Commodity Options Summary 22:16 Page 1 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 1,755 0 1,755 | 3,075 149,372 +1,054 Robusta Coffee 10 Tonne 1,500 0 1,500 | 1,884 43,366 +854 White Sugar 0 0 0 | 0 2,796 0 Wheat 0 0 0 | 0 163 0 Comments Commodity Options 22:16 Page 2 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2237 Indicative a-t-m Vol 33.82 Time to expiry: 18 Day| | 1650 587 +32 33.40 201 S 174 0 | 0 250 0 0 1750 487 +32 33.24 572 S 350 0 | 0 555 0 0 1800 437 +32 33.24 201 S 201 S 0 | 0 250 0 0 1850 387 +31 33.10 180 180 0 | 0 150 0 0 1900 338 +31 33.16 179 179 0 | 0 250 0 0 2000 243 +27 34.56 329 S 110 S 0 | 300 725 +200 0 2050 197 +24 33.21 175 175 0 | 0 275 0 0 2100 156 +21 33.36 221 90 S 0 | 0 690 0 0 2125 137 +19 33.44 199 199 0 | 0 10 0 0 2150 119 +17 33.45 175 175 0 | 0 200 0 0 2200 88 +13 33.70 168 60 0 | 0 1,400 0 0 2225 75 +11 33.71 155 150 0 | 0 100 0 0 2250 63 +9 33.94 140 137 0 | 0 110 0 0 2300 43 +6 34.09 165 S 83 0 | 0 825 0 0 2350 29 +4 34.14 124 S 75 0 | 0 250 0 0 2400 18 +2 34.47 162 59 130 | 0 1,580 0 0 2500 7 +1 34.92 138 10 0 | 0 635 0 0 2550 4 0 35.12 61 S 61 S 0 | 0 50 0 0 2600 2 0 35.32 79 32 0 | 0 200 0 0 Total 130 | 300 8,505 +200 0 | May 10 Underlying Price 2214 Indicative a-t-m Vol 34.11 Time to expiry: 81 Day| | 1600 617 +14 35.00 555 555 0 | 0 100 0 0 1650 569 +14 34.89 205 194 0 | 0 1,000 0 0 2000 269 +10 34.12 412 150 0 | 0 8,531 0 0 2100 203 +7 34.10 270 266 0 | 0 400 0 0 2150 175 +6 34.20 232 219 S 0 | 0 75 0 0 2200 149 +6 34.02 253 S 150 0 | 0 650 0 0 2250 127 +4 34.33 175 143 0 | 0 150 0 0 2300 110 +4 35.05 198 180 S 0 | 450 1,301 +190 0 2325 102 +3 35.29 0 | 0 100 0 0 2400 81 +3 35.96 206 S 107 0 | 0 2,485 0 0 2500 55 +2 35.68 166 60 0 | 0 3,035 0 0 2550 45 +1 35.56 0 | 450 450 +450 0 2600 36 +1 35.31 134 S 38 0 | 150 1,625 -125 0 2650 29 +1 35.25 0 | 0 500 0 0 2900 9 0 34.93 91 S 48 0 | 0 100 0 0 3000 6 0 35.13 83 9 0 | 150 3,875 -36 0 Total 0 | 1,200 24,377 +479 0 Commodity Options 22:16 Page 3 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2196 Indicative a-t-m Vol 34.74 Time to expiry: 142 Day| | 1750 476 +10 33.94 581 S 506 S 0 | 0 2,850 0 0 1800 437 +10 34.29 0 | 0 100 0 0 2100 234 +6 34.00 265 260 0 | 0 600 0 0 2175 199 +5 34.63 0 | 0 0 0 0 2300 150 +4 35.21 232 221 S 0 | 0 550 0 0 2350 133 +4 35.36 207 207 0 | 0 50 0 0 2400 117 +3 35.48 193 193 0 | 0 50 0 0 2500 93 +2 36.15 174 78 0 | 0 3,880 0 0 2600 70 +1 35.97 130 76 0 | 0 1,000 0 0 2800 42 0 36.76 90 S 90 S 0 | 0 100 0 0 3000 24 0 37.01 63 26 0 | 0 2,300 0 0 Total 0 | 0 11,480 0 0 | Sep 10 Underlying Price 2176 Indicative a-t-m Vol 34.48 Time to expiry: 204 Day| | 1750 476 +9 33.05 528 528 0 | 0 500 0 0 2000 310 +6 33.86 220 220 