<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="BR"><pfcc>CME:BR</pfcc><cc>BR</cc><pfcc>CME:BR</pfcc><cc>BR</cc><exch>CME</exch><etype>C</etype><ccname>Brazilian Real</ccname><class>C</class><to_char>     100,000</to_char><unit>BRL</unit><months>HMUZ</months><priced>$ per BRL</priced><pt>0.00001000</pt><pt_str>0.00001</pt_str><pt_val>           1.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>brazilian-real-futures-br</ccname_desc_fut><margins><row><margin_bdate>2011-12-09</margin_bdate><imargins>       5,600</imargins><mmargin>       4,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RBR"><pfcc>CME:BR</pfcc><cc>RBR</cc><pfcc>CME:BR</pfcc><cc>RBR</cc><exch>CME</exch><etype>D</etype><ccname>Brazilian Real</ccname><class>C</class><to_char>     100,000</to_char><unit>BRL</unit><months>HMUZ</months><priced>$ per BRL</priced><pt>0.00001000</pt><pt_str>0.00001</pt_str><pt_val>           1.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>brazilian-real-futures-rbr</ccname_desc_fut><pivots><row><sym0>BR.CME M12</sym0><sym>RBRM12</sym><cc>RBR</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.48820</r2><r2_net>+0.00000</r2_net><r1>0.48820</r1><r1_net>+0.00000</r1_net><p>0.48820</p><p_net>+0.00000</p_net><s1>0.48820</s1><s1_net>+0.00000</s1_net><s2>0.48820</s2><s2_net>+0.00000</s2_net><open>0.48820</open><high>0.48820</high><low>0.48820</low><last>0.48820</last><net>+0.00355</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><pfname>BRAZILIAN REAL </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00001000</pt></row><row><sym0>BR.CME U12</sym0><sym>RBRU12</sym><cc>RBR</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.48090</r2><r2_net>+0.00000</r2_net><r1>0.48090</r1><r1_net>+0.00000</r1_net><p>0.48090</p><p_net>+0.00000</p_net><s1>0.48090</s1><s1_net>+0.00000</s1_net><s2>0.48090</s2><s2_net>+0.00000</s2_net><open>0.48090</open><high>0.48090</high><low>0.48090</low><last>0.48090</last><net>+0.00365</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><pfname>BRAZILIAN REAL </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00001000</pt></row></pivots><margins><row><margin_bdate>2011-12-09</margin_bdate><imargins>       5,600</imargins><mmargin>       4,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="6L"><pfcc>CME:BR</pfcc><cc>6L</cc><pfcc>CME:BR</pfcc><cc>6L</cc><exch>CME</exch><etype>E</etype><ccname>Brazilian Real</ccname><class>C</class><to_char>     100,000</to_char><unit>BRL</unit><months>HMUZ</months><priced>$ per BRL</priced><pt>0.00001000</pt><pt_str>0.00001</pt_str><pt_val>           1.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>brazilian-real-futures-6l</ccname_desc_fut><pivots><row><sym0>BR.CME M12</sym0><sym>6LM12</sym><cc>6L</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.50167</r2><r2_net>+0.01347</r2_net><r1>0.49493</r1><r1_net>+0.00673</r1_net><p>0.48462</p><p_net>-0.00358</p_net><s1>0.47788</s1><s1_net>-0.01032</s1_net><s2>0.46757</s2><s2_net>-0.02063</s2_net><open>0.47765</open><high>0.49135</high><low>0.47430</low><last>0.48820</last><net>+0.00355</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><pfname>BRAZILIAN REAL </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00001000</pt></row><row><sym0>BR.CME U12</sym0><sym>6LU12</sym><cc>6L</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.48090</r2><r2_net>+0.00000</r2_net><r1>0.48090</r1><r1_net>+0.00000</r1_net><p>0.48090</p><p_net>+0.00000</p_net><s1>0.48090</s1><s1_net>+0.00000</s1_net><s2>0.48090</s2><s2_net>+0.00000</s2_net><open>0.48090</open><high>0.48090</high><low>0.48090</low><last>0.48090</last><net>+0.00365</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BR</pfcode><pfname>BRAZILIAN REAL </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00001000</pt></row></pivots><margins><row><margin_bdate>2011-12-09</margin_bdate><imargins>       5,600</imargins><mmargin>       4,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

