Commodity Options Summary 22:06 Page 1 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 4,030 0 4,030 | 2,765 202,147 +985 Robusta Coffee 1,864 0 1,864 | 3,951 64,191 +1,007 White Sugar 0 0 0 | 100 9,110 +50 Feed Wheat 0 0 0 | 0 221 0 Comments Commodity Options 22:06 Page 2 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 2053 Indicative a-t-m Vol 31.01 Time to expiry: 6 Day| | 1750 303 -40 32.01 625 528 0 | 0 100 0 0 2000 69 -33 32.15 220 220 0 | 0 1,175 0 0 2100 17 -18 30.78 347 S 84 0 | 0 1,400 0 0 2150 6 -10 30.33 267 267 0 | 500 1,875 +500 0 2175 4 -7 30.77 0 | 0 200 0 0 2200 2 -5 31.11 293 S 180 0 | 0 1,550 0 0 2250 1 -2 31.40 230 80 0 | 0 2,324 0 0 2275 CAB -2 31.59 94 92 0 | 0 90 0 0 2300 CAB -1 31.81 194 4 0 | 0 3,175 0 0 2325 CAB -1 32.48 183 183 0 | 0 500 0 0 2350 CAB 0 33.32 165 S 37 S 0 | 0 450 0 0 2375 CAB 0 34.03 160 S 112 S 0 | 0 300 0 0 2400 CAB 0 34.74 226 S 75 0 | 0 2,775 0 0 2450 CAB 0 35.61 117 S 62 0 | 0 4,200 0 0 2500 CAB 0 35.72 188 S 3 0 | 150 860 -80 0 2600 CAB 0 36.31 59 S 59 S 0 | 0 1,050 0 0 2650 CAB 0 36.68 67 23 0 | 0 1,674 0 0 2700 CAB 0 36.75 149 3 S 0 | 0 2,130 0 0 2850 CAB 0 37.71 60 60 0 | 0 100 0 0 3000 CAB 0 38.70 135 1 0 | 0 6,557 0 0 Total 0 | 650 32,485 +420 0 Commodity Options 22:06 Page 3 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1967 Indicative a-t-m Vol 28.32 Time to expiry: 97 Day| | 1600 377 -36 28.66 588 520 0 | 0 1,850 0 0 1750 251 -31 28.66 563 479 0 | 0 2,020 0 0 2000 107 101 -19 28.50 108 S 107 S 108 S 107 S 100 | 0 350 0 0 2025 91 -18 28.54 110 S 110 S 0 | 0 60 0 0 2050 82 -17 28.63 126 S 118 S 0 | 0 215 0 0 2100 66 -15 28.76 0 | 500 625 +500 0 2125 59 -14 28.83 65 65 0 | 15 15 +15 0 2150 52 -14 28.92 0 | 0 100 0 0 2200 47 42 -11 29.09 48 S 47 S 235 47 S 100 | 0 3,086 0 0 2250 33 -10 29.38 174 S 150 0 | 0 1,500 0 0 2275 30 -8 29.52 200 105 0 | 0 25 0 0 2300 26 -9 29.68 149 S 149 S 0 | 500 4,300 0 0 2325 23 -8 29.79 184 100 0 | 0 250 0 0 2350 21 -7 29.89 173 149 0 | 0 554 0 0 2400 16 -7 30.14 151 S 22 0 | 0 3,927 0 0 2425 14 -6 30.26 0 | 0 100 0 0 2450 13 -5 30.45 114 59 S 0 | 0 654 0 0 2475 11 -5 30.58 128 128 0 | 0 50 0 0 2500 10 -5 30.64 190 S 14 0 | 0 1,100 0 0 2550 8 -4 30.83 41 S 41 S 0 | 0 100 0 0 2600 6 -3 31.06 90 65 S 0 | 0 2,080 0 0 2800 2 -2 32.28 64 9 0 | 0 4,184 0 0 Total 200 | 1,015 27,145 +515 0 | Mar 11 Underlying Price 1979 Indicative a-t-m Vol 25.89 Time to expiry: 187 Day| | 1600 400 -34 25.86 567 567 0 | 0 100 0 0 2000 142 137 -21 25.93 142 S 142 S 450 S 142 S 40 | 0 5,482 0 0 2025 127 -20 26.00 0 | 0 0 0 0 2050 118 -18 26.12 500 | 0 120 0 0 2100 110 100 -17 26.25 110 110 110 110 1,000 | 0 0 0 0 2150 85 -15 26.32 236 S 234 S 0 | 0 950 0 0 2200 71 -13 26.39 270 270 0 | 0 850 0 0 2250 60 -12 26.59 204 S 197 S 0 | 0 2,800 0 0 2300 52 -10 26.97 188 S 188 S 0 | 0 1,450 0 0 2400 39 -8 27.84 280 S 90 0 | 0 1,696 0 0 2450 33 -7 28.10 188 138 S 0 | 0 375 0 0 2500 28 -6 28.27 134 105 S 0 | 0 562 0 0 3000 4 -2 29.19 203 S 31 S 0 | 0 2,501 0 0 Total 1,540 | 0 16,886 