<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product mkt-desc="/mkt-desc/ED.xml" id="ED"><pfcc>CME:ED</pfcc><cc>ED</cc><pfcc>CME:ED</pfcc><cc>ED</cc><exch>CME</exch><etype>C</etype><ccname>Eurodollar</ccname><class>F</class><to_char>   1,000,000</to_char><unit>USD</unit><months>HMUZ</months><priced>100 - ED time dep rate</priced><pt>0.00250000</pt><pt_str>0.0025</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><type>11</type><cvm>2500</cvm><cvm_val>       2,500.00</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>eurodollar-futures-ed</ccname_desc_fut><pivots><row><sym0>ED.CME M12</sym0><sym>EDM12</sym><cc>ED</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>99.5200</r2><r2_net>+0.0100</r2_net><r1>99.5150</r1><r1_net>+0.0050</r1_net><p>99.5100</p><p_net>+0.0000</p_net><s1>99.5050</s1><s1_net>-0.0050</s1_net><s2>99.5000</s2><s2_net>-0.0100</s2_net><open>99.5125</open><high>99.5150</high><low>99.5050</low><last>99.5100</last><net>-0.0050</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row><row><sym0>ED.CME U12</sym0><sym>EDU12</sym><cc>ED</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>99.4600</r2><r2_net>+0.0400</r2_net><r1>99.4400</r1><r1_net>+0.0200</r1_net><p>99.4200</p><p_net>+0.0000</p_net><s1>99.4000</s1><s1_net>-0.0200</s1_net><s2>99.3800</s2><s2_net>-0.0400</s2_net><open>99.4200</open><high>99.4400</high><low>99.4000</low><last>99.4200</last><net>-0.0200</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row></pivots><margins><row><margin_bdate>2012-02-23</margin_bdate><imargins>         439</imargins><mmargin>         325</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RED"><pfcc>CME:ED</pfcc><cc>RED</cc><pfcc>CME:ED</pfcc><cc>RED</cc><exch>CME</exch><etype>D</etype><ccname>Eurodollar</ccname><class>F</class><to_char>   1,000,000</to_char><unit>USD</unit><months>HMUZ</months><priced>100 - ED time dep rate</priced><pt>0.00250000</pt><pt_str>0.0025</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><type>11</type><cvm>2500</cvm><cvm_val>       2,500.00</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>eurodollar-futures-red</ccname_desc_fut><sessions><row><id>38</id><cc>RED</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>ED.CME M12</sym0><sym>REDM12</sym><cc>RED</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>99.5150</r2><r2_net>+0.0050</r2_net><r1>99.5125</r1><r1_net>+0.0025</r1_net><p>99.5100</p><p_net>+0.0000</p_net><s1>99.5075</s1><s1_net>-0.0025</s1_net><s2>99.5050</s2><s2_net>-0.0050</s2_net><open>99.5125</open><high>99.5125</high><low>99.5075</low><last>99.5100</last><net>-0.0050</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row><row><sym0>ED.CME U12</sym0><sym>REDU12</sym><cc>RED</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>99.4400</r2><r2_net>+0.0200</r2_net><r1>99.4300</r1><r1_net>+0.0100</r1_net><p>99.4200</p><p_net>+0.0000</p_net><s1>99.4100</s1><s1_net>-0.0100</s1_net><s2>99.4000</s2><s2_net>-0.0200</s2_net><open>99.4300</open><high>99.4300</high><low>99.4100</low><last>99.4200</last><net>-0.0200</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row></pivots><margins><row><margin_bdate>2012-02-23</margin_bdate><imargins>         439</imargins><mmargin>         325</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="GE"><pfcc>CME:ED</pfcc><cc>GE</cc><pfcc>CME:ED</pfcc><cc>GE</cc><exch>CME</exch><etype>E</etype><ccname>Eurodollar</ccname><class>F</class><to_char>   1,000,000</to_char><unit>USD</unit><months>HMUZ</months><priced>100 - ED time dep rate</priced><pt>0.00250000</pt><pt_str>0.0025</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><type>11</type><cvm>2500</cvm><cvm_val>       2,500.00</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>eurodollar-futures-ge</ccname_desc_fut><sessions><row><id>39</id><cc>GE</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>ED.CME M12</sym0><sym>GEM12</sym><cc>GE</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>99.5200</r2><r2_net>+0.0100</r2_net><r1>99.5150</r1><r1_net>+0.0050</r1_net><p>99.5100</p><p_net>+0.0000</p_net><s1>99.5050</s1><s1_net>-0.0050</s1_net><s2>99.5000</s2><s2_net>-0.0100</s2_net><open>99.5125</open><high>99.5150</high><low>99.5050</low><last>99.5100</last><net>-0.0050</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row><row><sym0>ED.CME U12</sym0><sym>GEU12</sym><cc>GE</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>99.4600</r2><r2_net>+0.0400</r2_net><r1>99.4400</r1><r1_net>+0.0200</r1_net><p>99.4200</p><p_net>+0.0000</p_net><s1>99.4000</s1><s1_net>-0.0200</s1_net><s2>99.3800</s2><s2_net>-0.0400</s2_net><open>99.4200</open><high>99.4400</high><low>99.4000</low><last>99.4200</last><net>-0.0200</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>ED</pfcode><pfname>EURODOLLAR </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00250000</pt></row></pivots><margins><row><margin_bdate>2012-02-23</margin_bdate><imargins>         439</imargins><mmargin>         325</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

