Commodity Options Summary 15:57 Page 1 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 250 0 250 | 1,650 123,432 -189 Robusta Coffee 10 Tonne 293 0 293 | 821 22,663 -262 White Sugar 0 0 0 | 0 19,708 0 Wheat 0 0 0 | 0 153 0 Comments *CONNECT means LIFFE CONNECT LIFFE CONNECT is a trade mark of LIFFE and is registered in Australia, Hong Kong, Singapore, the United States and the United Kingdom, is a registered Community Trade Mark, and is the subject of a pending application for registration in Japan. Commodity Options 15:57 Page 2 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 2242 Indicative a-t-m Vol 0.00 Time to expiry: 64 Day| | 1650 595 +11 36.56 201 S 174 0 | 0 250 0 0 1750 499 +10 36.52 502 350 0 | 0 3,350 0 0 1800 453 +10 36.52 201 S 201 S 0 | 0 250 0 0 1850 408 +9 36.56 180 180 0 | 0 150 0 0 1900 365 +9 36.62 179 179 0 | 0 250 0 0 2000 287 +8 37.07 329 S 110 S 0 | 0 575 0 0 2050 252 +7 37.32 175 175 0 | 0 275 0 0 2100 220 +7 37.62 175 90 S 0 | 0 865 0 0 2125 205 +6 37.88 199 199 0 | 0 10 0 0 2150 191 +5 38.10 175 175 0 | 0 200 0 0 2200 165 +5 38.28 168 122 S 0 | 0 1,700 0 0 2225 153 +5 38.45 0 | 0 0 0 0 2250 142 +5 38.66 140 137 0 | 0 100 0 0 2300 122 +4 39.04 165 S 83 0 | 0 800 0 0 2350 105 +4 39.51 124 S 75 0 | 0 250 0 0 2400 89 +3 39.84 162 59 0 | 0 1,375 0 0 2500 63 +2 40.29 138 75 0 | 0 510 0 0 2550 53 +2 40.49 61 S 61 S 0 | 0 50 0 0 2600 44 +1 40.69 79 45 S 0 | 0 383 0 0 2650 37 +1 40.96 50 37 S 0 | 0 60 0 0 Total 0 | 0 11,403 0 0 | May 10 Underlying Price 2261 Indicative a-t-m Vol 0.00 Time to expiry: 127 Day| | 1600 673 +12 38.56 555 555 0 | 0 100 0 0 1650 628 +12 38.55 205 194 0 | 0 1,000 0 0 2000 352 +9 38.68 412 150 0 | 100 8,531 +100 0 2100 291 +7 39.08 270 266 0 | 0 850 0 0 2150 264 +8 39.14 232 219 S 0 | 0 75 0 0 2200 239 +7 39.32 253 S 253 S 0 | 0 750 0 0 2250 216 +6 39.59 175 175 0 | 0 100 0 0 2300 195 +5 39.89 198 180 S 0 | 0 200 0 0 2400 159 +5 40.34 206 S 151 S 0 | 0 1,100 0 0 2500 128 +4 40.74 166 60 0 | 0 2,969 0 0 2600 104 +4 41.14 134 S 117 0 | 0 1,250 0 0 2900 55 +2 42.58 91 S 89 S 0 | 0 350 0 0 3000 45 +1 43.29 83 34 0 | 100 3,450 0 0 Total 0 | 200 20,725 +100 0 Commodity Options 15:57 Page 3 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Jul 10 Underlying Price 2235 Indicative a-t-m Vol 0.00 Time to expiry: 188 Day| | 1800 507 +5 39.25 0 | 0 100 0 0 2100 315 +4 38.96 265 260 0 | 0 600 0 0 2225 260 +3 39.93 0 | 0 0 0 0 2250 249 +3 39.99 0 | 100 100 +100 0 2300 229 +3 40.17 221 S 221 S 0 | 0 275 0 0 2350 211 +3 40.32 207 207 0 | 0 50 0 0 2400 194 +3 40.44 193 193 0 | 0 50 0 0 2500 165 +2 41.11 174 78 0 | 0 3,880 0 0 2775 101 +1 41.49 0 | 100 100 +100 0 2800 90 +2 40.17 90 S 90 S 0 | 0 100 0 0 3000 72 +1 42.79 63 60 0 | 0 2,075 0 0 Total 0 | 200 7,330 +200 0 | Sep 10 Underlying Price 2207 Indicative a-t-m Vol 0.00 Time to expiry: 250 Day| | 2000 382 +5 38.42 220 220 0 | 0 1,175 0 0 2100 332 +4 38.83 347 S 280 S 0 | 0 1,800 0 0 2200 287 +4 39.12 293 S 293 S 0 | 0 200 0 0 2400 214 +3 39.72 226 S 219 0 | 0 350 0 0 2500 185 +3 39.97 188 S 188 S 0 | 0 550 0 0 2700 136 +2 