0 0 Commodity Options 22:06 Page 4 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1991 Indicative a-t-m Vol 26.78 Time to expiry: 247 Day| | 1800 276 -30 26.30 418 418 0 | 0 1,750 0 0 2025 160 -22 26.83 0 | 0 0 0 0 2250 87 -14 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 2005 Indicative a-t-m Vol 26.58 Time to expiry: 309 Day| | 2050 176 -20 26.58 0 | 0 0 0 0 2200 122 -16 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 2003 Indicative a-t-m Vol 27.73 Time to expiry: 371 Day| | 2050 204 -24 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2007 Indicative a-t-m Vol 28.17 Time to expiry: 462 Day| | 2050 236 -22 28.32 0 | 0 0 0 0 3000 48 -7 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 2006 Indicative a-t-m Vol 28.45 Time to expiry: 553 Day| | 2050 262 -20 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 2001 Indicative a-t-m Vol 28.47 Time to expiry: 614 Day| | 2050 276 -23 28.76 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 2005 Indicative a-t-m Vol 28.06 Time to expiry: 674 Day| | 2050 291 -23 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 1,740 | 1,665 82,316 +935 0 Commodity Options 22:06 Page 5 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 2053 Indicative a-t-m Vol 31.01 Time to expiry: 6 Day| | 1500 CAB 0 32.01 222 6 0 | 0 200 0 0 1650 CAB 0 32.01 12 S 3 0 | 0 450 0 0 1700 CAB 0 32.01 120 42 0 | 0 2,350 0 0 1725 CAB 0 32.01 84 S 84 S 0 | 0 350 0 0 1750 CAB 0 32.01 108 49 0 | 0 880 0 0 1775 CAB 0 32.01 113 113 0 | 0 700 0 0 1800 CAB 0 32.01 168 1 0 | 0 2,125 0 0 1850 CAB 0 32.00 133 S 35 0 | 0 130 0 0 1900 1 0 32.02 209 S 1 0 | 0 1,850 0 0 1925 3 +1 32.03 0 | 0 55 0 0 1950 5 +2 32.15 47 1 0 | 0 2,184 0 0 1975 10 +5 32.28 0 | 0 15 0 0 2000 16 +7 32.15 199 S 4 S 0 | 500 3,800 -350 0 2050 34 +14 31.03 9 S 9 S 0 | 0 650 0 0 2075 47 +17 30.84 30 30 0 | 0 100 0 0 2100 53 64 +22 30.78 60 S 53 S 310 S 18 S 75 | 50 2,890 0 0 2125 82 +26 30.57 50 17 0 | 0 120 0 0 2150 103 +30 30.33 132 S 25 0 | 0 2,400 0 0 2175 126 +33 30.77 40 40 0 | 0 350 0 0 2200 126 149 +35 31.11 138 S 126 S 138 S 28 75 | 50 4,511 0 0 2225 173 +37 31.30 222 48 0 | 0 20 0 0 2250 198 +38 31.40 150 S 58 0 | 0 2,800 0 0 2300 247 +39 31.81 304 43 0 | 0 4,540 0 0 2325 272 +39 32.48 278 115 0 | 0 750 0 0 2350 297 +40 33.32 162 S 69 0 | 0 1,100 0 0 2375 322 +40 34.03 160 S 126 S 0 | 0 450 0 0 2400 347 +40 34.74 330 S 105 S 0 | 0 2,150 0 0 2450 397 +40 35.61 141 S 118 S 0 | 0 650 0 0 Total 150 | 600 38,570 -350 0 Commodity Options 22:06 Page 6 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1967 Indicative a-t-m Vol 28.32 Time to expiry: 97 Day| | 1600 10 +2 28.66 19 15 0 | 0 1,175 0 0 1700 23 +4 28.66 164 49 0 | 0 1,000 0 0 1750 34 +7 28.66 180 180 0 | 0 600 0 0 1775 40 +7 28.66 0 | 0 100 0 0 1800 47 +8 28.63 205 205 0 | 200 775 +200 0 1850 63 +10 28.46 34 34 0 | 200 600 +200 0 1900 83 +15 28.36 109 S 35 0 | 0 9,916 0 0 2000 120 134 +19 28.50 120 S 120 S 190 S 55 S 550 | 0 3,105 0 0 2025 149 +20 28.54 124 S 124 S 0 | 0 100 0 0 