<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="GI"><pfcc>CME:GI</pfcc><cc>GI</cc><pfcc>CME:GI</pfcc><cc>GI</cc><exch>CME</exch><etype>C</etype><ccname>GSCI</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>FGHJKMNQUVXZ</months><priced>Index Points</priced><pt>0.05000000</pt><pt_str>0.050</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>GI</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>gsci-futures-gi</ccname_desc_fut><margins><row><margin_bdate>2011-12-22</margin_bdate><imargins>      10,500</imargins><mmargin>       7,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RGI"><pfcc>CME:GI</pfcc><cc>RGI</cc><pfcc>CME:GI</pfcc><cc>RGI</cc><exch>CME</exch><etype>D</etype><ccname>GSCI</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>FGHJKMNQUVXZ</months><priced>Index Points</priced><pt>0.05000000</pt><pt_str>0.050</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>GI</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>gsci-futures-rgi</ccname_desc_fut><margins><row><margin_bdate>2011-12-22</margin_bdate><imargins>      10,500</imargins><mmargin>       7,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="GD"><pfcc>CME:GI</pfcc><cc>GD</cc><pfcc>CME:GI</pfcc><cc>GD</cc><exch>CME</exch><etype>E</etype><ccname>GSCI</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>FGHJKMNQUVXZ</months><priced>Index Points</priced><pt>0.05000000</pt><pt_str>0.050</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>GI</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>gsci-futures-gd</ccname_desc_fut><pivots><row><sym0>GI.CME M12</sym0><sym>GDM12</sym><cc>GD</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>625.700</r2><r2_net>+9.500</r2_net><r1>620.950</r1><r1_net>+4.750</r1_net><p>617.500</p><p_net>+1.300</p_net><s1>612.750</s1><s1_net>-3.450</s1_net><s2>609.300</s2><s2_net>-6.900</s2_net><open>621.950</open><high>622.250</high><low>614.050</low><last>616.200</last><net>-11.800</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>GI</pfcode><pfname>GOLDMAN SACHS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.05000000</pt></row></pivots><margins><row><margin_bdate>2011-12-22</margin_bdate><imargins>      10,500</imargins><mmargin>       7,000</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

