Commodity Options Summary 22:37 Page 1 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 2,765 0 2,765 | 225 201,162 -75 Robusta Coffee 3,951 0 3,951 | 2,768 63,184 +1,232 White Sugar 100 0 100 | 0 9,060 0 Feed Wheat 0 0 0 | 0 221 0 Comments Commodity Options 22:37 Page 2 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Sep 10 Underlying Price 2093 Indicative a-t-m Vol 30.99 Time to expiry: 7 Day| | 1750 343 +3 32.21 625 528 0 | 0 100 0 0 2000 102 +1 32.34 220 220 0 | 0 1,175 0 0 2100 35 +2 30.97 347 S 84 0 | 0 1,400 0 0 2150 16 -1 30.52 267 267 500 | 75 1,375 +75 0 2175 11 0 30.96 0 | 0 200 0 0 2200 7 0 31.30 293 S 180 0 | 0 1,550 0 0 2250 3 0 31.59 230 80 0 | 0 2,324 0 0 2275 2 0 31.78 94 92 0 | 0 90 0 0 2300 1 0 32.01 194 4 0 | 0 3,175 0 0 2325 1 0 32.67 183 183 0 | 0 500 0 0 2350 CAB -1 33.51 165 S 37 S 0 | 0 450 0 0 2375 CAB 0 34.22 160 S 112 S 0 | 0 300 0 0 2400 CAB 0 34.93 226 S 75 0 | 0 2,775 0 0 2450 CAB 0 35.80 117 S 62 0 | 0 4,200 0 0 2500 3 CAB 0 35.92 3 3 188 S 3 150 | 0 940 0 0 2600 CAB 0 36.50 59 S 59 S 0 | 0 1,050 0 0 2650 CAB 0 36.87 67 23 0 | 0 1,674 0 0 2700 CAB 0 36.94 149 3 S 0 | 0 2,130 0 0 2850 CAB 0 37.90 60 60 0 | 0 100 0 0 3000 CAB 0 38.89 135 1 0 | 0 6,557 0 0 Total 650 | 75 32,065 +75 0 Commodity Options 22:37 Page 3 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Dec 10 Underlying Price 2005 Indicative a-t-m Vol 28.27 Time to expiry: 98 Day| | 1600 413 -8 28.66 588 520 0 | 0 1,850 0 0 1750 282 -7 28.66 563 479 0 | 0 2,020 0 0 2000 120 -6 28.22 0 | 0 350 0 0 2025 109 -6 28.44 110 S 110 S 0 | 0 60 0 0 2050 99 -6 28.63 126 S 118 S 0 | 0 215 0 0 2100 81 -5 28.84 500 | 0 125 0 0 2125 65 73 -5 28.97 65 65 65 65 15 | 0 0 0 0 2150 66 -4 29.06 0 | 0 100 0 0 2200 53 -4 29.25 235 51 0 | 0 3,086 0 0 2250 43 -3 29.58 174 S 150 0 | 0 1,500 0 0 2275 38 -3 29.70 200 105 0 | 0 25 0 0 2300 35 -2 29.87 149 S 149 S 500 | 0 4,300 0 0 2325 31 -3 30.07 184 100 0 | 0 250 0 0 2350 28 -2 30.27 173 149 0 | 0 554 0 0 2400 23 -1 30.57 151 S 22 0 | 0 3,927 0 0 2425 20 -2 30.72 0 | 0 100 0 0 2450 18 -2 30.91 114 59 S 0 | 0 654 0 0 2475 16 -2 31.03 128 128 0 | 0 50 0 0 2500 15 -1 31.18 190 S 14 0 | 0 1,100 0 0 2550 12 -1 31.48 41 S 41 S 0 | 0 100 0 0 2600 9 -1 31.84 90 65 S 0 | 0 2,080 0 0 2800 4 -1 33.06 64 9 0 | 0 4,184 0 0 Total 1,015 | 0 26,630 0 0 | Mar 11 Underlying Price 2017 Indicative a-t-m Vol 25.98 Time to expiry: 188 Day| | 1600 434 -7 25.86 567 567 0 | 0 100 0 0 2000 158 -5 25.93 450 S 274 0 | 0 5,482 0 0 2025 147 -4 26.00 0 | 0 0 0 0 2050 136 -5 26.12 0 | 0 120 0 0 2150 100 -3 26.32 236 S 234 S 0 | 0 950 0 0 2200 84 -4 26.39 270 270 0 | 0 850 0 0 2250 72 -3 26.59 204 S 197 S 0 | 0 2,800 0 0 2300 62 -3 26.97 188 S 188 S 0 | 0 1,450 0 0 2400 47 -2 27.84 280 S 90 0 | 0 1,696 0 0 2450 40 -2 28.10 188 138 S 0 | 0 375 0 0 2500 34 -2 28.27 134 105 S 0 | 0 562 0 0 3000 6 0 29.19 203 S 31 S 0 | 0 2,501 0 0 Total 0 | 0 16,886 0 0 Commodity Options 22:37 Page 4 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | May 11 Underlying Price 2031 Indicative a-t-m Vol 26.81 Time to expiry: 248 Day| | 1800 306 -2 26.30 418 418 0 | 0 1,750 0 0 2025 182 -1 26.83 0 | 0 0 0 0 2250 101 -1 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 