<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="NIY"><pfcc>CME:N1</pfcc><cc>NIY</cc><pfcc>CME:N1</pfcc><cc>NIY</cc><exch>CME</exch><etype>E</etype><ccname>Nikkei 225 Yen</ccname><class>I</class><to_char>         500</to_char><unit>IND</unit><months>HMUZ</months><priced>Index Points</priced><pt>5.00000000</pt><pt_str>5.00</pt_str><pt_val>       2,500.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>N1</pfcode><type>11</type><cvm>500</cvm><cvm_val>         500.000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>JPY</settlecurrencycode><ccname_desc_fut>nikkei-225-yen-futures-niy</ccname_desc_fut><pivots><row><sym0>N1.CME M12</sym0><sym>NIYM12</sym><cc>NIY</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>8880.00</r2><r2_net>+285.00</r2_net><r1>8735.00</r1><r1_net>+140.00</r1_net><p>8610.00</p><p_net>+15.00</p_net><s1>8465.00</s1><s1_net>-130.00</s1_net><s2>8340.00</s2><s2_net>-255.00</s2_net><open>8750.00</open><high>8750.00</high><low>8480.00</low><last>8595.00</last><net>-150.00</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>N1</pfcode><pfname>N1 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>5.00000000</pt></row><row><sym0>N1.CME U12</sym0><sym>NIYU12</sym><cc>NIY</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>8695.00</r2><r2_net>+105.00</r2_net><r1>8640.00</r1><r1_net>+50.00</r1_net><p>8560.00</p><p_net>-30.00</p_net><s1>8505.00</s1><s1_net>-85.00</s1_net><s2>8425.00</s2><s2_net>-165.00</s2_net><open>8610.00</open><high>8610.00</high><low>8475.00</low><last>8590.00</last><net>-150.00</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>N1</pfcode><pfname>N1 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>5.00000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>     375,000</imargins><mmargin>     300,000</mmargin><pbcc>Y</pbcc><crpdo>0.00000000</crpdo><currencycode>JPY</currencycode><currencysymbol>Y</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

