<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="EC"><pfcc>CME:EC</pfcc><cc>EC</cc><pfcc>CME:EC</pfcc><cc>EC</cc><exch>CME</exch><etype>C</etype><ccname>Euro</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>$ per EUR</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>euro-futures-ec</ccname_desc_fut><pivots><row><sym0>EC.CME M12</sym0><sym>ECM12</sym><cc>EC</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.27460</r2><r2_net>+0.01720</r2_net><r1>1.26600</r1><r1_net>+0.00860</r1_net><p>1.26030</p><p_net>+0.00290</p_net><s1>1.25170</s1><s1_net>-0.00570</s1_net><s2>1.24600</s2><s2_net>-0.01140</s2_net><open>1.26800</open><high>1.26890</high><low>1.25460</low><last>1.25740</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>EC.CME U12</sym0><sym>ECU12</sym><cc>EC</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.27530</r2><r2_net>+0.01680</r2_net><r1>1.26690</r1><r1_net>+0.00840</r1_net><p>1.26140</p><p_net>+0.00290</p_net><s1>1.25300</s1><s1_net>-0.00550</s1_net><s2>1.24750</s2><s2_net>-0.01100</s2_net><open>1.26940</open><high>1.26980</high><low>1.25590</low><last>1.25850</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </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>2012-03-26</margin_bdate><imargins>       4,725</imargins><mmargin>       3,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="REC"><pfcc>CME:EC</pfcc><cc>REC</cc><pfcc>CME:EC</pfcc><cc>REC</cc><exch>CME</exch><etype>D</etype><ccname>Euro</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>$ per EUR</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>euro-futures-rec</ccname_desc_fut><sessions><row><id>4</id><cc>REC</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>EC.CME M12</sym0><sym>RECM12</sym><cc>REC</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>2.09490</r2><r2_net>+0.83750</r2_net><r1>1.67610</r1><r1_net>+0.41870</r1_net><p>0.83810</p><p_net>-0.41930</p_net><s1>0.41930</s1><s1_net>-0.83810</s1_net><s2>-0.41870</s2><s2_net>-1.67610</s2_net><open>1.25680</open><high>1.25680</high><low>0.00000</low><last>1.25740</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>EC.CME U12</sym0><sym>RECU12</sym><cc>REC</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.25850</r2><r2_net>+0.00000</r2_net><r1>1.25850</r1><r1_net>+0.00000</r1_net><p>1.25850</p><p_net>+0.00000</p_net><s1>1.25850</s1><s1_net>+0.00000</s1_net><s2>1.25850</s2><s2_net>+0.00000</s2_net><open>1.25850</open><high>1.25850</high><low>1.25850</low><last>1.25850</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </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>2012-03-26</margin_bdate><imargins>       4,725</imargins><mmargin>       3,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="6E"><pfcc>CME:EC</pfcc><cc>6E</cc><pfcc>CME:EC</pfcc><cc>6E</cc><exch>CME</exch><etype>E</etype><ccname>Euro</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>$ per EUR</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>euro-futures-6e</ccname_desc_fut><sessions><row><id>5</id><cc>6E</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>EC.CME M12</sym0><sym>6EM12</sym><cc>6E</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.27460</r2><r2_net>+0.01720</r2_net><r1>1.26600</r1><r1_net>+0.00860</r1_net><p>1.26030</p><p_net>+0.00290</p_net><s1>1.25170</s1><s1_net>-0.00570</s1_net><s2>1.24600</s2><s2_net>-0.01140</s2_net><open>1.26800</open><high>1.26890</high><low>1.25460</low><last>1.25740</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>EC.CME U12</sym0><sym>6EU12</sym><cc>6E</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.27530</r2><r2_net>+0.01680</r2_net><r1>1.26690</r1><r1_net>+0.00840</r1_net><p>1.26140</p><p_net>+0.00290</p_net><s1>1.25300</s1><s1_net>-0.00550</s1_net><s2>1.24750</s2><s2_net>-0.01100</s2_net><open>1.26940</open><high>1.26980</high><low>1.25590</low><last>1.25850</last><net>-0.01460</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><pfname>EURO </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>2012-03-26</margin_bdate><imargins>       4,725</imargins><mmargin>       3,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