2043 Indicative a-t-m Vol 26.58 Time to expiry: 310 Day| | 2050 196 0 26.58 0 | 0 0 0 0 2200 138 0 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 2046 Indicative a-t-m Vol 27.88 Time to expiry: 372 Day| | 2050 228 0 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2047 Indicative a-t-m Vol 28.31 Time to expiry: 463 Day| | 2050 258 -1 28.32 0 | 0 0 0 0 3000 55 0 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 2041 Indicative a-t-m Vol 28.58 Time to expiry: 554 Day| | 2025 292 +4 28.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 2041 Indicative a-t-m Vol 28.71 Time to expiry: 615 Day| | 2025 308 +4 28.62 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 2045 Indicative a-t-m Vol 28.56 Time to expiry: 675 Day| | 2050 314 +4 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 1,665 | 75 81,381 +75 0 Commodity Options 22:37 Page 5 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 2093 Indicative a-t-m Vol 30.99 Time to expiry: 7 Day| | 1500 CAB 0 32.21 222 6 0 | 0 200 0 0 1650 CAB 0 32.21 12 S 3 0 | 0 450 0 0 1700 CAB 0 32.21 120 42 0 | 0 2,350 0 0 1725 CAB 0 32.21 84 S 84 S 0 | 0 350 0 0 1750 CAB 0 32.21 108 49 0 | 0 880 0 0 1775 CAB 0 32.21 113 113 0 | 0 700 0 0 1800 CAB 0 32.21 168 1 0 | 0 2,125 0 0 1850 CAB 0 32.19 133 S 35 0 | 0 130 0 0 1900 1 0 32.21 209 S 1 0 | 0 1,850 0 0 1925 2 0 32.23 0 | 0 55 0 0 1950 3 -1 32.34 47 1 0 | 0 2,184 0 0 1975 5 -2 32.47 0 | 0 15 0 0 2000 9 -2 32.34 199 S 4 S 500 | 0 4,150 0 0 2050 20 -2 31.22 9 S 9 S 0 | 0 650 0 0 2075 30 -1 31.03 30 30 0 | 0 100 0 0 2100 46 42 -1 30.97 46 S 46 S 310 S 18 S 50 | 150 2,890 0 0 2125 56 -3 30.76 50 17 0 | 0 120 0 0 2150 73 -4 30.52 132 S 25 0 | 0 2,400 0 0 2175 93 -3 30.96 40 40 0 | 0 350 0 0 2200 116 114 -3 31.30 116 S 116 S 117 28 50 | 0 4,511 0 0 2225 136 -4 31.49 222 48 0 | 0 20 0 0 2250 160 -3 31.59 150 S 58 0 | 0 2,800 0 0 2300 208 -3 32.01 304 43 0 | 0 4,540 0 0 2325 233 -3 32.67 278 115 0 | 0 750 0 0 2350 257 -4 33.51 162 S 69 0 | 0 1,100 0 0 2375 282 -3 34.22 160 S 126 S 0 | 0 450 0 0 2400 307 -3 34.93 330 S 105 S 0 | 0 2,150 0 0 2450 357 -3 35.80 141 S 118 S 0 | 0 650 0 0 Total 600 | 150 38,920 0 0 Commodity Options 22:37 Page 6 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Dec 10 Underlying Price 2005 Indicative a-t-m Vol 28.27 Time to expiry: 98 Day| | 1600 8 +2 28.66 19 15 0 | 0 1,175 0 0 1700 19 +3 28.66 164 49 0 | 0 1,000 0 0 1750 27 +3 28.66 180 180 0 | 0 600 0 0 1775 33 +4 28.66 0 | 0 100 0 0 1800 39 +4 28.63 205 205 200 | 0 575 0 0 1850 53 +5 28.46 34 34 200 | 0 400 0 0 1900 68 +2 27.90 109 S 35 0 | 0 9,916 0 0 2000 115 +4 28.22 190 S 55 S 0 | 0 3,105 -150 0 2025 129 +4 28.44 124 S 124 S 0 | 0 100 0 0 2050 144 +4 28.63 122 S 75 0 | 0 2,400 0 0 2075 160 +5 28.68 0 | 0 100 0 0 2100 176 +5 28.84 287 81 0 | 0 6,816 0 0 2150 206 211 +6 29.06 206 206 206 117 100 | 0 1,025 0 0 2200 248 +6 29.25 145 137 0 | 0 3,376 0 0 2250 288 +7 29.58 185 163 0 | 0 3,630 0 0 2275 308 +7 29.70 183 S 163 0 | 0 1,300 0 0 2300 330 +8 29.87 217 171 0 | 0 2,940 0 0 2400 418 +9 30.57 256 S 256 S 0 | 0 250 0 0 Total 500 | 0 38,808 -150 0 | Mar 11 Underlying Price 2017 Indicative a-t-m Vol 25.98 Time to expiry: 188 Day| | 1700 33 +1 25.79 0 | 0 400 0 0 