2050 165 +21 28.63 122 S 75 0 | 0 2,400 0 0 2075 181 +21 28.68 0 | 0 100 0 0 2100 199 +23 28.76 287 81 0 | 0 6,816 0 0 2150 218 235 +24 28.92 218 S 218 S 218 S 117 50 | 100 1,025 0 0 2200 275 +27 29.09 145 137 500 | 0 3,376 0 0 2250 316 +28 29.38 185 163 0 | 0 3,630 0 0 2275 338 +30 29.52 183 S 163 0 | 0 1,300 0 0 2300 359 +29 29.68 217 171 0 | 0 2,940 0 0 2400 449 +31 30.14 256 S 256 S 0 | 0 250 0 0 Total 1,100 | 500 39,208 +400 0 | Mar 11 Underlying Price 1979 Indicative a-t-m Vol 25.89 Time to expiry: 187 Day| | 1700 39 +6 25.79 0 | 0 400 0 0 1800 68 +10 25.77 171 44 S 0 | 0 5,068 0 0 1825 67 75 +9 25.53 67 67 67 67 1,000 | 0 0 0 0 1850 86 +12 25.75 0 | 0 300 0 0 1900 107 +13 25.81 169 68 S 0 | 0 1,570 0 0 2000 155 158 +17 25.93 155 S 155 S 170 S 105 S 40 | 0 975 0 0 2025 173 +18 26.00 0 | 0 0 0 0 2050 189 +20 26.12 132 132 0 | 0 5,180 0 0 2100 221 +21 26.25 156 137 S 0 | 0 4,700 0 0 2150 256 +23 26.32 248 S 246 S 0 | 0 2,150 0 0 2200 292 +25 26.39 0 | 0 180 0 0 2250 331 +26 26.59 220 S 216 S 0 | 0 2,525 0 0 2300 373 +28 26.97 248 S 248 S 0 | 0 1,000 0 0 Total 1,040 | 0 24,048 0 0 Commodity Options 22:06 Page 7 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1991 Indicative a-t-m Vol 26.78 Time to expiry: 247 Day| | 1750 68 +9 26.12 54 54 0 | 0 1,800 0 0 1800 85 +10 26.30 0 | 0 1,000 0 0 1900 129 +14 26.69 0 | 0 1,100 0 0 2000 180 +17 26.80 0 | 0 50 0 0 2025 194 +18 26.83 0 | 0 0 0 0 2050 208 +19 26.74 148 148 0 | 0 7,500 0 0 2100 241 +21 26.94 0 | 0 1,000 0 0 2250 346 +26 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 0 | 0 16,200 0 0 | Jul 11 Underlying Price 2005 Indicative a-t-m Vol 26.58 Time to expiry: 309 Day| | 1750 78 +8 25.82 65 65 0 | 0 1,800 0 0 2050 221 +18 26.58 0 | 0 0 0 0 2100 251 +19 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 2003 Indicative a-t-m Vol 27.73 Time to expiry: 371 Day| | 2050 251 +19 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2007 Indicative a-t-m Vol 28.17 Time to expiry: 462 Day| | 2050 279 +18 28.32 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 2006 Indicative a-t-m Vol 28.45 Time to expiry: 553 Day| | 2050 306 +15 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 2001 Indicative a-t-m Vol 28.47 Time to expiry: 614 Day| | 2050 325 +17 28.76 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 2005 Indicative a-t-m Vol 28.06 Time to expiry: 674 Day| | 2050 336 +17 28.61 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 2,290 | 1,100 119,831 +50 0 Commodity Options 22:06 Page 8 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1591 Indicative a-t-m Vol 31.33 Time to expiry: 56 Day| | 1350 253 -45 34.92 110 110 0 | 0 50 0 0 1400 209 -43 33.54 103 85 0 | 0 250 0 0 1450 168 -41 32.47 323 S 65 0 | 0 500 0 0 1500 131 -38 31.49 310 S 52 0 | 0 360 0 0 1550 99 -33 30.86 107 107 0 | 0 75 0 0 1600 75 -25 31.43 223 S 39 S 0 | 0 1,560 0 0 1650 54 59 -11 33.53 61 54 201 54 350 | 66 819 0 0 1700 44 48 -5 35.61 45 44 178 27 225 | 300 2,438 +100 0 1750 38 38 -1 37.11 40 38 119 