0 | 0 1,175 0 0 2100 259 +6 34.27 347 S 280 S 0 | 0 1,550 0 0 2175 224 +5 34.48 0 | 0 0 0 0 2200 214 +5 34.56 293 S 293 S 0 | 0 300 0 0 2250 194 +4 34.71 196 S 193 S 0 | 0 1,250 0 0 2300 177 +4 35.03 0 | 0 100 0 0 2400 144 +3 35.16 226 S 153 0 | 0 1,325 0 0 2500 118 +3 35.41 188 S 188 S 0 | 0 250 0 0 2700 77 +1 35.83 149 149 0 | 0 80 0 0 3000 43 +1 36.89 135 46 0 | 0 6,601 0 0 Total 0 | 0 13,131 0 0 | Dec 10 Underlying Price 2165 Indicative a-t-m Vol 34.48 Time to expiry: 295 Day| | 1600 613 +2 33.95 588 520 0 | 0 1,850 0 0 1750 501 +2 34.06 563 516 250 | 0 2,020 0 0 2150 274 +1 34.46 0 | 0 0 0 0 2400 185 0 35.21 0 | 0 1,000 0 0 2500 159 0 35.66 190 S 190 S 0 | 0 10 0 0 Total 250 | 0 4,880 0 0 Commodity Options 22:16 Page 4 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 11 Underlying Price 2140 Indicative a-t-m Vol 34.13 Time to expiry: 385 Day| | 1600 604 +2 32.35 567 567 0 | 0 100 0 0 2000 356 +1 33.18 450 S 290 0 | 0 5,540 0 0 2125 304 +1 34.01 0 | 0 0 0 0 2200 270 276 0 34.46 270 270 270 270 100 | 0 100 0 0 2400 209 0 34.85 280 S 216 0 | 0 1,150 0 0 2500 186 0 35.60 0 | 0 500 0 0 3000 89 0 35.71 203 S 91 0 | 0 5,041 0 0 Total 100 | 0 12,431 0 0 | May 11 Underlying Price 2135 Indicative a-t-m Vol 34.53 Time to expiry: 445 Day| | 2125 327 +1 34.49 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 2134 Indicative a-t-m Vol 37.73 Time to expiry: 507 Day| | 2125 379 +1 37.68 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 2134 Indicative a-t-m Vol 37.45 Time to expiry: 569 Day| | 2125 398 0 37.44 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2134 Indicative a-t-m Vol 37.70 Time to expiry: 660 Day| | 2125 431 +1 37.69 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 480 | 1,500 74,804 +679 0 Commodity Options 22:16 Page 5 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2237 Indicative a-t-m Vol 33.82 Time to expiry: 18 Day| | 1350 CAB 0 33.41 100 S 2 0 | 0 975 0 0 1500 CAB 0 33.43 160 S 6 0 | 0 600 0 0 1550 CAB 0 33.43 164 1 0 | 0 1,800 0 0 1575 CAB 0 33.43 155 155 0 | 0 16 0 0 1600 CAB 0 33.43 215 S 10 0 | 0 784 0 0 1650 CAB 0 33.40 172 95 0 | 0 250 0 0 1700 CAB 0 33.25 0 | 0 250 0 0 1750 CAB 0 33.24 43 1 0 | 0 1,850 0 0 1775 CAB 0 33.21 327 S 170 S 0 | 0 200 0 0 1800 CAB 0 33.24 101 1 0 | 0 1,175 0 0 1850 CAB -1 33.10 75 23 0 | 0 500 0 0 1900 1 -1 33.16 92 2 0 | 0 975 0 0 1950 2 -3 33.14 202 108 0 | 0 100 0 0 1975 3 -4 33.14 0 | 0 100 0 0 2000 6 -5 34.56 285 12 0 | 50 1,400 0 0 2050 10 -8 33.21 182 11 0 | 0 225 0 0 2075 14 -9 33.27 0 | 0 55 0 0 2100 19 -11 33.36 195 S 25 0 | 0 2,410 0 0 2125 46 25 -13 33.44 46 43 46 43 150 | 0 0 0 0 2150 32 -15 33.45 142 S 114 0 | 0 150 0 0 2200 70 51 -19 33.70 70 70 245 57 350 | 0 1,500 