40.39 149 149 0 | 0 80 0 0 3000 88 +1 41.24 135 51 0 | 0 6,507 0 0 Total 0 | 0 10,662 0 0 | Dec 10 Underlying Price 2182 Indicative a-t-m Vol 0.00 Time to expiry: 341 Day| | 1600 651 +9 36.73 588 520 0 | 0 1,850 0 0 1750 535 545 +8 36.84 535 535 563 525 250 | 0 1,170 0 0 2175 315 +5 37.28 0 | 0 0 0 0 Total 250 | 0 3,020 0 0 | Mar 11 Underlying Price 2139 Indicative a-t-m Vol 0.00 Time to expiry: 431 Day| | 1600 642 +8 37.31 567 567 0 | 0 100 0 0 2000 409 +6 37.59 450 S 290 0 | 0 5,540 0 0 2125 359 +6 38.35 0 | 0 0 0 0 2500 243 +4 39.94 0 | 0 500 0 0 3000 144 +2 41.06 203 S 111 S 0 | 0 5,041 0 0 Total 0 | 0 11,181 0 0 Commodity Options 15:57 Page 4 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | May 11 Underlying Price 2128 Indicative a-t-m Vol 0.00 Time to expiry: 491 Day| | 2125 377 +4 38.39 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 553 Day| | 2125 399 +4 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 615 Day| | 2125 420 +3 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 706 Day| | 2125 449 +3 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 250 | 400 64,321 +300 0 Commodity Options 15:57 Page 5 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 2242 Indicative a-t-m Vol 0.00 Time to expiry: 64 Day| | 1350 CAB 0 36.57 100 S 2 0 | 0 975 0 0 1500 CAB 0 36.59 160 S 6 0 | 0 606 0 0 1550 1 0 36.59 164 3 0 | 0 1,800 0 0 1575 1 0 36.59 155 155 0 | 0 16 0 0 1600 1 -1 36.59 215 S 10 0 | 0 784 -250 0 1650 3 0 36.56 172 95 0 | 0 250 0 0 1700 4 -1 36.53 0 | 0 250 0 0 1750 7 -1 36.52 43 15 0 | 0 1,850 0 0 1775 9 -1 36.49 327 S 170 S 0 | 0 200 0 0 1800 11 -1 36.52 101 24 0 | 0 1,400 -14 0 1850 16 -2 36.56 75 23 0 | 0 500 0 0 1900 23 -2 36.62 92 23 0 | 0 1,450 0 0 1950 33 -2 36.77 202 108 0 | 0 100 0 0 1975 38 -3 36.94 0 | 0 100 0 0 2000 45 -3 37.07 285 49 0 | 0 1,500 0 0 2050 60 -4 37.32 182 63 S 0 | 0 318 0 0 2075 68 -4 37.44 0 | 0 55 0 0 2100 78 -4 37.62 195 S 83 0 | 0 2,050 0 0 2150 99 -6 38.10 142 S 114 0 | 0 150 0 0 2200 123 -6 38.28 245 245 0 | 0 575 0 0 2225 136 -6 38.45 0 | 0 0 0 0 2250 150 -6 38.66 166 S 164 S 0 | 0 90 0 0 2300 180 -7 39.04 285 180 S 0 | 0 100 0 0 2325 196 -7 39.28 0 | 0 20 0 0 Total 0 | 0 15,139 -264 0 Commodity Options 15:57 Page 6 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | May 10 Underlying Price 2261 Indicative a-t-m Vol 0.00 Time to expiry: 127 Day| | 1400 3 0 38.56 0 | 0 200 0 0 1450 4 0 38.56 150 16 0 | 0 2,781 0 0 1500 6 -1 38.56 151 151 0 | 0 550 0 0 1550 9 0 38.56 172 162 0 | 0 690 0 0 1600 12 -1 38.56 222 75 0 | 0 800 0 0 1650 17 -1 38.55 252 28 0 | 0 1,925 0 0 1750 30 -2 38.56 147 40 0 | 575 1,545 -325 0 1775 34 -2 38.54 0 | 0 600 0 0 1800 38 -2 38.54 101 51 0 | 0 700 0 0 1900 61 -3 38.54 100 S 60 0 | 0 375 0 0 1950 75 -3 38.67 199 S 199 S 0 | 0 230 0 0 2000 91 -4 38.68 223 89 0 | 575 1,404 0 0 2100 130 -6 39.08 160 136 0 | 0 700 0 0 2200 178 -6 39.32 181 181 0 | 0 850 0 0 2250 205 -7 39.59 0 | 0 0 0 0 2300 234 -8 39.89 342 223 0 | 0 75 0 0 Total 0 | 1,150 13,425 -325 0 | Jul 10 Underlying Price 2235 Indicative a-t-m Vol 0.00 Time to expiry: 