<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="RF"><pfcc>CME:RF</pfcc><cc>RF</cc><pfcc>CME:RF</pfcc><cc>RF</cc><exch>CME</exch><etype>E</etype><ccname>Euro FX/SF</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>CHF per EUR</priced><pt>0.00010000</pt><pt_str>0.0001</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RF</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>CHF</settlecurrencycode><ccname_desc_fut>euro-fx-sf-futures-rf</ccname_desc_fut><sessions><row><id>225</id><cc>RF</cc><dtstart>22:00:00</dtstart><dtend>21:00:00</dtend><wday>62</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T17:00:00</dtstart_str><dtend_str>2012-05-24T16:00:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>RF.CME M12</sym0><sym>RFM12</sym><cc>RF</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.2011</r2><r2_net>+0.0004</r2_net><r1>1.2009</r1><r1_net>+0.0002</r1_net><p>1.2007</p><p_net>+0.0000</p_net><s1>1.2005</s1><s1_net>-0.0002</s1_net><s2>1.2003</s2><s2_net>-0.0004</s2_net><open>1.2009</open><high>1.2009</high><low>1.2005</low><last>1.2007</last><net>-0.0001</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RF</pfcode><pfname>EURO FX/SF </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00010000</pt></row><row><sym0>RF.CME U12</sym0><sym>RFU12</sym><cc>RF</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.1994</r2><r2_net>+0.0000</r2_net><r1>1.1994</r1><r1_net>+0.0000</r1_net><p>1.1994</p><p_net>+0.0000</p_net><s1>1.1994</s1><s1_net>+0.0000</s1_net><s2>1.1994</s2><s2_net>+0.0000</s2_net><open>1.1994</open><high>1.1994</high><low>1.1994</low><last>1.1994</last><net>-0.0004</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RF</pfcode><pfname>EURO FX/SF </pfname><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><scale0>4</scale0><scale1>0</scale1><mult>0.00010000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>       5,400</imargins><mmargin>       4,000</mmargin><pbcc>S</pbcc><crpdo>0.00000000</crpdo><currencycode>CHF</currencycode><currencysymbol>S</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