0 0 2250 76 -23 33.94 166 S 151 S 0 | 0 300 0 0 2300 106 -26 34.09 285 119 0 | 0 75 0 0 2325 123 -27 34.17 0 | 0 20 0 0 2350 142 -28 34.14 116 116 0 | 0 25 0 0 Total 500 | 50 15,735 0 0 Commodity Options 22:16 Page 6 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2214 Indicative a-t-m Vol 34.11 Time to expiry: 81 Day| | 1400 CAB 0 35.00 0 | 0 200 0 0 1450 1 0 35.00 150 16 0 | 0 2,781 0 0 1500 1 0 34.97 151 151 0 | 0 550 0 0 1550 2 0 35.07 172 162 0 | 0 690 0 0 1600 3 -1 35.00 222 3 0 | 0 1,950 0 0 1650 5 -1 34.89 252 16 0 | 0 1,925 0 0 1750 11 -1 34.28 147 12 0 | 0 1,545 0 0 1775 13 -2 34.15 0 | 0 600 0 0 1800 15 -3 34.15 101 18 0 | 0 700 0 0 1900 30 -4 34.10 100 S 60 125 | 0 375 0 0 1950 40 -5 33.59 199 S 37 S 0 | 0 2,880 0 0 2000 55 -5 34.12 223 41 S 0 | 0 2,904 0 0 2050 70 -6 33.88 72 S 64 S 0 | 0 2,650 0 0 2100 89 -8 34.10 160 87 50 | 0 623 0 0 2150 111 -9 34.20 114 S 101 S 0 | 0 2,650 0 0 2200 154 135 -9 34.02 154 154 181 141 300 | 0 850 0 0 2300 219 196 -11 35.05 219 215 342 215 75 | 0 155 0 0 2325 236 213 -12 35.29 236 236 236 183 25 | 0 125 0 0 Total 575 | 0 24,153 0 0 | Jul 10 Underlying Price 2196 Indicative a-t-m Vol 34.74 Time to expiry: 142 Day| | 1225 CAB 0 33.82 71 9 0 | 0 4,069 0 0 1400 2 -1 33.90 127 16 0 | 0 569 0 0 1450 4 0 33.90 164 34 0 | 0 3,345 0 0 1500 5 -1 33.73 193 8 0 | 0 250 0 0 1600 11 -1 33.46 234 12 0 | 0 750 0 0 1650 16 -1 33.50 265 45 0 | 0 2,120 0 0 1700 23 -2 33.89 100 92 0 | 0 1,400 0 0 1750 30 -3 33.94 116 32 0 | 1,000 1,960 0 0 1775 35 -3 34.06 139 S 139 S 0 | 0 25 0 0 1800 41 -3 34.29 142 42 0 | 0 600 0 0 1875 59 -4 34.43 0 | 0 30 0 0 1900 66 -4 34.43 129 63 0 | 0 3,300 0 0 1975 89 -6 34.35 0 | 0 45 0 0 2000 98 -6 34.38 161 161 0 | 500 600 +350 0 2025 108 -6 34.33 252 104 0 | 0 250 0 0 2050 115 -6 33.76 115 115 0 | 0 73 0 0 2100 138 -7 34.00 142 142 0 | 0 536 0 0 2175 178 -8 34.63 0 | 0 0 0 0 2200 192 -8 34.76 198 197 0 | 0 750 0 0 2325 270 -9 35.30 0 | 0 18 0 0 Total 0 | 1,500 20,690 +350 0 Commodity Options 22:16 Page 7 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2176 Indicative a-t-m Vol 34.48 Time to expiry: 204 Day| | 1500 13 -1 33.05 222 25 0 | 0 200 0 0 1550 18 -1 33.05 85 85 0 | 0 50 0 0 1650 31 -2 33.06 0 | 0 300 0 0 1700 40 -2 33.05 120 43 0 | 0 1,900 0 0 1725 45 -2 33.05 84 S 84 S 0 | 0 200 0 0 1750 50 -3 33.05 108 49 0 | 0 830 0 0 1775 56 -3 33.05 113 113 0 | 0 700 0 0 1800 62 -3 32.99 168 64 S 0 | 0 2,125 0 0 1850 76 -4 32.98 133 S 133 S 0 | 0 500 0 0 1900 93 -4 33.25 209 S 94 0 | 0 1,025 0 0 1925 102 -5 33.33 0 | 0 55 0 0 1975 123 -5 33.62 0 | 0 15 0 0 2000 134 -6 33.86 199 S 199 S 0 | 0 1,300 0 0 2100 183 -6 34.27 310 S 177 0 | 0 525 0 0 2175 223 -7 34.48 0 | 0 0 0 0 2300 301 -8 35.03 