188 Day| | 1225 3 0 38.78 71 9 0 | 0 4,069 0 0 1400 10 0 38.86 127 16 0 | 0 569 0 0 1450 13 -1 38.86 164 34 0 | 0 3,345 0 0 1500 17 -1 38.69 193 23 0 | 0 250 0 0 1600 29 -1 38.42 234 34 0 | 0 750 0 0 1650 37 -1 38.46 265 45 0 | 0 2,120 0 0 1700 47 -1 38.85 100 92 0 | 0 1,400 0 0 1750 58 -1 38.90 116 69 0 | 0 1,950 0 0 1775 64 -2 39.02 139 S 139 S 0 | 0 25 0 0 1800 72 -2 39.25 142 83 0 | 0 600 0 0 1875 94 -2 39.39 0 | 0 30 0 0 1900 102 -3 39.39 129 101 S 0 | 0 2,750 0 0 1925 110 -3 39.29 0 | 100 100 +100 0 1975 129 -2 39.31 0 | 0 45 0 0 2000 139 -2 39.34 161 161 0 | 0 250 0 0 2025 149 -3 39.29 252 171 0 | 0 250 0 0 2100 180 -3 38.96 0 | 0 500 0 0 2200 235 -4 39.72 0 | 0 750 0 0 2225 250 -4 39.93 0 | 0 0 0 0 2325 310 -4 40.26 0 | 0 18 0 0 Total 0 | 100 19,771 +100 0 Commodity Options 15:57 Page 7 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Sep 10 Underlying Price 2207 Indicative a-t-m Vol 0.00 Time to expiry: 250 Day| | 1500 29 -1 37.61 222 72 0 | 0 200 0 0 1550 37 -1 37.61 85 85 0 | 0 50 0 0 1650 56 -1 37.62 0 | 0 350 0 0 1700 68 -1 37.61 120 81 0 | 0 1,900 0 0 1725 74 -2 37.61 84 S 84 S 0 | 0 200 0 0 1750 81 -2 37.61 108 80 0 | 0 1,080 0 0 1775 88 -2 37.61 113 113 0 | 0 700 0 0 1800 95 -2 37.55 168 119 0 | 0 650 0 0 1850 111 -3 37.54 133 S 133 S 0 | 0 500 0 0 1900 130 -3 37.78 209 S 153 0 | 0 1,025 0 0 1925 141 -3 37.92 0 | 0 55 0 0 1975 163 -3 38.18 0 | 0 15 0 0 2000 175 -3 38.42 199 S 199 S 0 | 0 800 0 0 2100 225 -4 38.83 310 S 220 0 | 0 511 0 0 2200 280 -4 39.12 0 | 0 0 0 0 2325 358 -4 39.51 0 | 0 15 0 0 Total 0 | 0 8,051 0 0 | Dec 10 Underlying Price 2182 Indicative a-t-m Vol 0.00 Time to expiry: 341 Day| | 1700 97 -2 36.76 164 164 0 | 0 1,000 0 0 1750 113 -3 36.84 180 180 0 | 0 100 0 0 1775 121 -3 36.84 0 | 0 100 0 0 1800 130 -3 36.86 205 205 0 | 0 300 0 0 2000 214 -4 36.93 0 | 0 225 0 0 2100 266 -5 37.11 287 287 0 | 0 400 0 0 2175 308 -6 37.28 0 | 0 0 0 0 Total 0 | 0 2,125 0 0 | Mar 11 Underlying Price 2139 Indicative a-t-m Vol 0.00 Time to expiry: 431 Day| | 1800 175 -3 37.31 171 171 0 | 0 200 0 0 2000 270 -5 37.59 0 | 0 400 0 0 2125 345 -5 38.35 0 | 0 0 0 0 Total 0 | 0 600 0 0 | May 11 Underlying Price 2128 Indicative a-t-m Vol 0.00 Time to expiry: 491 Day| | 2125 374 -2 38.39 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 15:57 Page 8 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Cocoa | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Jul 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 553 Day| | 2125 397 -2 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 615 Day| | 2125 418 -3 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2127 Indicative a-t-m Vol 0.00 Time to expiry: 706 Day| | 2125 447 -3 38.40 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 1,250 59,111 -489 0 Commodity Options 15:57 Page 9 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Robusta Coffee 10 Tonne | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 1327 Indicative a-t-m Vol 0.00 Time to expiry: 55 Day| | 1300 69 -5 26.60 74 68 0 | 0 95 0 0 1350 45 -4 26.59 151 91 0 | 0 85 0 0 1400 