<?xml version="1.0"?>
<products_group bdate="Thursday, May 24th 2012" mdate="2012-05-23"><products><product id="DX"><pfcc>NYB:DX</pfcc><cc>DX</cc><pfcc>NYB:DX</pfcc><cc>DX</cc><exch>ICE</exch><etype>C</etype><ccname>US Dollar Index</ccname><class>C</class><to_char>       1,000</to_char><unit>IND</unit><months>HMUZ</months><priced>$1,000 x index</priced><pt>0.00500000</pt><pt_str>0.005</pt_str><pt_val>           5.000</pt_val><coacro>NYB</coacro><exchacro>NYB</exchacro><pfcode>DX</pfcode><type>11</type><cvm>1000</cvm><cvm_val>       1,000.00</cvm_val><settledecloc>3</settledecloc><settlealigncode/><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>1</so><ccname_desc_fut>us-dollar-index-futures-dx</ccname_desc_fut></product><product id="EC"><pfcc>CME:EC</pfcc><cc>EC</cc><pfcc>CME:EC</pfcc><cc>EC</cc><exch>CME</exch><etype>C</etype><ccname>Euro</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>$ per EUR</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>EC</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>2</so><ccname_desc_fut>euro-futures-ec</ccname_desc_fut></product><product id="BP"><pfcc>CME:BP</pfcc><cc>BP</cc><pfcc>CME:BP</pfcc><cc>BP</cc><exch>CME</exch><etype>C</etype><ccname>British Pound</ccname><class>C</class><to_char>      62,500</to_char><unit>GBP</unit><months>HMUZ</months><priced>$ per GBP</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>           6.250</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>BP</pfcode><type>11</type><cvm>62500</cvm><cvm_val>      62,500.0</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>3</so><ccname_desc_fut>british-pound-futures-bp</ccname_desc_fut></product><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><scode>C</scode><so>4</so><ccname_desc_fut>swiss-franc-futures-sf</ccname_desc_fut></product><product id="JY"><pfcc>CME:J1</pfcc><cc>JY</cc><pfcc>CME:J1</pfcc><cc>JY</cc><exch>CME</exch><etype>C</etype><ccname>Japanese Yen</ccname><class>C</class><to_char>  12,500,000</to_char><unit>JPY</unit><months>HMUZ</months><priced>$ per 100JPY</priced><pt>0.00000100</pt><pt_str>0.0000010</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>J1</pfcode><type>11</type><cvm>1.25e+07</cvm><cvm_val>  12,500,000</cvm_val><settledecloc>7</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>5</so><ccname_desc_fut>japanese-yen-futures-jy</ccname_desc_fut></product><product id="AD"><pfcc>CME:AD</pfcc><cc>AD</cc><pfcc>CME:AD</pfcc><cc>AD</cc><exch>CME</exch><etype>C</etype><ccname>Australian Dollar</ccname><class>C</class><to_char>     100,000</to_char><unit>AUD</unit><months>HMUZ</months><priced>$ per AUD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>AD</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>6</so><ccname_desc_fut>australian-dollar-futures-ad</ccname_desc_fut></product><product id="CD"><pfcc>CME:C1</pfcc><cc>CD</cc><pfcc>CME:C1</pfcc><cc>CD</cc><exch>CME</exch><etype>C</etype><ccname>Canadian Dollar</ccname><class>C</class><to_char>     100,000</to_char><unit>CAD</unit><months>HMUZ</months><priced>$ per CAD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>C1</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>7</so><ccname_desc_fut>canadian-dollar-futures-cd</ccname_desc_fut></product><product id="MP"><pfcc>CME:MP</pfcc><cc>MP</cc><pfcc>CME:MP</pfcc><cc>MP</cc><exch>CME</exch><etype>C</etype><ccname>Mexican Peso</ccname><class>C</class><to_char>     500,000</to_char><unit>MXN</unit><months>HMUZ</months><priced>$ per MXN</priced><pt>0.00002500</pt><pt_str>0.000025</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>MP</pfcode><type>11</type><cvm>500000</cvm><cvm_val>     500,000</cvm_val><settledecloc>6</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>8</so><ccname_desc_fut>mexican-peso-futures-mp</ccname_desc_fut></product><product id="NE"><pfcc>CME:NE</pfcc><cc>NE</cc><pfcc>CME:NE</pfcc><cc>NE</cc><exch>CME</exch><etype>C</etype><ccname>New Zealand</ccname><class>C</class><to_char>     100,000</to_char><unit>NZD</unit><months>HMUZ</months><priced>$ per NZD</priced><pt>0.00010000</pt><pt_str>0.00010</pt_str><pt_val>          10.000</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>NE</pfcode><type>11</type><cvm>100000</cvm><cvm_val>     100,000</cvm_val><settledecloc>5</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>USD</settlecurrencycode><scode>C</scode><so>9</so><ccname_desc_fut>new-zealand-futures-ne</ccname_desc_fut></product><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><scode>C</scode><so>18</so><ccname_desc_fut>euro-fx-jy-futures-ry</ccname_desc_fut></product><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><scode>C</scode><so>19</so><ccname_desc_fut>euro-fx-bp-futures-rp</ccname_desc_fut></product><product id="RF"><pfcc>CME:RF</pfcc><cc>RF</cc><pfcc>CME:RF</pfcc><cc>RF</cc><exch>CME</exch><etype>E</etype><ccname>Euro FX/SF</ccname><class>C</class><to_char>     125,000</to_char><unit>EUR</unit><months>HMUZ</months><priced>CHF per EUR</priced><pt>0.00010000</pt><pt_str>0.0001</pt_str><pt_val>          12.500</pt_val><coacro>CME</coacro><exchacro>CME</exchacro><pfcode>RF</pfcode><type>11</type><cvm>125000</cvm><cvm_val>     125,000</cvm_val><settledecloc>4</settledecloc><settlealigncode> </settlealigncode><settlecurrencycode>CHF</settlecurrencycode><scode>C</scode><so>20</so><ccname_desc_fut>euro-fx-sf-futures-rf</ccname_desc_fut></product></products></products_group>

