<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="CD"><pfcc>CME:C1</pfcc><cc>CD</cc><pfcc>CME:C1</pfcc><cc>CD</cc><exch>CME</exch><etype>C</etype><ccname>Canadian Dollar</ccname><class>C</class><to_char>     100,000</to_char><unit>CAD</unit><months>HMUZ</months><priced>$ per CAD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>canadian-dollar-futures-cd</ccname_desc_fut><pivots><row><sym0>C1.CME M12</sym0><sym>CDM12</sym><cc>CD</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.98340</r2><r2_net>+0.00860</r2_net><r1>0.97910</r1><r1_net>+0.00430</r1_net><p>0.97480</p><p_net>+0.00000</p_net><s1>0.97050</s1><s1_net>-0.00430</s1_net><s2>0.96620</s2><s2_net>-0.00860</s2_net><open>0.97870</open><high>0.97910</high><low>0.97050</low><last>0.97480</last><net>-0.00470</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>C1.CME U12</sym0><sym>CDU12</sym><cc>CD</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.98140</r2><r2_net>+0.00850</r2_net><r1>0.97710</r1><r1_net>+0.00420</r1_net><p>0.97300</p><p_net>+0.00010</p_net><s1>0.96870</s1><s1_net>-0.00420</s1_net><s2>0.96460</s2><s2_net>-0.00830</s2_net><open>0.97650</open><high>0.97720</high><low>0.96880</low><last>0.97290</last><net>-0.00460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </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>2012-02-23</margin_bdate><imargins>       2,295</imargins><mmargin>       1,700</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RCD"><pfcc>CME:C1</pfcc><cc>RCD</cc><pfcc>CME:C1</pfcc><cc>RCD</cc><exch>CME</exch><etype>D</etype><ccname>Canadian Dollar</ccname><class>C</class><to_char>     100,000</to_char><unit>CAD</unit><months>HMUZ</months><priced>$ per CAD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>canadian-dollar-futures-rcd</ccname_desc_fut><sessions><row><id>14</id><cc>RCD</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>C1.CME M12</sym0><sym>RCDM12</sym><cc>RCD</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.97480</r2><r2_net>+0.00000</r2_net><r1>0.97480</r1><r1_net>+0.00000</r1_net><p>0.97480</p><p_net>+0.00000</p_net><s1>0.97480</s1><s1_net>+0.00000</s1_net><s2>0.97480</s2><s2_net>+0.00000</s2_net><open>0.97480</open><high>0.97480</high><low>0.97480</low><last>0.97480</last><net>-0.00470</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>C1.CME U12</sym0><sym>RCDU12</sym><cc>RCD</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.97290</r2><r2_net>+0.00000</r2_net><r1>0.97290</r1><r1_net>+0.00000</r1_net><p>0.97290</p><p_net>+0.00000</p_net><s1>0.97290</s1><s1_net>+0.00000</s1_net><s2>0.97290</s2><s2_net>+0.00000</s2_net><open>0.97290</open><high>0.97290</high><low>0.97290</low><last>0.97290</last><net>-0.00460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </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>2012-02-23</margin_bdate><imargins>       2,295</imargins><mmargin>       1,700</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="6C"><pfcc>CME:C1</pfcc><cc>6C</cc><pfcc>CME:C1</pfcc><cc>6C</cc><exch>CME</exch><etype>E</etype><ccname>Canadian Dollar</ccname><class>C</class><to_char>     100,000</to_char><unit>CAD</unit><months>HMUZ</months><priced>$ per CAD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>canadian-dollar-futures-6c</ccname_desc_fut><sessions><row><id>15</id><cc>6C</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>C1.CME M12</sym0><sym>6CM12</sym><cc>6C</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.98340</r2><r2_net>+0.00860</r2_net><r1>0.97910</r1><r1_net>+0.00430</r1_net><p>0.97480</p><p_net>+0.00000</p_net><s1>0.97050</s1><s1_net>-0.00430</s1_net><s2>0.96620</s2><s2_net>-0.00860</s2_net><open>0.97870</open><high>0.97910</high><low>0.97050</low><last>0.97480</last><net>-0.00470</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>C1.CME U12</sym0><sym>6CU12</sym><cc>6C</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.98140</r2><r2_net>+0.00850</r2_net><r1>0.97710</r1><r1_net>+0.00420</r1_net><p>0.97300</p><p_net>+0.00010</p_net><s1>0.96870</s1><s1_net>-0.00420</s1_net><s2>0.96460</s2><s2_net>-0.00830</s2_net><open>0.97650</open><high>0.97720</high><low>0.96880</low><last>0.97290</last><net>-0.00460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><pfname>CANADIAN DOLLAR </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>2012-02-23</margin_bdate><imargins>       2,295</imargins><mmargin>       1,700</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