1800 58 +1 25.77 171 44 S 0 | 0 5,068 0 0 1850 74 +2 25.75 0 | 0 300 0 0 1900 94 +2 25.81 169 68 S 0 | 0 1,570 0 0 2000 141 +3 25.93 170 S 105 S 0 | 0 975 0 0 2025 155 +4 26.00 0 | 0 0 0 0 2050 169 +3 26.12 132 132 0 | 0 5,180 0 0 2100 200 +4 26.25 156 137 S 0 | 0 4,700 0 0 2150 233 +5 26.32 248 S 246 S 0 | 0 2,150 0 0 2200 267 +4 26.39 0 | 0 180 0 0 2250 305 +5 26.59 220 S 216 S 0 | 0 2,525 0 0 2300 345 +5 26.97 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 0 24,048 0 0 Commodity Options 22:37 Page 7 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 11 Underlying Price 2031 Indicative a-t-m Vol 26.81 Time to expiry: 248 Day| | 1750 59 0 26.12 54 54 0 | 0 1,800 0 0 1800 75 0 26.30 0 | 0 1,000 0 0 1900 115 +1 26.69 0 | 0 1,100 0 0 2000 163 +1 26.80 0 | 0 50 0 0 2025 176 +1 26.83 0 | 0 0 0 0 2050 189 0 26.74 148 148 0 | 0 7,500 0 0 2100 220 +1 26.94 0 | 0 1,000 0 0 2250 320 +1 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 0 | 0 16,200 0 0 | Jul 11 Underlying Price 2043 Indicative a-t-m Vol 26.58 Time to expiry: 310 Day| | 1750 70 0 25.82 65 65 0 | 0 1,800 0 0 2050 203 -1 26.58 0 | 0 0 0 0 2100 232 -1 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 2046 Indicative a-t-m Vol 27.88 Time to expiry: 372 Day| | 2050 232 0 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2047 Indicative a-t-m Vol 28.31 Time to expiry: 463 Day| | 2050 261 0 28.32 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 2041 Indicative a-t-m Vol 28.58 Time to expiry: 554 Day| | 2025 276 -3 28.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 2041 Indicative a-t-m Vol 28.71 Time to expiry: 615 Day| | 2025 292 -3 28.62 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 2045 Indicative a-t-m Vol 28.56 Time to expiry: 675 Day| | 2050 319 -3 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 1,100 | 150 119,781 -150 0 Commodity Options 22:37 Page 8 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Robusta Coffee | 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 1640 Indicative a-t-m Vol 29.11 Time to expiry: 57 Day| | 1350 298 -131 35.25 110 110 0 | 0 50 0 0 1400 252 -128 33.88 103 85 0 | 0 250 0 0 1450 209 -124 33.00 323 S 65 0 | 0 500 0 0 1500 169 -117 32.18 310 S 52 0 | 60 360 +60 0 1550 132 -110 31.16 107 107 0 | 0 75 0 0 1600 100 -97 30.26 223 S 39 S 0 | 60 1,560 +60 0 1650 110 70 -87 28.82 110 110 201 56 66 | 0 819 0 0 1700 53 53 -68 29.93 53 53 178 27 300 | 0 2,338 0 0 1750 39 -55 30.61 119 41 0 | 0 1,778 0 0 1800 27 -47 30.79 86 57 0 | 304 1,275 -300 0 1850 20 -35 31.49 78 46 0 | 54 404 +2 0 1900 25 15 -26 32.52 25 S 25 S 57 25 S 100 | 0 1,354 0 0 1950 11 -20 33.18 34 30 0 | 0 12 0 0 2000 8 -15 34.10 40 21 S 0 | 50 608 +50 0 2050 6 -13 35.10 19 S 19 S 0 | 0 200 0 0 Total 466 | 528 11,583 -128 0 | Jan 11 Underlying Price 1651 Indicative a-t-m Vol 27.06 Time to expiry: 113 Day| | 1450 226 -120 26.91 350 97 S 0 | 0 950 0 0 1500 188 -114 26.65 258 S 71 S 0 | 0 100 0 0 1550 153 -107 26.43 133 124 0 | 0 175 0 0 1600 125 -96 26.90 164 58 0 | 0 589 0 0 1650 102 100 -86 27.06 102 98 S 145 98 S 400 | 0 450 0 0 1700 100 78 -77 26.90 100 81 146 69 S 250 | 0 934 0 0 1750 61 -67 27.23 148 82 S 0 | 120 1,078 +120 0 1800 48 -57 27.68 120 51 