<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="RP"><pfcc>CME:RP</pfcc><cc>RP</cc><pfcc>CME:RP</pfcc><cc>RP</cc><exch>CME</exch><etype>E</etype><ccname>Euro FX/BP</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>GBP per EUR</priced><pt>0.00005000</pt><pt_str>0.00005</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RP</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>GBP</settlecurrencycode><ccname_desc_fut>euro-fx-bp-futures-rp</ccname_desc_fut><sessions><row><id>226</id><cc>RP</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>RP.CME M12</sym0><sym>RPM12</sym><cc>RP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>0.80900</r2><r2_net>+0.00745</r2_net><r1>0.80525</r1><r1_net>+0.00370</r1_net><p>0.80265</p><p_net>+0.00110</p_net><s1>0.79890</s1><s1_net>-0.00265</s1_net><s2>0.79630</s2><s2_net>-0.00525</s2_net><open>0.80460</open><high>0.80635</high><low>0.80000</low><last>0.80155</last><net>-0.00490</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RP</pfcode><pfname>EURO FX/BP </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00005000</pt></row><row><sym0>RP.CME U12</sym0><sym>RPU12</sym><cc>RP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>0.80260</r2><r2_net>+0.00000</r2_net><r1>0.80260</r1><r1_net>+0.00000</r1_net><p>0.80260</p><p_net>+0.00000</p_net><s1>0.80260</s1><s1_net>+0.00000</s1_net><s2>0.80260</s2><s2_net>+0.00000</s2_net><open>0.80260</open><high>0.80260</high><low>0.80260</low><last>0.80260</last><net>-0.00495</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RP</pfcode><pfname>EURO FX/BP </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00005000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>       2,025</imargins><mmargin>       1,500</mmargin><pbcc>L</pbcc><crpdo>0.00000000</crpdo><currencycode>GBP</currencycode><currencysymbol>L</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