38 400 | 0 1,778 0 0 1800 30 +3 38.35 86 57 0 | 0 1,275 0 0 1850 18 24 +4 39.39 19 18 78 18 10 | 0 404 0 0 1900 18 +3 39.68 57 25 S 0 | 100 1,400 +46 0 1950 13 +2 39.79 34 30 0 | 0 12 0 0 2000 9 +1 40.13 40 21 S 0 | 0 608 0 0 2050 7 +1 40.36 19 S 19 S 0 | 0 200 0 0 Total 985 | 466 11,729 +146 0 | Jan 11 Underlying Price 1607 Indicative a-t-m Vol 28.18 Time to expiry: 112 Day| | 1450 193 -33 27.77 350 97 S 0 | 0 950 0 0 1500 158 -30 27.77 258 S 71 S 0 | 0 100 0 0 1550 128 -25 27.77 133 124 0 | 0 175 0 0 1600 103 -22 28.06 164 58 0 | 0 589 0 0 1650 84 -16 28.91 145 98 S 0 | 400 600 +150 0 1700 75 70 -8 30.01 75 75 146 69 S 20 | 250 1,184 +250 0 1750 56 -5 30.39 148 82 S 0 | 0 1,078 0 0 1800 48 44 -4 30.79 48 48 120 48 100 | 0 1,402 0 0 1850 35 -3 31.18 93 59 S 0 | 0 970 0 0 1900 28 -4 31.61 0 | 0 500 0 0 1950 22 -5 32.06 41 S 41 S 0 | 0 500 0 0 2000 18 -5 32.65 65 36 S 0 | 0 900 0 0 2050 15 -4 33.28 48 S 47 S 0 | 0 200 0 0 2100 12 -5 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 5 -2 37.97 20 5 S 0 | 0 450 0 0 Total 120 | 650 10,648 +400 0 Commodity Options 22:06 Page 9 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1626 Indicative a-t-m Vol 27.04 Time to expiry: 175 Day| | 1550 160 -25 26.93 211 S 81 S 0 | 0 500 0 0 1650 111 -20 27.09 0 | 0 0 0 0 1700 91 -18 27.17 138 107 0 | 150 150 +150 0 1750 76 -16 27.58 179 113 0 | 50 550 +50 0 1800 63 -14 27.97 150 94 0 | 50 650 0 0 1900 45 -10 29.12 0 | 0 500 0 0 1950 40 -7 30.41 250 | 0 1,450 0 0 2000 33 -7 30.31 57 S 57 S 0 | 0 350 0 0 2500 9 -2 35.85 28 9 S 0 | 0 250 0 0 Total 250 | 250 4,400 +200 0 | May 11 Underlying Price 1638 Indicative a-t-m Vol 28.66 Time to expiry: 238 Day| | 1650 147 -18 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1649 Indicative a-t-m Vol 29.30 Time to expiry: 294 Day| | 1650 172 -12 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1642 Indicative a-t-m Vol 28.72 Time to expiry: 357 Day| | 1650 183 -12 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1638 Indicative a-t-m Vol 28.53 Time to expiry: 420 Day| | 1650 195 -12 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1633 Indicative a-t-m Vol 28.40 Time to expiry: 483 Day| | 1650 206 -12 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1583 Indicative a-t-m Vol 28.04 Time to expiry: 539 Day| | 1600 208 -12 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 1,355 | 1,366 26,777 +746 0 Commodity Options 22:06 Page 10 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1591 Indicative a-t-m Vol 31.33 Time to expiry: 56 Day| | 1200 3 +1 38.60 51 4 0 | 0 1,060 0 0 1250 5 +2 37.54 34 34 0 | 0 100 0 0 1300 8 +3 36.41 98 5 0 | 0 2,484 0 0 1350 12 +4 34.92 70 2 0 | 0 485 0 0 1400 18 +6 33.54 95 20 0 | 0 215 0 0 1450 27 +8 32.47 110 23 0 | 0 200 0 0 1500 40 +11 31.49 161 25 0 | 30 2,020 +20 0 1550 50 58 +16 30.86 65 50 98 15 109 | 505 1,297 +5 0 1600 84 +24 31.43 122 26 0 | 100 1,234 0 0 1650 118 +38 33.53 156 39 S 400 | 200 2,789 +50 0 1700 157 +44 35.61 98 52 S 0 | 250 4,450 0 0 1750 197 +48 