S 0 | 0 1,402 0 0 1850 38 -48 28.22 93 59 S 0 | 0 970 0 0 1900 32 -42 29.59 0 | 0 500 0 0 1950 27 -36 30.86 41 S 41 S 0 | 0 500 0 0 2000 23 -31 31.93 65 36 S 0 | 0 900 0 0 2050 19 -27 32.69 48 S 47 S 0 | 0 200 0 0 2100 17 -22 33.60 47 S 28 S 0 | 0 1,050 0 0 2400 7 -11 38.52 20 5 S 0 | 0 450 0 0 Total 650 | 120 10,248 +120 0 Commodity Options 22:37 Page 9 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Robusta Coffee | 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 1663 Indicative a-t-m Vol 27.11 Time to expiry: 176 Day| | 1550 185 -100 26.93 211 S 81 S 0 | 0 500 0 0 1700 138 109 -75 27.17 138 107 138 107 150 | 0 0 0 0 1750 113 92 -66 27.58 113 113 179 113 50 | 100 500 +100 0 1800 94 77 -60 27.97 94 94 150 94 50 | 100 650 0 0 1900 55 -47 29.11 0 | 0 500 0 0 1950 47 -41 29.65 0 | 0 1,450 0 0 2000 40 -36 30.31 57 S 57 S 0 | 0 350 0 0 2500 11 -12 35.85 28 9 S 0 | 0 250 0 0 Total 250 | 200 4,200 +100 0 | May 11 Underlying Price 1671 Indicative a-t-m Vol 29.09 Time to expiry: 239 Day| | 1800 114 -66 30.55 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1670 Indicative a-t-m Vol 29.37 Time to expiry: 295 Day| | 1800 134 -67 30.94 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1663 Indicative a-t-m Vol 29.00 Time to expiry: 358 Day| | 1800 156 -71 31.92 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1659 Indicative a-t-m Vol 28.73 Time to expiry: 421 Day| | 1800 168 -71 31.38 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1654 Indicative a-t-m Vol 28.59 Time to expiry: 484 Day| | 1800 179 -72 31.11 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1604 Indicative a-t-m Vol 28.16 Time to expiry: 540 Day| | 1750 177 -72 30.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 1,366 | 848 26,031 +92 0 Commodity Options 22:37 Page 10 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Robusta Coffee | Puts | 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 1640 Indicative a-t-m Vol 29.11 Time to expiry: 57 Day| | 1200 2 +2 38.94 51 4 0 | 0 1,060 0 0 1250 3 +2 37.87 34 34 0 | 0 100 0 0 1300 5 +4 36.75 98 5 0 | 0 2,484 0 0 1350 8 +6 35.25 70 2 0 | 60 485 0 0 1400 12 +9 33.88 95 20 0 | 0 215 0 0 1450 19 +13 33.00 110 23 0 | 0 200 0 0 1500 25 29 +20 32.18 25 25 161 25 30 | 0 2,000 0 0 1550 25 42 +27 31.16 25 25 98 15 505 | 10 1,292 +10 0 1600 60 +40 30.26 122 26 100 | 0 1,234 0 0 1650 55 80 +50 28.82 78 55 S 156 39 S 200 | 0 2,739 0 0 1700 113 +69 29.93 98 52 S 250 | 0 4,450 0 0 1750 149 +82 30.61 128 70 500 | 0 2,003 0 0 1800 187 +90 30.79 159 72 0 | 800 1,627 +150 0 1850 230 +102 31.49 126 100 0 | 100 500 +100 0 1900 275 +111 32.52 160 134 0 | 100 250 +100 0 Total 1,585 | 1,070 20,639 +360 0 | Jan 11 Underlying Price 1651 Indicative a-t-m Vol 27.06 Time to expiry: 113 Day| | 1000 CAB 0 33.67 1 1 0 | 0 100 0 0 1350 10 +7 27.36 66 66 0 | 0 100 0 0 1400 16 +10 27.17 0 | 0 2,150 0 0 1450 25 +16 26.91 123 S 25 0 | 0 5,298 0 0 1500 37 +22 26.65 36 36 0 | 0 100 0 0 1550 52 +29 26.43 0 | 0 250 0 0 1600 50 74 +40 26.90 80 50 80 50 528 | 0 1,050 0 0 1650 70 99 +50 27.06 108 S 65 108 S 40 372 | 50 4,750 -20 0 1700 100 127 +59 26.90 100 100 126 66 S 100 | 600 1,339 +600 0 1750 160 +69 27.23 138 100 S 0 | 0 513 0 0 1800 197 +79 