<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="NI"><pfcc>CBT:66</pfcc><cc>NI</cc><pfcc>CBT:66</pfcc><cc>NI</cc><exch>CBOT</exch><etype>D</etype><ccname>10-Yr Interest Rate Swap</ccname><class>F</class><to_char>     100,000</to_char><unit>USD</unit><months>HMUZ</months><priced>pts 32nd of par</priced><pt>0.01562500</pt><pt_str>0'00.5</pt_str><pt_val>          15.625</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>66</pfcode><type>11</type><cvm>1000</cvm><cvm_val>       1,000.00</cvm_val><settledecloc>3</settledecloc><settlealigncode>C</settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>10-yr-interest-rate-swap-futures-ni</ccname_desc_fut><margins><row><margin_bdate>2012-02-09</margin_bdate><imargins>       1,823</imargins><mmargin>       1,350</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product></products>