304 296 0 | 25 75 +25 0 2325 316 -9 34.95 0 | 0 15 0 0 2400 368 -9 35.16 330 S 330 S 0 | 0 250 0 0 Total 0 | 25 10,065 +25 0 | Dec 10 Underlying Price 2165 Indicative a-t-m Vol 34.48 Time to expiry: 295 Day| | 1700 71 -2 33.98 164 164 0 | 0 1,000 0 0 1750 86 -1 34.06 180 180 0 | 0 100 0 0 1775 93 -2 34.06 0 | 0 100 0 0 1800 101 -2 34.08 205 205 0 | 0 300 0 0 2000 180 -3 34.15 190 S 190 S 0 | 0 225 0 0 2100 231 -2 34.33 287 287 0 | 0 400 0 0 2150 259 -2 34.46 0 | 0 0 0 0 Total 0 | 0 2,125 0 0 | Mar 11 Underlying Price 2140 Indicative a-t-m Vol 34.13 Time to expiry: 385 Day| | 1800 135 125 -1 32.41 135 135 171 135 200 | 0 400 0 0 1900 168 -2 32.97 169 155 S 0 | 0 1,000 0 0 2000 216 -2 33.18 0 | 0 400 0 0 2125 289 -2 34.01 0 | 0 0 0 0 Total 200 | 0 1,800 0 0 | May 11 Underlying Price 2135 Indicative a-t-m Vol 34.53 Time to expiry: 445 Day| | 2125 317 -3 34.49 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:16 Page 8 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 2134 Indicative a-t-m Vol 37.73 Time to expiry: 507 Day| | 2125 370 -2 37.68 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 2134 Indicative a-t-m Vol 37.45 Time to expiry: 569 Day| | 2125 389 -3 37.44 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2134 Indicative a-t-m Vol 37.70 Time to expiry: 660 Day| | 2125 422 -2 37.69 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 1,275 | 1,575 74,568 +375 0 Commodity Options 22:16 Page 9 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 1296 Indicative a-t-m Vol 20.39 Time to expiry: 9 Day| | 1250 50 -1 23.36 144 S 88 0 | 0 15 0 0 1300 14 -5 20.13 74 21 0 | 0 515 0 0 1350 4 -2 24.52 151 5 S 0 | 500 1,314 0 0 1400 1 0 26.50 119 2 S 0 | 140 1,038 +50 0 1450 CAB -1 33.41 119 2 S 0 | 10 1,239 -10 0 1500 CAB 0 33.91 113 1 0 | 0 1,789 0 0 1550 CAB 0 37.54 120 1 0 | 0 3,307 0 0 1600 CAB 0 32.82 95 5 0 | 0 1,374 0 0 1650 CAB 0 33.78 0 | 0 90 0 0 1850 CAB 0 34.48 12 S 12 S 0 | 0 200 0 0 Total 0 | 650 10,881 +40 0 | May 10 Underlying Price 1330 Indicative a-t-m Vol 21.67 Time to expiry: 72 Day| | 1300 57 67 -5 21.75 57 57 57 57 50 | 0 0 0 0 1350 35 42 -5 21.62 35 35 123 35 130 | 169 880 +169 0 1400 21 24 -4 21.04 21 20 107 20 100 | 200 871 +200 0 1450 14 -3 21.64 111 17 S 0 | 85 919 0 0 1500 8 -3 22.58 99 17 S 0 | 0 1,675 0 0 1550 6 -3 25.12 110 10 S 0 | 0 610 0 0 1600 5 -2 27.58 83 12 S 0 | 0 735 0 0 1650 4 -2 29.08 65 65 0 | 0 15 0 0 1800 1 -1 30.68 15 2 S 0 | 0 400 0 0 Total 280 | 454 6,105 +369 0 | Jul 10 Underlying Price 1360 Indicative a-t-m Vol 24.41 Time to expiry: 128 Day| | 1300 100 110 0 24.16 101 100 101 100 100 | 0 0 0 0 1350 73 83 0 24.26 74 69 102 69 200 | 0 150 0 0 1400 62 63 -1 25.00 62 56 120 56 100 | 0 788 0 0 1450 