<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product mkt-desc="/mkt-desc/NG.xml" id="NG"><pfcc>NYM:NG</pfcc><cc>NG</cc><pfcc>NYM:NG</pfcc><cc>NG</cc><exch>NYMEX</exch><etype>C</etype><ccname>Natural Gas</ccname><class>E</class><to_char>      10,000</to_char><unit>MMBtu</unit><months>FGHJKMNQUVXZ</months><priced>$ per MMBtu</priced><pt>0.00100000</pt><pt_str>0.001</pt_str><pt_val>          10.000</pt_val><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><type>11</type><cvm>10000</cvm><cvm_val>      10,000.0</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>natural-gas-futures-ng</ccname_desc_fut><pivots><row><sym0>NG.NYM M12</sym0><sym>NGM12</sym><cc>NG</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>2.832</r2><r2_net>+0.095</r2_net><r1>2.784</r1><r1_net>+0.047</r1_net><p>2.700</p><p_net>-0.037</p_net><s1>2.652</s1><s1_net>-0.085</s1_net><s2>2.568</s2><s2_net>-0.169</s2_net><open>2.691</open><high>2.747</high><low>2.615</low><last>2.737</last><net>+0.030</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row><row><sym0>NG.NYM N12</sym0><sym>NGN12</sym><cc>NG</cc><symyr>2012</symyr><symmo>7</symmo><mo>N</mo><date>2012-05-23</date><r2>2.884</r2><r2_net>+0.088</r2_net><r1>2.840</r1><r1_net>+0.044</r1_net><p>2.762</p><p_net>-0.034</p_net><s1>2.718</s1><s1_net>-0.078</s1_net><s2>2.640</s2><s2_net>-0.156</s2_net><open>2.768</open><high>2.806</high><low>2.684</low><last>2.796</last><net>+0.020</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row></pivots><margins><row><margin_bdate>2012-01-23</margin_bdate><imargins>       2,835</imargins><mmargin>       2,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYM</coacro><exchacro>NYM</exchacro></row></margins></product><product id="RNG"><pfcc>NYM:NG</pfcc><cc>RNG</cc><pfcc>NYM:NG</pfcc><cc>RNG</cc><exch>NYMEX</exch><etype>D</etype><ccname>Natural Gas</ccname><class>E</class><to_char>      10,000</to_char><unit>MMBtu</unit><months>FGHJKMNQUVXZ</months><priced>$ per MMBtu</priced><pt>0.00100000</pt><pt_str>0.001</pt_str><pt_val>          10.000</pt_val><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><type>11</type><cvm>10000</cvm><cvm_val>      10,000.0</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>natural-gas-futures-rng</ccname_desc_fut><sessions><row><id>20</id><cc>RNG</cc><dtstart>13:00:00</dtstart><dtend>18:30:00</dtend><wday>124</wday><tz>America/New_York</tz><dtstart_str>2012-05-24T08:00:00</dtstart_str><dtend_str>2012-05-24T13:30:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>NG.NYM M12</sym0><sym>RNGM12</sym><cc>RNG</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>2.737</r2><r2_net>+0.000</r2_net><r1>2.737</r1><r1_net>+0.000</r1_net><p>2.737</p><p_net>+0.000</p_net><s1>2.737</s1><s1_net>+0.000</s1_net><s2>2.737</s2><s2_net>+0.000</s2_net><open>2.737</open><high>2.737</high><low>2.737</low><last>2.737</last><net>+0.030</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row><row><sym0>NG.NYM N12</sym0><sym>RNGN12</sym><cc>RNG</cc><symyr>2012</symyr><symmo>7</symmo><mo>N</mo><date>2012-05-23</date><r2>2.789</r2><r2_net>-0.007</r2_net><r1>2.792</r1><r1_net>-0.004</r1_net><p>2.789</p><p_net>-0.007</p_net><s1>2.792</s1><s1_net>-0.004</s1_net><s2>2.789</s2><s2_net>-0.007</s2_net><open>2.785</open><high>2.785</high><low>2.785</low><last>2.796</last><net>+0.020</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row></pivots><margins><row><margin_bdate>2012-01-23</margin_bdate><imargins>       2,835</imargins><mmargin>       2,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYM</coacro><exchacro>NYM</exchacro></row></margins></product><product id="YNG"><pfcc>NYM:NG</pfcc><cc>YNG</cc><pfcc>NYM:NG</pfcc><cc>YNG</cc><exch>NYMEX</exch><etype>E</etype><ccname>Natural Gas</ccname><class>E</class><to_char>      10,000</to_char><unit>MMBtu</unit><months>FGHJKMNQUVXZ</months><priced>$ per MMBtu</priced><pt>0.00100000</pt><pt_str>0.001</pt_str><pt_val>          10.000</pt_val><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><type>11</type><cvm>10000</cvm><cvm_val>      10,000.0</cvm_val><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>natural-gas-futures-yng</ccname_desc_fut><sessions><row><id>21</id><cc>YNG</cc><dtstart>22:00:00</dtstart><dtend>21:15:00</dtend><wday>62</wday><tz>America/New_York</tz><dtstart_str>2012-05-24T17:00:00</dtstart_str><dtend_str>2012-05-24T16:15:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>NG.NYM M12</sym0><sym>YNGM12</sym><cc>YNG</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>2.832</r2><r2_net>+0.095</r2_net><r1>2.784</r1><r1_net>+0.047</r1_net><p>2.700</p><p_net>-0.037</p_net><s1>2.652</s1><s1_net>-0.085</s1_net><s2>2.568</s2><s2_net>-0.169</s2_net><open>2.691</open><high>2.747</high><low>2.615</low><last>2.737</last><net>+0.030</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row><row><sym0>NG.NYM N12</sym0><sym>YNGN12</sym><cc>YNG</cc><symyr>2012</symyr><symmo>7</symmo><mo>N</mo><date>2012-05-23</date><r2>2.884</r2><r2_net>+0.088</r2_net><r1>2.840</r1><r1_net>+0.044</r1_net><p>2.762</p><p_net>-0.034</p_net><s1>2.718</s1><s1_net>-0.078</s1_net><s2>2.640</s2><s2_net>-0.156</s2_net><open>2.768</open><high>2.806</high><low>2.684</low><last>2.796</last><net>+0.020</net><coacro>NYM</coacro><exchacro>NYM</exchacro><pfcode>NG</pfcode><pfname>NATURAL GAS </pfname><settledecloc>3</settledecloc><settlealigncode> </settlealigncode><scale0>3</scale0><scale1>0</scale1><mult>0.00100000</mult><pt>0.00100000</pt></row></pivots><margins><row><margin_bdate>2012-01-23</margin_bdate><imargins>       2,835</imargins><mmargin>       2,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>NYM</coacro><exchacro>NYM</exchacro></row></margins></product></products>

