<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product id="SP"><pfcc>CME:SP</pfcc><cc>SP</cc><pfcc>CME:SP</pfcc><cc>SP</cc><exch>CME</exch><etype>C</etype><ccname>S&amp;P 500</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>HMUZ</months><priced>Index Points</priced><pt>0.10000000</pt><pt_str>0.10</pt_str><pt_val>          25.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>s-p-500-futures-sp</ccname_desc_fut><pivots><row><sym0>SP.CME M12</sym0><sym>SPM12</sym><cc>SP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1334.20</r2><r2_net>+18.50</r2_net><r1>1324.90</r1><r1_net>+9.20</r1_net><p>1309.60</p><p_net>-6.10</p_net><s1>1300.30</s1><s1_net>-15.40</s1_net><s2>1285.00</s2><s2_net>-30.70</s2_net><open>1315.50</open><high>1318.80</high><low>1294.20</low><last>1315.70</last><net>+0.90</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row><row><sym0>SP.CME U12</sym0><sym>SPU12</sym><cc>SP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1325.60</r2><r2_net>+16.40</r2_net><r1>1317.40</r1><r1_net>+8.20</r1_net><p>1303.70</p><p_net>-5.50</p_net><s1>1295.50</s1><s1_net>-13.70</s1_net><s2>1281.80</s2><s2_net>-27.40</s2_net><open>1293.50</open><high>1311.90</high><low>1290.00</low><last>1309.20</last><net>+0.80</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>      21,875</imargins><mmargin>      17,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="RSP"><pfcc>CME:SP</pfcc><cc>RSP</cc><pfcc>CME:SP</pfcc><cc>RSP</cc><exch>CME</exch><etype>D</etype><ccname>S&amp;P 500</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>HMUZ</months><priced>Index Points</priced><pt>0.10000000</pt><pt_str>0.10</pt_str><pt_val>          25.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>s-p-500-futures-rsp</ccname_desc_fut><sessions><row><id>70</id><cc>RSP</cc><dtstart>13:30:00</dtstart><dtend>20:15:00</dtend><wday>124</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T08:30:00</dtstart_str><dtend_str>2012-05-24T15:15:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>SP.CME M12</sym0><sym>RSPM12</sym><cc>RSP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1334.20</r2><r2_net>+18.50</r2_net><r1>1324.90</r1><r1_net>+9.20</r1_net><p>1309.60</p><p_net>-6.10</p_net><s1>1300.30</s1><s1_net>-15.40</s1_net><s2>1285.00</s2><s2_net>-30.70</s2_net><open>1306.70</open><high>1318.80</high><low>1294.20</low><last>1315.70</last><net>+0.90</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row><row><sym0>SP.CME U12</sym0><sym>RSPU12</sym><cc>RSP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1325.60</r2><r2_net>+16.40</r2_net><r1>1317.40</r1><r1_net>+8.20</r1_net><p>1303.70</p><p_net>-5.50</p_net><s1>1295.50</s1><s1_net>-13.70</s1_net><s2>1281.80</s2><s2_net>-27.40</s2_net><open>1293.50</open><high>1311.90</high><low>1290.00</low><last>1309.20</last><net>+0.80</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>      21,875</imargins><mmargin>      17,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product><product id="GSP"><pfcc>CME:SP</pfcc><cc>GSP</cc><pfcc>CME:SP</pfcc><cc>GSP</cc><exch>CME</exch><etype>E</etype><ccname>S&amp;P 500</ccname><class>I</class><to_char>         250</to_char><unit>IND</unit><months>HMUZ</months><priced>Index Points</priced><pt>0.10000000</pt><pt_str>0.10</pt_str><pt_val>          25.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><type>11</type><cvm>250</cvm><cvm_val>         250.000</cvm_val><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>s-p-500-futures-gsp</ccname_desc_fut><sessions><row><id>71</id><cc>GSP</cc><dtstart>20:30:00</dtstart><dtend>13:15:00</dtend><wday>60</wday><tz>America/Chicago</tz><dtstart_str>2012-05-24T15:30:00</dtstart_str><dtend_str>2012-05-24T08:15:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>SP.CME M12</sym0><sym>GSPM12</sym><cc>GSP</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>1324.40</r2><r2_net>+8.70</r2_net><r1>1320.10</r1><r1_net>+4.40</r1_net><p>1311.20</p><p_net>-4.50</p_net><s1>1306.90</s1><s1_net>-8.80</s1_net><s2>1298.00</s2><s2_net>-17.70</s2_net><open>1315.50</open><high>1315.60</high><low>1302.40</low><last>1315.70</last><net>+0.90</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row><row><sym0>SP.CME U12</sym0><sym>GSPU12</sym><cc>GSP</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>1309.20</r2><r2_net>+0.00</r2_net><r1>1309.20</r1><r1_net>+0.00</r1_net><p>1309.20</p><p_net>+0.00</p_net><s1>1309.20</s1><s1_net>+0.00</s1_net><s2>1309.20</s2><s2_net>+0.00</s2_net><open>1309.20</open><high>1309.20</high><low>1309.20</low><last>1309.20</last><net>+0.80</net><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>SP</pfcode><pfname>S&amp;P 500 </pfname><settledecloc>2</settledecloc><settlealigncode> </settlealigncode><scale0>2</scale0><scale1>0</scale1><mult>0.01000000</mult><pt>0.10000000</pt></row></pivots><margins><row><margin_bdate>2012-03-26</margin_bdate><imargins>      21,875</imargins><mmargin>      17,500</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CME</exchacro></row></margins></product></products>

