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<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="FF"><pfcc>CBT:41</pfcc><cc>FF</cc><pfcc>CBT:41</pfcc><cc>FF</cc><exch>CBOT</exch><etype>C</etype><ccname>30 Day Fed Fund</ccname><class>F</class><to_char>   5,000,000</to_char><unit>USD</unit><months>FGHJKMNQUVXZ</months><priced>100 - FF overnight rate</priced><pt>0.00500000</pt><pt_str>0.0050</pt_str><pt_val>          20.835</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>41</pfcode><type>11</type><cvm>4167</cvm><cvm_val>       4,167.00</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>30-day-fed-fund-futures-ff</ccname_desc_fut><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>          92</imargins><mmargin>          68</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product><product id="RFF"><pfcc>CBT:41</pfcc><cc>RFF</cc><pfcc>CBT:41</pfcc><cc>RFF</cc><exch>CBOT</exch><etype>D</etype><ccname>30 Day Fed Fund</ccname><class>F</class><to_char>   5,000,000</to_char><unit>USD</unit><months>FGHJKMNQUVXZ</months><priced>100 - FF overnight rate</priced><pt>0.00500000</pt><pt_str>0.0050</pt_str><pt_val>          20.835</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>41</pfcode><type>11</type><cvm>4167</cvm><cvm_val>       4,167.00</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>30-day-fed-fund-futures-rff</ccname_desc_fut><sessions><row><id>36</id><cc>RFF</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>41.CBT K12</sym0><sym>RFFK12</sym><cc>RFF</cc><symyr>2012</symyr><symmo>5</symmo><mo>K</mo><date>2012-05-23</date><r2>99.8400</r2><r2_net>-0.0025</r2_net><r1>99.8400</r1><r1_net>-0.0025</r1_net><p>99.8400</p><p_net>-0.0025</p_net><s1>99.8400</s1><s1_net>-0.0025</s1_net><s2>99.8400</s2><s2_net>-0.0025</s2_net><open>99.8425</open><high>99.8425</high><low>99.8425</low><last>99.8425</last><net>+0.0025</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>41</pfcode><pfname>30 DAY FED FUND </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00500000</pt></row><row><sym0>41.CBT M12</sym0><sym>RFFM12</sym><cc>RFF</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>99.8450</r2><r2_net>+0.0000</r2_net><r1>99.8450</r1><r1_net>+0.0000</r1_net><p>99.8450</p><p_net>+0.0000</p_net><s1>99.8450</s1><s1_net>+0.0000</s1_net><s2>99.8450</s2><s2_net>+0.0000</s2_net><open>99.8450</open><high>99.8450</high><low>99.8450</low><last>99.8450</last><net>+0.0050</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>41</pfcode><pfname>30 DAY FED FUND </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00500000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>          92</imargins><mmargin>          68</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product></products>