29 -3 27.56 119 30 0 | 0 550 0 0 1450 24 22 -3 30.77 24 24 119 22 143 | 441 1,132 -291 0 1500 15 -2 31.58 113 31 0 | 0 2,545 0 0 1550 10 -1 32.37 120 23 0 | 0 2,957 -221 0 1600 6 -1 33.05 95 18 S 0 | 0 1,049 0 0 1650 4 -1 33.62 0 | 0 90 0 0 1850 1 0 35.15 12 S 12 S 0 | 0 200 0 0 Total 143 | 441 8,703 -512 0 | May 10 Underlying Price 1363 Indicative a-t-m Vol 0.00 Time to expiry: 118 Day| | 1350 88 -4 26.33 123 123 0 | 0 30 0 0 1400 67 -4 26.75 107 84 0 | 0 135 0 0 1450 51 -3 27.26 111 65 0 | 0 209 0 0 1500 38 -3 27.91 99 51 0 | 0 620 0 0 1550 29 -2 28.42 110 50 0 | 0 340 0 0 1600 21 -2 28.94 83 38 S 0 | 0 404 0 0 1650 16 -1 29.51 65 65 0 | 0 15 0 0 1800 7 0 30.71 15 15 0 | 0 400 0 0 Total 0 | 0 2,153 0 0 | Jul 10 Underlying Price 1392 Indicative a-t-m Vol 0.00 Time to expiry: 174 Day| | 1400 105 -4 28.17 110 110 0 | 0 68 0 0 1450 85 -4 28.47 119 102 0 | 0 85 0 0 1500 69 -3 28.77 96 85 0 | 0 120 0 0 1550 56 -3 29.30 89 81 0 | 0 55 0 0 1600 46 -3 29.87 72 67 0 | 0 420 0 0 1650 38 -2 30.54 59 53 0 | 0 150 0 0 1750 25 -2 31.38 0 | 0 200 0 0 Total 0 | 0 1,098 0 0 | Sep 10 Underlying Price 1416 Indicative a-t-m Vol 0.00 Time to expiry: 237 Day| | 1400 137 -5 28.49 0 | 0 0 0 0 1600 71 -3 30.00 103 103 0 | 0 50 0 0 1650 63 -2 30.86 91 91 0 | 0 50 0 0 Total 0 | 0 100 0 0 Commodity Options 15:57 Page 10 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Robusta Coffee 10 Tonne | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Nov 10 Underlying Price 1441 Indicative a-t-m Vol 0.00 Time to expiry: 300 Day| | 1450 144 -4 28.45 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 11 Underlying Price 1461 Indicative a-t-m Vol 0.00 Time to expiry: 356 Day| | 1450 166 -4 28.06 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 1477 Indicative a-t-m Vol 0.00 Time to expiry: 419 Day| | 1500 166 -4 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 1477 Indicative a-t-m Vol 0.00 Time to expiry: 482 Day| | 1500 178 -4 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1441 Indicative a-t-m Vol 0.00 Time to expiry: 538 Day| | 1450 190 -7 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 143 | 441 12,054 -512 0 Commodity Options 15:57 Page 11 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Robusta Coffee 10 Tonne | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 1327 Indicative a-t-m Vol 0.00 Time to expiry: 55 Day| | 1250 25 +1 27.64 35 25 150 | 0 385 0 0 1300 42 +3 26.60 50 24 0 | 60 820 +50 0 1350 68 +4 26.59 79 37 0 | 0 540 0 0 1400 102 +5 27.56 87 48 0 | 0 810 0 0 1450 145 +5 30.77 120 59 0 | 0 500 0 0 1500 188 +6 31.58 126 81 0 | 0 70 0 0 Total 150 | 60 3,125 +50 0 | May 10 Underlying Price 1363 Indicative a-t-m Vol 0.00 Time to expiry: 118 Day| | 1250 34 +2 26.05 37 37 0 | 0 100 0 0 1300 52 +2 26.16 56 S 36 S 0 | 185 715 +65 0 1350 75 +3 26.33 73 69 0 | 85 115 +85 0 1400 104 +3 26.75 107 90 0 | 0 700 0 0 1450 138 +4 27.26 138 97 S 0 | 0 200 0 0 1500 175 +4 27.91 137 137 0 | 0 350 0 0 Total 0 | 270 2,180 +150 0 | Jul 10 Underlying Price 1392 Indicative a-t-m Vol 0.00 Time to expiry: 174 Day| | 1250 45 +2 