37.11 128 70 0 | 500 1,863 -140 0 1800 239 +52 38.35 159 72 0 | 0 1,627 0 0 1850 283 +53 39.39 126 100 0 | 0 500 0 0 1900 327 +52 39.68 160 134 0 | 0 250 0 0 Total 509 | 1,585 20,574 -65 0 | Jan 11 Underlying Price 1607 Indicative a-t-m Vol 28.18 Time to expiry: 112 Day| | 1000 1 +1 34.37 1 1 0 | 0 100 0 0 1350 15 +5 28.06 66 66 0 | 0 100 0 0 1400 24 +8 27.87 0 | 0 2,150 0 0 1450 36 +11 27.77 123 S 25 0 | 0 5,298 0 0 1500 51 +14 27.77 36 36 0 | 0 100 0 0 1550 71 +19 27.77 0 | 0 250 0 0 1600 96 +22 28.06 80 50 0 | 528 1,506 +456 0 1650 127 +28 28.91 108 S 40 0 | 372 4,620 -130 0 1700 163 +36 30.01 126 66 S 0 | 100 1,339 0 0 1750 199 +39 30.39 138 100 S 0 | 0 513 0 0 1800 237 +40 30.79 170 100 0 | 0 464 0 0 1850 278 +41 31.18 125 124 0 | 0 100 0 0 Total 0 | 1,000 16,540 +326 0 | Mar 11 Underlying Price 1626 Indicative a-t-m Vol 27.04 Time to expiry: 175 Day| | 1400 34 +6 27.06 0 | 0 100 0 0 1550 84 +12 26.93 0 | 0 200 0 0 1650 135 +17 27.09 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 22:06 Page 11 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 1638 Indicative a-t-m Vol 28.66 Time to expiry: 238 Day| | 1650 159 +15 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1649 Indicative a-t-m Vol 29.30 Time to expiry: 294 Day| | 1650 173 +9 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1642 Indicative a-t-m Vol 28.72 Time to expiry: 357 Day| | 1650 191 +9 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1638 Indicative a-t-m Vol 28.53 Time to expiry: 420 Day| | 1650 207 +9 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1633 Indicative a-t-m Vol 28.40 Time to expiry: 483 Day| | 1650 223 +9 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1583 Indicative a-t-m Vol 28.04 Time to expiry: 539 Day| | 1600 225 +9 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 509 | 2,585 37,414 +261 0 Commodity Options 22:06 Page 12 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 586.90 Indicative a-t-m Vol 43.61 Time to expiry: 7 Day| | 45000 136.90 +17.00 39.61 27.00 27.00 0 | 0 3,590 0 0 46000 126.90 +17.00 39.93 20.00 18.50 0 | 0 330 0 0 47000 116.90 +17.00 40.25 0 | 0 350 0 0 50000 86.90 +16.80 41.17 22.00 22.00 0 | 0 270 0 0 52000 67.10 +16.20 41.27 21.50 21.50 0 | 0 5 0 0 53000 57.35 +15.50 41.27 67.75 10.50 0 | 0 258 0 0 54000 47.95 +14.50 41.44 6.00 6.00 0 | 0 250 0 0 55000 39.10 +13.00 42.13 13.85 S 13.85 S 0 | 0 120 0 0 57000 23.95 +9.35 43.46 32.00 11.30 S 0 | 100 386 +50 0 59000 12.70 +5.70 43.61 0 | 0 100 0 0 60000 8.70 +4.15 43.64 19.00 3.60 S 0 | 0 1,250 0 0 Total 0 | 100 6,909 +50 0 | Dec 10 Underlying Price 530.90 Indicative a-t-m Vol 35.98 Time to expiry: 68 Day| | 52000 38.50 +7.25 35.97 0 | 0 0 0 0 57000 18.25 +4.20 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 523.70 Indicative a-t-m Vol 27.90 Time to expiry: 160 Day| | 45000 84.15 +9.95 27.90 0 | 0 200 0 0 51000 45.40 +7.00 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 505.30 Indicative a-t-m Vol 27.77 Time to expiry: 219 Day| | 47000 61.85 +7.05 27.77 0 | 0 50 0 0 49000 50.80 +6.20 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 484.80 Indicative a-t-m Vol 27.99 Time to expiry: 310 Day| | 48000 52.00 +4.