43 -1 24.16 119 61 S 0 | 0 447 0 0 1500 32 0 24.66 96 46 S 0 | 0 642 0 0 1550 23 -1 25.32 89 31 S 0 | 0 874 0 0 1600 17 -1 26.03 72 23 S 0 | 0 887 0 0 1650 13 0 26.79 59 53 0 | 0 150 0 0 1750 8 0 28.46 0 | 0 200 0 0 Total 400 | 0 4,138 0 0 Commodity Options 22:16 Page 10 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 | | Sep 10 Underlying Price 1388 Indicative a-t-m Vol 27.00 Time to expiry: 191 Day| | 1400 103 -2 27.00 0 | 0 0 0 0 1450 85 -2 27.74 141 109 0 | 0 50 0 0 1500 71 -1 28.38 128 89 S 0 | 0 237 0 0 1550 59 -1 29.11 106 79 0 | 0 70 0 0 1600 49 -2 29.84 103 64 S 0 | 0 487 0 0 1650 42 -1 30.58 91 91 0 | 0 50 0 0 2000 22 -1 38.99 52 52 0 | 0 55 0 0 Total 0 | 0 949 0 0 | Nov 10 Underlying Price 1412 Indicative a-t-m Vol 28.51 Time to expiry: 254 Day| | 1400 140 -1 28.53 0 | 0 0 0 0 1600 81 -1 31.50 0 | 0 1,050 0 0 Total 0 | 0 1,050 0 0 | Jan 11 Underlying Price 1432 Indicative a-t-m Vol 28.06 Time to expiry: 310 Day| | 1450 140 -1 28.06 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 1455 Indicative a-t-m Vol 27.99 Time to expiry: 373 Day| | 1450 166 +2 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 1450 Indicative a-t-m Vol 27.86 Time to expiry: 436 Day| | 1450 176 +3 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1440 Indicative a-t-m Vol 27.86 Time to expiry: 492 Day| | 1450 181 +2 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1440 Indicative a-t-m Vol 27.86 Time to expiry: 555 Day| | 1450 192 +2 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 680 | 1,104 23,123 +409 0 Commodity Options 22:16 Page 11 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 1296 Indicative a-t-m Vol 20.39 Time to expiry: 9 Day| | 1250 4 4 -2 23.36 4 4 35 3 150 | 0 510 0 0 1300 29 18 -6 20.13 29 S 18 50 12 S 220 | 360 1,210 +230 0 1350 58 -3 24.52 79 25 0 | 0 1,257 0 0 1400 125 105 -1 26.50 125 S 125 S 125 S 36 20 | 40 950 -35 0 1450 154 -2 33.41 159 S 59 0 | 10 727 -10 0 1500 204 -1 33.91 126 81 0 | 0 220 0 0 Total 390 | 410 4,874 +185 0 | May 10 Underlying Price 1330 Indicative a-t-m Vol 21.67 Time to expiry: 72 Day| | 1200 10 -2 22.48 9 9 0 | 0 350 0 0 1250 22 -2 22.87 37 15 S 0 | 285 535 +255 0 1300 37 -5 21.75 56 S 27 0 | 0 1,965 0 0 1350 62 -5 21.62 78 S 37 0 | 0 1,240 0 0 1400 94 -4 21.04 107 55 0 | 0 1,679 0 0 1450 134 -3 21.64 139 80 0 | 0 920 0 0 1500 178 -3 22.58 146 110 0 | 0 710 0 0 Total 0 | 285 7,399 +255 0 | Jul 10 Underlying Price 1360 Indicative a-t-m Vol 24.41 Time to expiry: 128 Day| | 1200 19 -1 24.16 200 | 0 0 0 0 1250 32 -1 24.16 43 28 S 0 | 0 500 0 0 1300 50 -1 24.16 61 31 S 0 | 0 980 0 0 1350 75 73 -1 24.26 75 73 82 48 150 | 0 410 0 0 1400 103 -2 25.00 109 65 0 | 40 1,200 -40 0 1450 133 -2 24.16 142 92 0 | 45 330 +45 0 1500 172 -1 24.66 145 120 0 | 0 100 0 0 1550 213 -2 25.32 181 180 0 | 0 50 0 0 1650 303 -1 26.79 254 254 0 | 0 100 0 0 1750 398 -1 28.46 0 | 0 300 0 0 Total 350 | 85 3,970 +5 0 | Sep 10 Underlying Price 1388 Indicative a-t-m Vol 27.00 Time to expiry: 191 Day| | 1350 85 89 0 26.98 92 85 92 85 80 | 0 0 0 0 1400 115 0 27.00 107 80 0 | 0 4,000 0 0 Total 80 | 0 4,000 0 0 | Nov 10 Underlying Price 1412 Indicative a-t-m Vol 28.51 Time to expiry: 254 Day| | 1400 128 0 28.53 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:16 Page 12 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 1432 Indicative a-t-m Vol 28.06 Time to expiry: 310 Day| | 1450 158 0 28.06 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 1455 Indicative a-t-m Vol 27.99 Time to expiry: 373 Day| | 1450 161 -3 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 1450 Indicative a-t-m Vol 27.86 Time to expiry: 436 Day| | 1450 176 -2 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1440 Indicative a-t-m Vol 27.86 Time to expiry: 492 Day| | 1450 191 -3 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1440 Indicative a-t-m Vol 27.86 Time to expiry: 555 Day| | 1450 202 -3 27.86 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 820 | 780 20,243 +445 0 Commodity Options 22:16 Page 13 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 | | May 10 Underlying Price 713.80 Indicative a-t-m Vol 42.84 Time to expiry: 52 Day| | 60000 121.30 +8.25 42.19 62.00 49.50 0 | 0 739 0 0 63000 97.05 +7.25 41.86 0 | 0 12 0 0 65000 82.50 +6.50 41.85 0 | 0 175 0 0 66000 75.95 +6.10 42.09 0 | 0 535 0 0 69000 58.25 +4.90 42.55 0 | 0 25 0 0 70000 53.20 +4.50 42.84 0 | 0 0 0 0 78000 24.60 +2.10 45.03 45.00 45.00 0 | 0 100 0 0 Total 0 | 0 1,586 0 0 | Aug 10 Underlying Price 665.50 Indicative a-t-m Vol 39.34 Time to expiry: 143 Day| | 61000 94.30 +4.10 39.34 44.00 44.00 0 | 0 6 0 0 63000 83.00 +3.75 39.34 60.00 60.00 0 | 0 33 0 0 66000 67.95 +3.20 39.34 0 | 0 0 0 0 Total 0 | 0 39 0 0 | Oct 10 Underlying Price 605.50 Indicative a-t-m Vol 36.28 Time to expiry: 205 Day| | 53000 106.45 +3.40 36.28 67.75 67.75 0 | 0 250 0 0 60000 68.10 +2.45 36.28 0 | 0 0 0 0 Total 0 | 0 250 0 0 | Dec 10 Underlying Price 563.50 Indicative a-t-m Vol 31.12 Time to expiry: 266 Day| | 56000 61.25 +3.05 31.12 0 | 0 0 0 0 57000 56.80 +2.90 31.12 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 544.40 Indicative a-t-m Vol 37.99 Time to expiry: 358 Day| | 54000 83.25 +4.30 37.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 522.40 Indicative a-t-m Vol 38.01 Time to expiry: 417 Day| | 51000 89.55 +4.95 38.