3 Month Overnight Index Swaps Settlement

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FUT | OPT

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FUT

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OPT

Distillers Dried Grain

FUT

FUT | OPT

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FUT

Wheat Calendar Spread Options

OPT

FUT | OPT

Mini-Sized Soybeans

FUT

Soybean Calendar Spread Options

OPT

FUT | OPT

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OPT

FUT | OPT

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OPT

FUT | OPT

FUT | OPT

FUT | OPT

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OPT

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OPT

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FUT

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FUT | OPT

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OPT

FUT | OPT

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OPT

FUT | OPT

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FUT | OPT

FUT | OPT

International Skimmed Milk Powder

FUT | OPT

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FUT | OPT

FUT | OPT

Cash-Settled Butter

FUT | OPT

Butter Spot Call

FUT | OPT

Cheese Spot Call Blocks

Cheese Spot Call Barrels

Nonfat Dry Milk Spot Call Grade Extra

Nonfat Dry Milk Spot Call Grade A

Forest (CME)

Random Length Lumber

FUT | OPT

FUT | OPT

Commodity Indexes (CME)

DJ-UBS Commodity Index

FUT

FUT | OPT

S&P-GSCI Excess Return Index

FUT

Softs (NYMEX)

FUT

FUT

FUT

FUT

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Energy

Energy Products Homepage

CME ClearPort Product Slate

Trade at Marker Prices

Crude Oil (NYMEX)

CL Light Sweet Crude Oil (WTI)

FUT | OPT

WS Crude Oil - Financial

FUT

NBZ Brent 25-Day (Platts)

FUT | OPT

WCE Western Canadian Select (WCS) Crude Oil

FUT

CVF Crude Oil Volatility Index (VIX)

FUT | OPT

QM E-mini Light Sweet Crude Oil (WTI) - Financial

FUT

BZ Brent Crude Oil Last-day - Financial

FUT | OPT

RE Russian Export Blend Crude Oil (REBCO)

FUT

R2 Russian Export Blend Crude Oil (REBCO) - Financial

FUT

MB Gulf Coast Sour Crude Oil

FUT

A0 Argus Sour Crude Index Financial

FUT

BB Brent Crude Oil Penultimate Financial

FUT | OPT

Ethanol (CBOT)

EH CBOT Ethanol

FUT | OPT

Ethanol (NYMEX)

QEN NYMEX Ethanol

FUT

Natural Gas (NYMEX)

NG Natural Gas (Henry Hub)

FUT | OPT

MNG Henry Hub Natural Gas Last Day Physically-Delivered

FUT

HH Henry Hub Natural Gas Last-Day - Financial

FUT

HP Henry Hub Natural Gas Penultimate - Financial

FUT

QG E-mini Natural Gas (Henry Hub) - Financial

FUT

NP Henry Hub Natural Gas Penultimate Swap - Financial

FUT

NN Henry Hub Natural Gas Swap - Financial

FUT

PPB Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas BALMO Futures

FUT

PPD Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Daily/Weekend Futures

FUT

Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Basis Futures

FUT

PPM Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Futures

FUT

Electricity (NYMEX)

L1 PJM Western Hub Peak Calendar Month Real Time LMP Swap Future

FUT

4SN PJM Western Hub 50 MW Peak Calendar Month Real Time LMP Swap Future

FUT

Z9 PJM AEP Dayton Hub 5MW Peak Calendar-Month Real-Time LMP Swap Futures

FUT

U6 ISO New England Internal Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures

FUT

T3 NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures

FUT

K3 NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures

FUT

H3 Midwest ISO Cinergy Hub 5 MW Peak Calendar-Month Real-Time Swap Futures

FUT

B3 PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures

FUT

Refined Products (NYMEX)

FUT | OPT

BH Heating Oil - Financial

FUT

ULS NY ULSD - Financial

FUT

QH E-mini Heating Oil - Financial

FUT

RB RBOB Gasoline

FUT | OPT

RT RBOB Gasoline - Financial

FUT

QU E-mini RBOB Gasoline - Financial

FUT

7F European Gasoil (ICE) - Financial

FUT

LR Gulf Coast Gasoline

FUT

LU Gulf Coast Harbor Ultra Low Sulfer Diesel (ULSD)

FUT

LH New York Harbor Ultra Low Sulfur Diesel (ULSD)

FUT

Coal (NYMEX)

QL Central Appalachian Coal (CAPP)

FUT

Other

FUT

|

Equity Index Homepage

US Index Futures and Options (CME)

E-mini S&P 500 (Dollar)

FUT | OPT

E-mini S&P 500 (Euro)

FUT

FUT | OPT

E-mini S&P MidCap 400

FUT | OPT

FUT | OPT

E-mini S&P SmallCap 600

FUT | OPT

S&P SmallCap 600

FUT

E-mini NASDAQ-100

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

E-mini NASDAQ Composite

FUT

E-mini NASDAQ Biotechnology

FUT

US Index Futures and Options (CBOT)

Dow Jones U.S. Real Estate Index

FUT

E-mini Dow ($5)

FUT | OPT

FUT | OPT

BIG Dow DJIA ($25)

FUT

End-of-Month (EOM) Options (CME)

E-mini S&P 500 EOM

OPT

OPT

Weekly Options (CME)

E-mini S&P 500 Weekly

OPT

OPT

E-mini NASDAQ-100 Weekly

OPT

NASDAQ-100 Weekly

OPT

International Index Futures and Options (CME)

E-mini S&P CNX Nifty

FUT

E-micro S&P CNX Nifty

FUT

Nikkei 225 (Dollar)

FUT | OPT

Nikkei 225 (Yen)

FUT

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Custom Index Futures

FUT

Select Sector Indexes (CME)

E-mini S&P Select Sector Index

FUT

|

FX

FX Products Homepage

CME ClearPort Product Slate

G10 Currency Pairs (CME)

FUT | OPT

FUT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT

Dow Jones CME FX$INDEX

FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT | OPT

FUT

FUT

G10 Currency Pairs (cont.)

FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

E-micros (CME)

E-micro AUD/USD

FUT

E-micro EUR/USD

FUT

E-micro GBP/USD

FUT

E-micro CAD/USD

FUT

E-micro USD/CAD

FUT

E-micro CHF/USD

FUT

E-micro USD/CHF

FUT

E-micro JPY/USD

FUT

E-micro USD/JPY

FUT

E-Micro USD/RMB

FUT

Emerging Market Currency Pairs (CME)

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT

FUT

FUT

FX VolContracts (CME)

EUR/USD 1-month Realized Volatility futures

FUT

EUR/USD 3-month Realized Volatility futures

FUT

|

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STIR (CME)

FUT | OPT

FUT

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OPT

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FUT | OPT

FUT | OPT

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FUT | OPT

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OPT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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(CBOT)

FUT | OPT

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FUT | OPT

10-Year U.S. Treasury Note

FUT | OPT

5-Year U.S. Treasury Note

FUT | OPT

3-Year U.S. Treasury Note

FUT

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FUT | OPT

OTR 2-Year U.S. Treasury Note

FUT

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FUT

OTR 10-Year U.S. Treasury Note

FUT

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(CME)

FUT

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Treasury and Swap Spreads

FUT

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5-Year Interest Rate Swap

FUT | OPT

7-Year Interest Rate Swap

FUT | OPT

10-Year Interest Rate Swap

FUT | OPT

30-Year Interest Rate Swap

FUT | OPT

Interest Rate Indexes (CME)

Barclays Capital U.S. Aggregate Bond Index Futures

FUT

Eurozone HICP Futures

FUT

Interest Rate Indexes (CBOT)

Dow Jones CBOT Treasury Index

|

Metals

Metals Products Homepage

CME ClearPort Product Slate

Precious (COMEX)

FUT | OPT

GVF Gold Volatility Index (VIX)

FUT | OPT

MGC E-micro Gold

FUT

FUT

FUT | OPT

XSN E-mini Silver

FUT

FUT

Precious (NYMEX)

FUT | OPT

FUT | OPT

Base (COMEX)

FUT | OPT

QC E-mini Copper

FUT

Ferrous (NYMEX)

HR US Steel Coil

FUT

Other

FUT

|

OTC

Cleared OTC Homepage

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Grain and Oilseed

Commodity Index

Refined Products

Emerging Market

Interest Rate Swaps

|

Real Estate Products Homepage

S&P/Case-Shiller Home Price Index (CME)

FUT

|

Weather

Weather Products Homepage

Temperature (CME)

U.S. Cooling Monthly

FUT | OPT

U.S. Cooling Seasonal

FUT | OPT

U.S. Heating Monthly

FUT | OPT

U.S. Heating Seasonal

FUT | OPT

U.S. Weekly Weather

FUT | OPT

Canada CAT Monthly

FUT | OPT

Canada CAT Seasonal

FUT | OPT

Canada Cooling Monthly

FUT | OPT

Canada Cooling Seasonal

FUT | OPT

Canada Heating Monthly

FUT | OPT

Canada Heating Seasonal

FUT | OPT

Europe CAT Monthly

FUT | OPT

Europe CAT Seasonal

FUT | OPT

Europe Heating Monthly

FUT | OPT

Europe Heating Seasonal

FUT | OPT

Asia-Pacific Monthly

FUT | OPT

Asia-Pacific Seasonal

FUT | OPT

Australia Cooling Monthly

FUT | OPT

Australia Cooling Seasonal

FUT | OPT

Australia Heating Monthly

FUT | OPT

Australia Heating Seasonal

FUT | OPT

Hurricanes (CME)

FUT | OPT

Hurricane Seasonal

FUT | OPT

Hurricane Seasonal Maximum

FUT | OPT

Frost (CME)

FUT | OPT

FUT | OPT

Snowfall (CME)

Snowfall Monthly

FUT | OPT

Snowfall Seasonal

FUT | OPT

Rainfall (CME)

Rainfall Monthly

FUT | OPT

Rainfall Seasonal

FUT | OPT

3 Month Overnight Index Swaps Settlement

CME 3-MONTH OIS FUTURES FOR DECEMBER 2011 - FINAL SETTLEMENT @ 99.924

CME 3-Month Overnight Index Swap futures for December 2011 were cash settled with reference to a final settlement price of 99.924, implying a contract rate of 0.076 percent during the contract Reference Quarter.

For more information about OIS futures, please contact:

Peter Barker	312 930 8554	peter.barker@cmegroup.com
James Boudreault	312 930 3247	james.boudreault@cmegroup.com
Daniel Grombacher	312 634 1583	daniel.grombacher@cmegroup.com
Frederick Sturm	312 930 1282	frederick.sturm@cmegroup.com

December 2011 3-Month Overnight Index Swaps (OIS) Settlement Calculation File

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