27.68 170 100 0 | 100 464 +100 0 1850 237 +88 28.22 125 124 0 | 100 100 +100 0 Total 1,000 | 850 16,214 +780 0 | Mar 11 Underlying Price 1663 Indicative a-t-m Vol 27.11 Time to expiry: 176 Day| | 1400 28 +17 27.06 0 | 0 100 0 0 1550 72 +37 26.93 0 | 0 200 0 0 1800 214 +77 27.97 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 22:37 Page 11 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Robusta Coffee | 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 1671 Indicative a-t-m Vol 29.09 Time to expiry: 239 Day| | 1800 243 +67 30.55 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1670 Indicative a-t-m Vol 29.37 Time to expiry: 295 Day| | 1800 264 +65 30.94 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1663 Indicative a-t-m Vol 29.00 Time to expiry: 358 Day| | 1800 293 +66 31.92 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1659 Indicative a-t-m Vol 28.73 Time to expiry: 421 Day| | 1800 309 +66 31.38 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1654 Indicative a-t-m Vol 28.59 Time to expiry: 484 Day| | 1800 325 +65 31.11 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1604 Indicative a-t-m Vol 28.16 Time to expiry: 540 Day| | 1750 323 +65 30.01 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 2,585 | 1,920 37,153 +1,140 0 Commodity Options 22:37 Page 12 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Oct 10 Underlying Price 569.90 Indicative a-t-m Vol 43.45 Time to expiry: 8 Day| | 45000 119.90 -7.90 39.61 27.00 27.00 0 | 0 3,590 0 0 46000 109.90 -7.90 39.93 20.00 18.50 0 | 0 330 0 0 47000 99.90 -7.90 40.25 0 | 0 350 0 0 50000 70.10 -7.75 41.17 22.00 22.00 0 | 0 270 0 0 52000 50.90 -7.25 41.27 21.50 21.50 0 | 0 5 0 0 53000 41.85 -6.70 41.27 67.75 10.50 0 | 0 258 0 0 54000 33.45 -6.00 41.44 6.00 6.00 0 | 0 250 0 0 55000 26.10 -5.05 42.13 13.85 S 13.85 S 0 | 0 120 0 0 57000 14.60 -3.10 43.46 32.00 11.30 S 100 | 0 336 0 0 58000 10.30 -2.25 43.60 0 | 0 0 0 0 59000 7.00 -1.50 43.61 0 | 0 100 0 0 60000 4.55 -0.95 43.64 19.00 3.60 S 0 | 0 1,250 0 0 Total 100 | 0 6,859 0 0 | Dec 10 Underlying Price 517.30 Indicative a-t-m Vol 35.97 Time to expiry: 69 Day| | 52000 31.25 -2.95 35.97 0 | 0 0 0 0 57000 14.05 -1.80 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 511.20 Indicative a-t-m Vol 27.90 Time to expiry: 161 Day| | 45000 74.20 -1.50 27.90 0 | 0 200 0 0 51000 38.40 -1.10 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 494.40 Indicative a-t-m Vol 27.77 Time to expiry: 220 Day| | 47000 54.80 -0.75 27.77 0 | 0 50 0 0 50000 40.05 -0.60 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 477.30 Indicative a-t-m Vol 27.99 Time to expiry: 311 Day| | 48000 47.95 +0.55 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 469.50 Indicative a-t-m Vol 28.03 Time to expiry: 373 Day| | 47000 52.75 -0.35 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:37 Page 13 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Dec 11 Underlying Price 461.20 Indicative a-t-m Vol 27.99 Time to expiry: 434 Day| | 46000 56.55 +0.65 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 454.20 Indicative a-t-m Vol 27.99 Time to expiry: 526 Day| | 46000 58.20 -0.50 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 