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Aug 11 Underlying Price 498.40 Indicative a-t-m Vol 38.00 Time to expiry: 508 Day| | 49000 92.00 +5.30 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 2,075 0 0 Commodity Options 22:16 Page 14 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 10 Underlying Price 713.80 Indicative a-t-m Vol 42.84 Time to expiry: 52 Day| | 56000 2.80 -1.05 41.88 0 | 0 286 0 0 60000 7.50 -2.05 42.19 0 | 0 75 0 0 70000 39.40 -5.80 42.84 0 | 0 0 0 0 Total 0 | 0 361 0 0 | Aug 10 Underlying Price 665.50 Indicative a-t-m Vol 39.34 Time to expiry: 143 Day| | 66000 62.45 -3.80 39.34 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 10 Underlying Price 605.50 Indicative a-t-m Vol 36.28 Time to expiry: 205 Day| | 60000 62.60 -2.75 36.28 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 10 Underlying Price 563.50 Indicative a-t-m Vol 31.12 Time to expiry: 266 Day| | 53000 42.65 -2.55 31.12 0 | 0 120 0 0 56000 57.75 -3.05 31.12 0 | 0 0 0 0 57000 63.30 -3.20 31.12 60.00 S 59.70 S 0 | 0 200 0 0 58000 69.05 -3.40 31.08 0 | 0 40 0 0 Total 0 | 0 360 0 0 | Mar 11 Underlying Price 544.40 Indicative a-t-m Vol 37.99 Time to expiry: 358 Day| | 54000 78.85 -3.70 37.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 522.40 Indicative a-t-m Vol 38.01 Time to expiry: 417 Day| | 51000 77.15 -3.85 38.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Aug 11 Underlying Price 498.40 Indicative a-t-m Vol 38.00 Time to expiry: 508 Day| | 49000 83.60 -4.00 38.00 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 721 0 0 Commodity Options 22:16 Page 15 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 97.50 Indicative a-t-m Vol 18.27 Time to expiry: 3 Day| | 9700 0.90 -0.25 18.27 0 | 0 0 0 0 11800 CAB 0.00 18.55 11.00 11.00 0 | 0 3 0 0 Total 0 | 0 3 0 0 | May 10 Underlying Price 100.25 Indicative a-t-m Vol 25.37 Time to expiry: 59 Day| | 10000 4.25 -0.10 25.37 0 | 0 0 0 0 10400 2.60 -0.10 25.42 9.00 7.75 0 | 0 15 0 0 10500 2.25 -0.15 25.48 9.30 9.30 0 | 0 14 0 0 10800 1.50 -0.10 25.52 9.00 8.75 0 | 0 11 0 0 10900 1.30 -0.05 25.52 10.00 10.00 0 | 0 5 0 0 11000 1.10 -0.10 25.52 10.50 7.50 0 | 0 54 0 0 11100 0.95 -0.05 25.52 10.50 10.00 0 | 0 13 0 0 11300 0.65 -0.10 25.52 11.40 11.40 0 | 0 1 0 0 11800 0.30 0.00 25.52 17.15 17.15 0 | 0 4 0 0 11900 0.25 0.00 25.52 12.50 12.00 0 | 0 5 0 0 12000 0.20 0.00 25.52 12.00 12.00 0 | 0 6 0 0 15600 CAB 0.00 25.52 30.00 30.00 0 | 0 2 0 0 Total 0 | 0 130 0 0 | Jul 10 Underlying Price 103.25 Indicative a-t-m Vol 30.07 Time to expiry: 122 Day| | 10400 6.85 -0.65 30.07 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 10 Underlying Price 103.75 Indicative a-t-m Vol 25.25 Time to expiry: 248 Day| | 10400 8.50 +0.10 25.25 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 11 Underlying Price 106.30 Indicative a-t-m Vol 27.37 Time to expiry: 304 Day| | 10600 10.70 +0.25 27.