<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product mkt-desc="/mkt-desc/CT.xml" id="CT"><pfcc>NYB:CT</pfcc><cc>CT</cc><pfcc>NYB:CT</pfcc><cc>CT</cc><exch>ICE</exch><etype>D</etype><ccname>Cotton</ccname><class>S</class><to_char>      50,000</to_char><unit>LBS</unit><months>HKNVZ</months><priced>cents per lb.</priced><pt>0.01000000</pt><pt_str>0.01</pt_str><pt_val>           5.000</pt_val><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><type>11</type><cvm>500</cvm><cvm_val>         500.000</cvm_val><settledecloc>2</settledecloc><settlealigncode/><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>cotton-futures-ct</ccname_desc_fut><sessions><row><id>88</id><cc>CT</cc><dtstart>14:30:00</dtstart><dtend>18:15:00</dtend><wday>124</wday><tz>America/New_York</tz><dtstart_str>2012-05-24T09:30:00</dtstart_str><dtend_str>2012-05-24T13:15:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>CT.NYB N12</sym0><sym>CTN12</sym><cc>CT</cc><symyr>2012</symyr><symmo>7</symmo><mo>N</mo><date>2012-05-23</date><r2>75.83</r2><r2_net>+4.32</r2_net><r1>73.67</r1><r1_net>+2.16</r1_net><p>72.10</p><p_net>+0.59</p_net><s1>69.94</s1><s1_net>-1.57</s1_net><s2>68.37</s2><s2_net>-3.14</s2_net><open>74.15</open><high>74.26</high><low>70.53</low><last>71.51</last><net>-3.01</net><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><pfname>COTTON</pfname><settledecloc>2</settledecloc><settlealigncode/><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row><row><sym0>CT.NYB V12</sym0><sym>CTV12</sym><cc>CT</cc><symyr>2012</symyr><symmo>10</symmo><mo>V</mo><date>2012-05-23</date><r2>73.78</r2><r2_net>+3.37</r2_net><r1>72.09</r1><r1_net>+1.68</r1_net><p>71.30</p><p_net>+0.89</p_net><s1>69.61</s1><s1_net>-0.80</s1_net><s2>68.82</s2><s2_net>-1.59</s2_net><open>72.00</open><high>72.98</high><low>70.50</low><last>70.41</last><net>-3.39</net><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><pfname>COTTON</pfname><settledecloc>2</settledecloc><settlealigncode/><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       2,145</imargins><mmargin>       1,950</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYB</coacro><exchacro>NYB</exchacro></row></margins></product><product id="CTI"><pfcc>NYB:CT</pfcc><cc>CTI</cc><pfcc>NYB:CT</pfcc><cc>CTI</cc><exch>X-ICE</exch><etype>E</etype><ccname>Cotton</ccname><class>S</class><to_char>      50,000</to_char><unit>LBS</unit><months>HKNVZ</months><priced>cents per lb.</priced><pt>0.01000000</pt><pt_str>0.01</pt_str><pt_val>           5.000</pt_val><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><type>11</type><cvm>500</cvm><cvm_val>         500.000</cvm_val><settledecloc>2</settledecloc><settlealigncode/><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>cotton-futures-cti</ccname_desc_fut><sessions><row><id>89</id><cc>CTI</cc><dtstart>05:30:00</dtstart><dtend>19:15:00</dtend><wday>124</wday><tz>America/New_York</tz><dtstart_str>2012-05-24T00:30:00</dtstart_str><dtend_str>2012-05-24T14:15:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>CT.NYB N12</sym0><sym>CTIN12</sym><cc>CTI</cc><symyr>2012</symyr><symmo>7</symmo><mo>N</mo><date>2012-05-23</date><r2>75.83</r2><r2_net>+4.32</r2_net><r1>73.67</r1><r1_net>+2.16</r1_net><p>72.10</p><p_net>+0.59</p_net><s1>69.94</s1><s1_net>-1.57</s1_net><s2>68.37</s2><s2_net>-3.14</s2_net><open>74.15</open><high>74.26</high><low>70.53</low><last>71.51</last><net>-3.01</net><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><pfname>COTTON</pfname><settledecloc>2</settledecloc><settlealigncode/><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row><row><sym0>CT.NYB V12</sym0><sym>CTIV12</sym><cc>CTI</cc><symyr>2012</symyr><symmo>10</symmo><mo>V</mo><date>2012-05-23</date><r2>73.78</r2><r2_net>+3.37</r2_net><r1>72.09</r1><r1_net>+1.68</r1_net><p>71.30</p><p_net>+0.89</p_net><s1>69.61</s1><s1_net>-0.80</s1_net><s2>68.82</s2><s2_net>-1.59</s2_net><open>72.00</open><high>72.98</high><low>70.50</low><last>70.41</last><net>-3.39</net><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>CT</pfcode><pfname>COTTON</pfname><settledecloc>2</settledecloc><settlealigncode/><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       2,145</imargins><mmargin>       1,950</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYB</coacro><exchacro>NYB</exchacro></row></margins></product></products>