27.54 43 43 0 | 0 100 0 0 1300 64 +3 27.82 61 40 0 | 50 180 +50 0 1350 86 +3 28.00 82 82 0 | 0 35 0 0 1400 113 +4 28.17 109 65 0 | 0 585 0 0 1500 177 +5 28.77 128 120 0 | 0 3 0 0 1550 214 +5 29.30 180 180 0 | 0 1 0 0 1650 296 +6 30.54 254 254 0 | 0 100 0 0 1750 383 +6 31.38 0 | 0 300 0 0 Total 0 | 50 1,304 +50 0 | Sep 10 Underlying Price 1416 Indicative a-t-m Vol 0.00 Time to expiry: 237 Day| | 1400 121 +3 28.49 107 80 0 | 0 4,000 0 0 Total 0 | 0 4,000 0 0 | Nov 10 Underlying Price 1441 Indicative a-t-m Vol 0.00 Time to expiry: 300 Day| | 1450 153 +3 28.45 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 15:57 Page 12 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Robusta Coffee 10 Tonne | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Jan 11 Underlying Price 1461 Indicative a-t-m Vol 0.00 Time to expiry: 356 Day| | 1450 155 +3 28.06 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 1477 Indicative a-t-m Vol 0.00 Time to expiry: 419 Day| | 1500 189 +3 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 1477 Indicative a-t-m Vol 0.00 Time to expiry: 482 Day| | 1500 201 +3 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1441 Indicative a-t-m Vol 0.00 Time to expiry: 538 Day| | 1450 199 +5 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 150 | 380 10,609 +250 0 Commodity Options 15:57 Page 13 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 White Sugar | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 694.00 Indicative a-t-m Vol 0.00 Time to expiry: 39 Day| | 53000 165.00 +9.25 43.26 28.90 S 28.90 S 0 | 0 20 0 0 59000 109.90 +8.15 43.34 49.75 S 49.75 S 0 | 0 300 0 0 60000 101.55 +7.90 43.41 0 | 0 650 0 0 62000 85.90 +7.20 43.87 0 | 0 625 0 0 63000 78.85 +6.85 44.34 0 | 0 500 0 0 64000 72.05 +6.45 44.64 48.00 48.00 0 | 0 1,042 0 0 65000 65.00 +6.10 44.14 0 | 0 1,000 0 0 68000 49.00 +4.90 45.95 0 | 0 0 0 0 70000 39.85 +4.20 46.50 38.50 10.50 0 | 0 3,361 0 0 75000 22.90 +2.65 47.83 27.70 27.70 0 | 0 650 0 0 80000 12.45 +1.50 48.73 12.25 12.25 0 | 0 500 0 0 Total 0 | 0 8,648 0 0 | May 10 Underlying Price 678.00 Indicative a-t-m Vol 0.00 Time to expiry: 98 Day| | 60000 103.20 +5.95 42.13 62.00 49.50 0 | 0 939 0 0 63000 84.35 +5.30 42.16 0 | 0 12 0 0 65000 73.10 +4.80 42.15 0 | 0 175 0 0 66000 67.85 +4.60 42.10 0 | 0 535 0 0 67000 62.95 +4.35 42.13 0 | 0 0 0 0 Total 0 | 0 1,661 0 0 | Aug 10 Underlying Price 625.90 Indicative a-t-m Vol 0.00 Time to expiry: 189 Day| | 61000 77.95 +2.25 39.34 44.00 44.00 0 | 0 6 0 0 62000 73.30 +2.20 39.34 0 | 0 0 0 0 63000 68.85 +2.10 39.34 60.00 60.00 0 | 0 33 0 0 Total 0 | 0 39 0 0 | Oct 10 Underlying Price 574.50 Indicative a-t-m Vol 0.00 Time to expiry: 251 Day| | 53000 93.75 +1.65 38.00 67.75 67.75 0 | 0 250 0 0 57000 74.05 +1.40 38.00 0 | 0 0 0 0 Total 0 | 0 250 0 0 | Dec 10 Underlying Price 547.00 Indicative a-t-m Vol 0.00 Time to expiry: 312 Day| | 55000 75.10 -0.15 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 15:57 Page 14 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 White Sugar | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 11 Underlying Price 534.00 Indicative a-t-m Vol 0.00 Time to expiry: 404 Day| | 54000 82.20 -3.00 37.