100 | 0 7,309 0 0 Commodity Options 22:37 Page 14 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Oct 10 Underlying Price 569.90 Indicative a-t-m Vol 43.45 Time to expiry: 8 Day| | 39000 CAB 0.00 37.84 10.50 10.50 0 | 0 170 0 0 42000 CAB 0.00 38.62 21.00 21.00 0 | 0 85 0 0 46000 CAB 0.00 39.93 0 | 0 200 0 0 48000 CAB 0.00 40.56 0 | 0 150 0 0 50000 0.20 +0.15 41.17 13.10 S 13.10 S 0 | 0 306 0 0 53000 1.95 +1.20 41.27 0 | 0 100 0 0 55000 6.20 +2.85 42.13 23.40 S 23.00 S 0 | 0 200 0 0 58000 20.40 +5.65 43.60 0 | 0 0 0 0 Total 0 | 0 1,211 0 0 | Dec 10 Underlying Price 517.30 Indicative a-t-m Vol 35.97 Time to expiry: 69 Day| | 50000 24.00 +1.70 35.95 92.00 75.00 0 | 0 130 0 0 52000 33.95 +2.25 35.97 0 | 0 0 0 0 53000 39.60 +2.45 35.98 0 | 0 120 0 0 57000 66.75 +3.40 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 74.45 +3.60 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 511.20 Indicative a-t-m Vol 27.90 Time to expiry: 161 Day| | 51000 37.20 +0.70 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 494.40 Indicative a-t-m Vol 27.77 Time to expiry: 220 Day| | 47000 30.40 +0.25 27.77 0 | 0 50 0 0 50000 45.65 +0.40 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 477.30 Indicative a-t-m Vol 27.99 Time to expiry: 311 Day| | 48000 50.65 -0.55 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 469.50 Indicative a-t-m Vol 28.03 Time to expiry: 373 Day| | 47000 53.25 +0.15 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:37 Page 15 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 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 | | Dec 11 Underlying Price 461.20 Indicative a-t-m Vol 27.99 Time to expiry: 434 Day| | 46000 55.35 -0.55 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 454.20 Indicative a-t-m Vol 27.99 Time to expiry: 526 Day| | 46000 64.00 +0.30 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 1,751 0 0 Commodity Options 22:37 Page 16 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Feed Wheat | 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 146.75 Indicative a-t-m Vol 43.39 Time to expiry: 51 Day| | 10500 41.85 -3.15 40.15 25.00 5.00 0 | 0 1 0 0 11000 36.95 -3.15 40.10 45.00 4.25 0 | 0 23 0 0 11300 34.05 -3.15 39.63 23.00 4.50 0 | 0 2 0 0 11400 33.10 -3.10 39.33 2.25 2.25 0 | 0 4 0 0 11500 32.15 -3.10 39.16 3.75 3.75 0 | 0 2 0 0 11600 31.20 -3.10 39.09 4.40 4.40 0 | 0 10 0 0 13200 17.60 -2.65 39.10 6.00 6.00 0 | 0 5 0 0 13600 15.00 -2.40 40.24 4.00 4.00 0 | 0 3 0 0 13700 14.40 -2.40 40.59 8.20 8.20 0 | 0 8 0 0 13900 13.25 -2.30 41.11 3.50 3.50 0 | 0 10 0 0 14000 12.75 -2.20 41.54 4.70 4.70 0 | 0 43 0 0 14500 10.35 -1.95 43.03 7.00 6.80 0 | 0 12 0 0 14600 9.90 -1.95 43.28 6.75 6.75 0 | 0 7 0 0 15000 8.35 -1.70 44.24 3.50 3.50 0 | 0 20 0 0 16000 5.65 -1.30 47.96 2.50 2.50 0 | 0 20 0 0 18000 1.70 -0.60 46.52 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 190 0 0 | Jan 11 Underlying Price 149.50 Indicative a-t-m Vol 36.82 Time to expiry: 107 Day| | 12000 31.35 -1.80 36.82 4.90 4.90 0 | 0 8 0 0 15200 10.80 -1.10 36.81 0 | 0 0 0 0 Total 0 | 0 8 0 0 | Mar 11 Underlying Price 153.00 Indicative a-t-m Vol 33.89 Time to expiry: 170 Day| | 10500 48.65 -1.40 33.89 29.00 9.00 0 | 0 1 