<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="SF"><pfcc>CME:E1</pfcc><cc>SF</cc><pfcc>CME:E1</pfcc><cc>SF</cc><exch>CME</exch><etype>C</etype><ccname>Swiss Franc</ccname><class>C</class><to_char>     125,000</to_char><unit>CHF</unit><months>HMUZ</months><priced>$ per CHF</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>swiss-franc-futures-sf</ccname_desc_fut><pivots><row><sym0>E1.CME M12</sym0><sym>SFM12</sym><cc>SF</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.06130</r2><r2_net>+0.01410</r2_net><r1>1.05420</r1><r1_net>+0.00700</r1_net><p>1.04970</p><p_net>+0.00250</p_net><s1>1.04260</s1><s1_net>-0.00460</s1_net><s2>1.03810</s2><s2_net>-0.00910</s2_net><open>1.05590</open><high>1.05670</high><low>1.04510</low><last>1.04720</last><net>-0.01210</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>E1.CME U12</sym0><sym>SFU12</sym><cc>SF</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.06030</r2><r2_net>+0.01100</r2_net><r1>1.05480</r1><r1_net>+0.00550</r1_net><p>1.05100</p><p_net>+0.00170</p_net><s1>1.04550</s1><s1_net>-0.00380</s1_net><s2>1.04170</s2><s2_net>-0.00760</s2_net><open>1.05620</open><high>1.05650</high><low>1.04720</low><last>1.04930</last><net>-0.01180</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       6,210</imargins><mmargin>       4,600</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RSF"><pfcc>CME:E1</pfcc><cc>RSF</cc><pfcc>CME:E1</pfcc><cc>RSF</cc><exch>CME</exch><etype>D</etype><ccname>Swiss Franc</ccname><class>C</class><to_char>     125,000</to_char><unit>CHF</unit><months>HMUZ</months><priced>$ per CHF</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>swiss-franc-futures-rsf</ccname_desc_fut><sessions><row><id>8</id><cc>RSF</cc><dtstart>12:20:00</dtstart><dtend>19:00:00</dtend><wday>124</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T07:20:00</dtstart_str><dtend_str>2012-05-24T14:00:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>E1.CME M12</sym0><sym>RSFM12</sym><cc>RSF</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.04720</r2><r2_net>+0.00000</r2_net><r1>1.04720</r1><r1_net>+0.00000</r1_net><p>1.04720</p><p_net>+0.00000</p_net><s1>1.04720</s1><s1_net>+0.00000</s1_net><s2>1.04720</s2><s2_net>+0.00000</s2_net><open>1.04720</open><high>1.04720</high><low>1.04720</low><last>1.04720</last><net>-0.01210</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>E1.CME U12</sym0><sym>RSFU12</sym><cc>RSF</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.04930</r2><r2_net>+0.00000</r2_net><r1>1.04930</r1><r1_net>+0.00000</r1_net><p>1.04930</p><p_net>+0.00000</p_net><s1>1.04930</s1><s1_net>+0.00000</s1_net><s2>1.04930</s2><s2_net>+0.00000</s2_net><open>1.04930</open><high>1.04930</high><low>1.04930</low><last>1.04930</last><net>-0.01180</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       6,210</imargins><mmargin>       4,600</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="6S"><pfcc>CME:E1</pfcc><cc>6S</cc><pfcc>CME:E1</pfcc><cc>6S</cc><exch>CME</exch><etype>E</etype><ccname>Swiss Franc</ccname><class>C</class><to_char>     125,000</to_char><unit>CHF</unit><months>HMUZ</months><priced>$ per CHF</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>swiss-franc-futures-6s</ccname_desc_fut><sessions><row><id>9</id><cc>6S</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>E1.CME M12</sym0><sym>6SM12</sym><cc>6S</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1.06130</r2><r2_net>+0.01410</r2_net><r1>1.05420</r1><r1_net>+0.00700</r1_net><p>1.04970</p><p_net>+0.00250</p_net><s1>1.04260</s1><s1_net>-0.00460</s1_net><s2>1.03810</s2><s2_net>-0.00910</s2_net><open>1.05590</open><high>1.05670</high><low>1.04510</low><last>1.04720</last><net>-0.01210</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row><row><sym0>E1.CME U12</sym0><sym>6SU12</sym><cc>6S</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1.06030</r2><r2_net>+0.01100</r2_net><r1>1.05480</r1><r1_net>+0.00550</r1_net><p>1.05100</p><p_net>+0.00170</p_net><s1>1.04550</s1><s1_net>-0.00380</s1_net><s2>1.04170</s2><s2_net>-0.00760</s2_net><open>1.05620</open><high>1.05650</high><low>1.04720</low><last>1.04930</last><net>-0.01180</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>E1</pfcode><pfname>SWISS FRANC </pfname><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><scale0>5</scale0><scale1>0</scale1><mult>0.00001000</mult><pt>0.00010000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>       6,210</imargins><mmargin>       4,600</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