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 528.00 Indicative a-t-m Vol 0.00 Time to expiry: 463 Day| | 53000 88.75 -0.70 38.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Aug 11 Underlying Price 487.60 Indicative a-t-m Vol 0.00 Time to expiry: 554 Day| | 49000 89.35 -0.15 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 10,598 0 0 Commodity Options 15:57 Page 15 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 White Sugar | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 694.00 Indicative a-t-m Vol 0.00 Time to expiry: 39 Day| | 30000 CAB 0.00 43.55 2.50 2.00 0 | 0 285 0 0 31000 CAB 0.00 43.46 2.30 2.30 0 | 0 5 0 0 32000 CAB 0.00 43.46 2.60 2.60 0 | 0 5 0 0 44000 CAB -0.05 43.51 22.90 S 22.90 S 0 | 0 20 0 0 45000 0.05 0.00 43.51 8.65 S 8.65 S 0 | 0 10 0 0 48000 0.15 -0.05 43.41 35.00 10.00 0 | 0 1,414 0 0 50000 0.30 -0.15 43.34 35.75 1.00 0 | 0 1,100 0 0 53000 1.00 -0.35 43.26 0 | 0 1,000 0 0 54000 1.40 -0.50 43.30 23.00 10.00 0 | 0 200 0 0 55000 1.95 -0.60 43.26 18.00 S 3.90 S 0 | 0 2,400 0 0 59000 5.90 -1.45 43.34 61.65 S 30.00 0 | 0 810 0 0 60000 7.55 -1.70 43.41 61.50 12.40 S 0 | 0 1,500 0 0 68000 35.00 -4.70 45.95 0 | 0 0 0 0 Total 0 | 0 8,749 0 0 | May 10 Underlying Price 678.00 Indicative a-t-m Vol 0.00 Time to expiry: 98 Day| | 56000 14.30 -1.60 42.18 0 | 0 286 0 0 60000 25.20 -2.45 42.13 0 | 0 75 0 0 67000 54.95 -4.05 42.13 0 | 0 0 0 0 Total 0 | 0 361 0 0 | Aug 10 Underlying Price 625.90 Indicative a-t-m Vol 0.00 Time to expiry: 189 Day| | 62000 67.40 -2.00 39.34 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 10 Underlying Price 574.50 Indicative a-t-m Vol 0.00 Time to expiry: 251 Day| | 57000 69.55 -1.30 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 10 Underlying Price 547.00 Indicative a-t-m Vol 0.00 Time to expiry: 312 Day| | 55000 78.10 -0.15 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 534.00 Indicative a-t-m Vol 0.00 Time to expiry: 404 Day| | 54000 88.20 +2.10 37.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 15:57 Page 16 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 White Sugar | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | May 11 Underlying Price 528.00 Indicative a-t-m Vol 0.00 Time to expiry: 463 Day| | 53000 90.75 +0.30 38.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Aug 11 Underlying Price 487.60 Indicative a-t-m Vol 0.00 Time to expiry: 554 Day| | 49000 91.75 -0.05 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 9,110 0 0 Commodity Options 15:57 Page 17 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Wheat | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 108.30 Indicative a-t-m Vol 0.00 Time to expiry: 49 Day| | 10800 5.05 +0.05 30.68 0 | 0 0 0 0 11800 1.65 0.00 30.68 11.00 11.00 0 | 0 3 0 0 Total 0 | 0 3 0 0 | May 10 Underlying Price 111.25 Indicative a-t-m Vol 0.00 Time to expiry: 105 Day| | 10400 10.20 +0.15 25.42 9.00 7.75 0 | 0 15 0 0 10500 9.55 +0.15 25.48 9.30 9.30 0 | 0 14 0 0 