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 109.30 Indicative a-t-m Vol 26.17 Time to expiry: 367 Day| | 10900 11.55 +0.25 26.17 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:16 Page 16 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Wheat | 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 111.25 Indicative a-t-m Vol 25.57 Time to expiry: 430 Day| | 11000 12.85 +0.80 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 115.05 Indicative a-t-m Vol 25.57 Time to expiry: 486 Day| | 11300 14.45 +1.25 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 108.50 Indicative a-t-m Vol 25.57 Time to expiry: 612 Day| | 11000 13.65 -0.60 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 113.50 Indicative a-t-m Vol 25.57 Time to expiry: 794 Day| | 11500 16.35 -0.60 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 133 0 0 Commodity Options 22:16 Page 17 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 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 97.50 Indicative a-t-m Vol 18.27 Time to expiry: 3 Day| | 9700 0.40 -0.30 18.27 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 10 Underlying Price 100.25 Indicative a-t-m Vol 25.37 Time to expiry: 59 Day| | 10000 4.00 -0.05 25.37 4.75 4.75 0 | 0 10 0 0 11100 11.70 0.00 25.52 6.00 6.00 0 | 0 20 0 0 Total 0 | 0 30 0 0 | Jul 10 Underlying Price 103.25 Indicative a-t-m Vol 30.07 Time to expiry: 122 Day| | 10400 7.60 +0.40 30.07 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 10 Underlying Price 103.75 Indicative a-t-m Vol 25.25 Time to expiry: 248 Day| | 10400 8.75 -0.15 25.25 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 11 Underlying Price 106.30 Indicative a-t-m Vol 27.37 Time to expiry: 304 Day| | 10600 10.40 -0.30 27.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 109.30 Indicative a-t-m Vol 26.17 Time to expiry: 367 Day| | 10900 11.25 -0.30 26.17 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 111.25 Indicative a-t-m Vol 25.57 Time to expiry: 430 Day| | 11000 11.60 -0.70 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 115.05 Indicative a-t-m Vol 25.57 Time to expiry: 486 Day| | 11300 12.40 -1.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 108.50 Indicative a-t-m Vol 25.57 Time to expiry: 612 Day| | 11000 15.15 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:16 Page 18 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Wheat | Puts | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | May 12 Underlying Price 113.50 Indicative a-t-m Vol 25.57 Time to expiry: 794 Day| | 11500 17.85 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 30 0 0