<?xml version="1.0"?>
<products bdate="Thursday, May 24th 2012" mdate="2012-05-23"><product mkt-desc="/mkt-desc/TY.xml" id="TY"><pfcc>CBT:21</pfcc><cc>TY</cc><pfcc>CBT:21</pfcc><cc>TY</cc><exch>CBOT</exch><etype>C</etype><ccname>10y Treasury Note</ccname><class>F</class><to_char>     100,000</to_char><unit>USD</unit><months>HMUZ</months><priced>pts 32nds of par</priced><pt>0.01562500</pt><pt_str>0'00.5</pt_str><pt_val>          15.625</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><type>11</type><cvm>1000</cvm><cvm_val>       1,000.00</cvm_val><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>10y-treasury-note-futures-ty</ccname_desc_fut><pivots><row><sym0>21.CBT M12</sym0><sym>TYM12</sym><cc>TY</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>134'06.0</r2><r2_net>+0'12.5</r2_net><r1>134'00.0</r1><r1_net>+0'06.5</r1_net><p>133'22.0</p><p_net>-0'03.5</p_net><s1>133'16.0</s1><s1_net>-0'09.5</s1_net><s2>133'06.0</s2><s2_net>-0'19.5</s2_net><open>133'15.0</open><high>133'28.5</high><low>133'12.5</low><last>133'25.5</last><net>+0'15.5</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row><row><sym0>21.CBT U12</sym0><sym>TYU12</sym><cc>TY</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>133'06.0</r2><r2_net>+0'12.5</r2_net><r1>132'31.5</r1><r1_net>+0'06.0</r1_net><p>132'22.0</p><p_net>-0'03.5</p_net><s1>132'15.5</s1><s1_net>-0'10.0</s1_net><s2>132'06.0</s2><s2_net>-0'19.5</s2_net><open>132'13.5</open><high>132'28.0</high><low>132'12.0</low><last>132'25.5</last><net>+0'17.0</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row></pivots><margins><row><margin_bdate>2012-02-09</margin_bdate><imargins>       1,485</imargins><mmargin>       1,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product><product id="RTY"><pfcc>CBT:21</pfcc><cc>RTY</cc><pfcc>CBT:21</pfcc><cc>RTY</cc><exch>CBOT</exch><etype>D</etype><ccname>10y Treasury Note</ccname><class>F</class><to_char>     100,000</to_char><unit>USD</unit><months>HMUZ</months><priced>pts 32nds of par</priced><pt>0.01562500</pt><pt_str>0'00.5</pt_str><pt_val>          15.625</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><type>11</type><cvm>1000</cvm><cvm_val>       1,000.00</cvm_val><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>10y-treasury-note-futures-rty</ccname_desc_fut><sessions><row><id>30</id><cc>RTY</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>21.CBT M12</sym0><sym>RTYM12</sym><cc>RTY</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>133'29.0</r2><r2_net>+0'03.4</r2_net><r1>133'27.0</r1><r1_net>+0'01.4</r1_net><p>133'24.5</p><p_net>-0'01.0</p_net><s1>133'22.5</s1><s1_net>-0'03.0</s1_net><s2>133'20.0</s2><s2_net>-0'05.5</s2_net><open>133'22.4</open><high>133'25.9</high><low>133'21.5</low><last>133'25.5</last><net>+0'15.5</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row><row><sym0>21.CBT U12</sym0><sym>RTYU12</sym><cc>RTY</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>132'25.5</r2><r2_net>-0'00.0</r2_net><r1>132'25.5</r1><r1_net>-0'00.0</r1_net><p>132'25.5</p><p_net>-0'00.0</p_net><s1>132'25.5</s1><s1_net>-0'00.0</s1_net><s2>132'25.5</s2><s2_net>-0'00.0</s2_net><open>132'25.5</open><high>132'25.5</high><low>132'25.5</low><last>132'25.5</last><net>+0'16.9</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row></pivots><margins><row><margin_bdate>2012-02-09</margin_bdate><imargins>       1,485</imargins><mmargin>       1,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product><product id="ZN"><pfcc>CBT:21</pfcc><cc>ZN</cc><pfcc>CBT:21</pfcc><cc>ZN</cc><exch>CBOT</exch><etype>E</etype><ccname>10y Treasury Note</ccname><class>F</class><to_char>     100,000</to_char><unit>USD</unit><months>HMUZ</months><priced>pts 32nds of par</priced><pt>0.01562500</pt><pt_str>0'00.5</pt_str><pt_val>          15.625</pt_val><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><type>11</type><cvm>1000</cvm><cvm_val>       1,000.00</cvm_val><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><settlecurrencycode>USD</settlecurrencycode><ccname_desc_fut>10y-treasury-note-futures-zn</ccname_desc_fut><sessions><row><id>29</id><cc>ZN</cc><dtstart>00:00:00</dtstart><dtend>21:00:00</dtend><wday>62</wday><tz>America/Chicago</tz><dtstart_str>2012-05-23T19:00:00</dtstart_str><dtend_str>2012-05-24T16:00:00</dtend_str><timezone_str>CDT</timezone_str></row></sessions><pivots><row><sym0>21.CBT M12</sym0><sym>ZNM12</sym><cc>ZN</cc><symyr>2012</symyr><symmo>6</symmo><mo>M</mo><date>2012-05-23</date><r2>134'06.0</r2><r2_net>+0'12.5</r2_net><r1>134'00.0</r1><r1_net>+0'06.5</r1_net><p>133'22.0</p><p_net>-0'03.5</p_net><s1>133'16.0</s1><s1_net>-0'09.5</s1_net><s2>133'06.0</s2><s2_net>-0'19.5</s2_net><open>133'15.0</open><high>133'28.5</high><low>133'12.5</low><last>133'25.5</last><net>+0'15.5</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row><row><sym0>21.CBT U12</sym0><sym>ZNU12</sym><cc>ZN</cc><symyr>2012</symyr><symmo>9</symmo><mo>U</mo><date>2012-05-23</date><r2>133'06.0</r2><r2_net>+0'12.5</r2_net><r1>132'31.5</r1><r1_net>+0'06.0</r1_net><p>132'22.0</p><p_net>-0'03.5</p_net><s1>132'15.5</s1><s1_net>-0'10.0</s1_net><s2>132'06.0</s2><s2_net>-0'19.5</s2_net><open>132'13.5</open><high>132'28.0</high><low>132'12.0</low><last>132'25.5</last><net>+0'17.0</net><coacro>CME</coacro><exchacro>CBT</exchacro><pfcode>21</pfcode><pfname>10Y TREASURY NOTE </pfname><settledecloc>3</settledecloc><settlealigncode>B</settlealigncode><scale0>-3</scale0><scale1>1</scale1><mult>0.01562500</mult><pt>0.01562500</pt></row></pivots><margins><row><margin_bdate>2012-02-09</margin_bdate><imargins>       1,485</imargins><mmargin>       1,100</mmargin><pbcc>$</pbcc><crpdo>0.00000000</crpdo><currencycode>USD</currencycode><currencysymbol>$</currencysymbol><coacro>CME</coacro><exchacro>CBT</exchacro></row></margins></product></products>