10800 7.75 +0.10 25.52 9.00 8.75 0 | 0 11 0 0 10900 7.25 +0.15 25.52 10.00 10.00 0 | 0 5 0 0 11000 6.70 +0.10 25.52 10.50 7.50 0 | 0 54 0 0 11100 6.20 +0.10 25.52 10.50 10.00 0 | 0 13 0 0 11300 5.30 +0.10 25.52 11.40 11.40 0 | 0 1 0 0 11800 3.50 +0.10 25.52 17.15 17.15 0 | 0 4 0 0 11900 3.20 +0.10 25.52 12.50 12.00 0 | 0 5 0 0 12000 2.90 +0.05 25.52 12.00 12.00 0 | 0 6 0 0 15600 0.05 0.00 25.52 30.00 30.00 0 | 0 2 0 0 Total 0 | 0 130 0 0 | Jul 10 Underlying Price 113.25 Indicative a-t-m Vol 0.00 Time to expiry: 168 Day| | 11300 9.35 +0.10 30.07 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 10 Underlying Price 113.50 Indicative a-t-m Vol 0.00 Time to expiry: 294 Day| | 11300 10.50 +0.25 25.25 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 11 Underlying Price 116.00 Indicative a-t-m Vol 0.00 Time to expiry: 350 Day| | 11500 12.85 +0.30 27.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 118.75 Indicative a-t-m Vol 0.00 Time to expiry: 413 Day| | 11800 13.50 +0.25 26.17 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 121.00 Indicative a-t-m Vol 0.00 Time to expiry: 476 Day| | 11900 14.95 +0.95 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 15:57 Page 18 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Wheat | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Jul 11 Underlying Price 123.25 Indicative a-t-m Vol 0.00 Time to expiry: 532 Day| | 12100 16.15 +1.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 119.50 Indicative a-t-m Vol 0.00 Time to expiry: 658 Day| | 11900 16.50 +0.25 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 133 0 0 Commodity Options 15:57 Page 19 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Wheat | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Mar 10 Underlying Price 108.30 Indicative a-t-m Vol 0.00 Time to expiry: 49 Day| | 10800 4.75 -0.10 30.68 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 10 Underlying Price 111.25 Indicative a-t-m Vol 0.00 Time to expiry: 105 Day| | 11100 5.95 -0.15 25.52 6.00 6.00 0 | 0 20 0 0 Total 0 | 0 20 0 0 | Jul 10 Underlying Price 113.25 Indicative a-t-m Vol 0.00 Time to expiry: 168 Day| | 11300 9.10 -0.15 30.07 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 10 Underlying Price 113.50 Indicative a-t-m Vol 0.00 Time to expiry: 294 Day| | 11300 10.00 -0.25 25.25 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 11 Underlying Price 116.00 Indicative a-t-m Vol 0.00 Time to expiry: 350 Day| | 11500 11.85 -0.20 27.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 118.75 Indicative a-t-m Vol 0.00 Time to expiry: 413 Day| | 11800 12.75 -0.25 26.17 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 121.00 Indicative a-t-m Vol 0.00 Time to expiry: 476 Day| | 11900 12.95 -0.80 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 123.25 Indicative a-t-m Vol 0.00 Time to expiry: 532 Day| | 12100 13.90 -0.75 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 119.50 Indicative a-t-m Vol 0.00 Time to expiry: 658 Day| | 11900 16.00 -0.25 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 20 0 0