<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="RY"><pfcc>CME:RY</pfcc><cc>RY</cc><pfcc>CME:RY</pfcc><cc>RY</cc><exch>CME</exch><etype>E</etype><ccname>Euro FX/JY</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>JPY per EUR</priced><pt>0.01000000</pt><pt_str>0.01</pt_str><pt_val>       1,250.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RY</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>JPY</settlecurrencycode><ccname_desc_fut>euro-fx-jy-futures-ry</ccname_desc_fut><sessions><row><id>220</id><cc>RY</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>RY.CME M12</sym0><sym>RYM12</sym><cc>RY</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>102.13</r2><r2_net>+2.25</r2_net><r1>101.01</r1><r1_net>+1.13</r1_net><p>100.26</p><p_net>+0.38</p_net><s1>99.14</s1><s1_net>-0.74</s1_net><s2>98.39</s2><s2_net>-1.49</s2_net><open>101.33</open><high>101.39</high><low>99.52</low><last>99.88</last><net>-2.02</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RY</pfcode><pfname>EURO FX/JY </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row><row><sym0>RY.CME U12</sym0><sym>RYU12</sym><cc>RY</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>99.86</r2><r2_net>+0.00</r2_net><r1>99.86</r1><r1_net>+0.00</r1_net><p>99.86</p><p_net>+0.00</p_net><s1>99.86</s1><s1_net>+0.00</s1_net><s2>99.86</s2><s2_net>+0.00</s2_net><open>99.86</open><high>99.86</high><low>99.86</low><last>99.86</last><net>-2.02</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RY</pfcode><pfname>EURO FX/JY </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.01000000</pt></row></pivots><margins><row><margin_bdate>2011-11-25</margin_bdate><imargins>     607,500</imargins><mmargin>     450,000</mmargin><pbcc>Y</pbcc><crpdo>0.00000000</crpdo><currencycode>JPY</currencycode><currencysymbol>Y</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

