<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="JM"><pfcc>NYM:JM</pfcc><cc>JM</cc><pfcc>NYM:JM</pfcc><cc>JM</cc><exch>NYMEX</exch><etype>C</etype><ccname>PJM Electricity</ccname><class>E</class><to_char>          40</to_char><unit>Mwh</unit><months>FGHJKMNQUVXZ</months><priced>$ per Mwh</priced><pt>0.05000000</pt><pt_str>0.05</pt_str><pt_val>          46.000</pt_val><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>JM</pfcode><type>11</type><cvm>920</cvm><cvm_val>         920.000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>pjm-electricity-futures-jm</ccname_desc_fut><pivots><row><sym0>JM.NYM K12</sym0><sym>JMK12</sym><cc>JM</cc><symyr>2012</symyr><symmo>5</symmo><mo>K</mo><date>2012-05-23</date><r2>49.60</r2><r2_net>-0.02</r2_net><r1>49.60</r1><r1_net>-0.02</r1_net><p>49.60</p><p_net>-0.02</p_net><s1>49.60</s1><s1_net>-0.02</s1_net><s2>49.60</s2><s2_net>-0.02</s2_net><open>49.62</open><high>49.62</high><low>49.62</low><last>49.62</last><net>+1.14</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>JM</pfcode><pfname>PJM MONTHLY</pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.05000000</pt></row><row><sym0>JM.NYM M12</sym0><sym>JMM12</sym><cc>JM</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>45.00</r2><r2_net>-0.02</r2_net><r1>45.00</r1><r1_net>-0.02</r1_net><p>45.00</p><p_net>-0.02</p_net><s1>45.00</s1><s1_net>-0.02</s1_net><s2>45.00</s2><s2_net>-0.02</s2_net><open>45.02</open><high>45.02</high><low>45.02</low><last>45.02</last><net>+0.15</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>JM</pfcode><pfname>PJM MONTHLY</pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.05000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       1,859</imargins><mmargin>       1,690</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYM</coacro><exchacro>NYM</exchacro></row></margins></product></products>

