s2_net><open>1.56800</open><high>1.56800</high><low>1.56800</low><last>1.56800</last><net>-0.00850</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>       2,025</imargins><mmargin>       1,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="6B"><pfcc>CME:BP</pfcc><cc>6B</cc><pfcc>CME:BP</pfcc><cc>6B</cc><exch>CME</exch><etype>E</etype><ccname>British Pound</ccname><class>C</class><to_char>      62,500</to_char><unit>GBP</unit><months>HMUZ</months><priced>$ per GBP</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><type>11</type><cvm>62500</cvm><cvm_val>      62,500.0</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>british-pound-futures-6b</ccname_desc_fut><sessions><row><id>7</id><cc>6B</cc><dtstart>22:00:00</dtstart><dtend>21:00:00</dtend><wday>62</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T17:00:00</dtstart_str><dtend_str>2012-05-24T16:00:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>BP.CME M12</sym0><sym>6BM12</sym><cc>6B</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.58120</r2><r2_net>+0.01250</r2_net><r1>1.57490</r1><r1_net>+0.00620</r1_net><p>1.57080</p><p_net>+0.00210</p_net><s1>1.56450</s1><s1_net>-0.00420</s1_net><s2>1.56040</s2><s2_net>-0.00830</s2_net><open>1.57620</open><high>1.57700</high><low>1.56660</low><last>1.56870</last><net>-0.00860</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>BP.CME U12</sym0><sym>6BU12</sym><cc>6B</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.57820</r2><r2_net>+0.01020</r2_net><r1>1.57310</r1><r1_net>+0.00510</r1_net><p>1.56990</p><p_net>+0.00190</p_net><s1>1.56480</s1><s1_net>-0.00320</s1_net><s2>1.56160</s2><s2_net>-0.00640</s2_net><open>1.57490</open><high>1.57500</high><low>1.56670</low><last>1.56800</last><net>-0.00850</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><pfname>BRITISH POUND FUTURES</pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>       2,025</imargins><mmargin>       1,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