0 0 10700 46.80 -1.40 33.89 9.50 9.50 0 | 0 5 0 0 15400 13.70 -0.80 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 153.00 Indicative a-t-m Vol 37.41 Time to expiry: 233 Day| | 12800 32.10 -1.95 37.41 11.00 11.00 0 | 0 3 0 0 13100 30.10 -1.95 37.41 7.35 7.35 0 | 0 2 0 0 15600 16.95 -1.40 37.41 0 | 0 0 0 0 16500 13.50 -1.25 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 | Jul 11 Underlying Price 153.60 Indicative a-t-m Vol 25.57 Time to expiry: 289 Day| | 15600 12.90 -1.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:37 Page 17 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Feed Wheat | Calls | Exercise Opening Settlement Volatility Daily Lifetime Total | Official Open Price Trans Price Change % High Low High Low Volume | Volume Interest Change Exercises | | Nov 11 Underlying Price 122.65 Indicative a-t-m Vol 25.57 Time to expiry: 415 Day| | 12600 11.90 -1.60 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 126.30 Indicative a-t-m Vol 29.37 Time to expiry: 471 Day| | 12900 15.60 -1.70 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 127.15 Indicative a-t-m Vol 25.57 Time to expiry: 534 Day| | 13000 14.45 -1.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 127.15 Indicative a-t-m Vol 25.57 Time to expiry: 597 Day| | 13000 15.35 -1.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 123.15 Indicative a-t-m Vol 25.57 Time to expiry: 779 Day| | 12600 17.10 -1.70 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 210 0 0 Commodity Options 22:37 Page 18 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Feed Wheat | Puts | 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 146.75 Indicative a-t-m Vol 43.39 Time to expiry: 51 Day| | 15000 11.60 +1.50 44.24 0 | 0 0 0 0 15500 15.25 +1.70 46.78 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 149.50 Indicative a-t-m Vol 36.82 Time to expiry: 107 Day| | 15200 13.30 +0.90 36.81 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 153.00 Indicative a-t-m Vol 33.89 Time to expiry: 170 Day| | 15400 14.70 +0.65 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 153.00 Indicative a-t-m Vol 37.41 Time to expiry: 233 Day| | 13600 10.00 +0.65 37.41 15.60 15.60 0 | 0 10 0 0 15600 19.95 +1.10 37.41 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 153.60 Indicative a-t-m Vol 25.57 Time to expiry: 289 Day| | 15600 15.30 +1.15 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 122.65 Indicative a-t-m Vol 25.57 Time to expiry: 415 Day| | 12600 15.25 +1.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 126.30 Indicative a-t-m Vol 29.37 Time to expiry: 471 Day| | 12900 18.30 +1.30 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 127.15 Indicative a-t-m Vol 25.57 Time to expiry: 534 Day| | 13000 17.30 +1.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:37 Page 19 Business Day Tue 24 Aug 2010 | Previous Business Day | Mon 23 Aug 2010 Feed 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 127.15 Indicative a-t-m Vol 25.57 Time to expiry: 597 Day| | 13000 18.20 +1.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 123.15 Indicative a-t-m Vol 25.57 Time to expiry: 779 Day| | 12600 19.95 +1.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0