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 475.60 Indicative a-t-m Vol 28.03 Time to expiry: 372 Day| | 47000 56.10 +3.35 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:06 Page 13 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 466.60 Indicative a-t-m Vol 27.99 Time to expiry: 433 Day| | 46000 59.55 +3.00 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 459.60 Indicative a-t-m Vol 27.99 Time to expiry: 525 Day| | 45000 65.60 +3.10 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 100 7,359 +50 0 Commodity Options 22:06 Page 14 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 586.90 Indicative a-t-m Vol 43.61 Time to expiry: 7 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 CAB -0.20 41.17 13.10 S 13.10 S 0 | 0 306 0 0 53000 0.45 -1.50 41.27 0 | 0 100 0 0 55000 2.20 -4.00 42.13 23.40 S 23.00 S 0 | 0 200 0 0 57000 7.05 -7.65 43.46 0 | 0 0 0 0 Total 0 | 0 1,211 0 0 | Dec 10 Underlying Price 530.90 Indicative a-t-m Vol 35.98 Time to expiry: 68 Day| | 50000 19.00 -5.00 35.95 92.00 75.00 0 | 0 130 0 0 52000 27.60 -6.35 35.97 0 | 0 0 0 0 53000 32.60 -7.00 35.98 0 | 0 120 0 0 57000 57.35 -9.40 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 64.55 -9.90 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 523.70 Indicative a-t-m Vol 27.90 Time to expiry: 160 Day| | 51000 31.70 -5.50 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 505.30 Indicative a-t-m Vol 27.77 Time to expiry: 219 Day| | 47000 26.55 -3.85 27.77 0 | 0 50 0 0 49000 35.50 -4.70 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 484.80 Indicative a-t-m Vol 27.99 Time to expiry: 310 Day| | 48000 47.20 -3.45 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 475.60 Indicative a-t-m Vol 28.03 Time to expiry: 372 Day| | 47000 50.50 -2.75 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:06 Page 15 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 466.60 Indicative a-t-m Vol 27.99 Time to expiry: 433 Day| | 46000 52.95 -2.40 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 459.60 Indicative a-t-m Vol 27.99 Time to expiry: 525 Day| | 45000 56.00 -2.30 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 1,751 0 0 Commodity Options 22:06 Page 16 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 147.30 Indicative a-t-m Vol 43.50 Time to expiry: 50 Day| | 10500 42.40 +0.55 40.15 25.00 5.00 0 | 0 1 0 0 11000 37.50 +0.55 40.10 45.00 4.25 0 | 0 23 0 0 11300 34.60 +0.55 39.63 23.00 4.50 0 | 0 2 0 0 11400 33.60 +0.50 39.33 2.25 2.25 0 | 0 4 0 0 11500 32.65 +0.50 39.16 3.75 3.75 0 | 0 2 0 0 11600 31.70 +0.50 39.09 4.40 4.40 0 | 0 10 0 0 13200 17.95 +0.35 39.10 6.00 6.00 0 | 0 5 0 0 13600 15.30 +0.30 40.24 4.00 4.00 0 | 0 3 0 0 13700 14.70 +0.30 40.59 8.20 8.20 0 | 0 8 0 0 13900 13.55 +0.30 41.11 3.50 3.50 0 | 0 10 0 0 14000 13.00 +0.25 41.54 4.70 4.70 0 | 0 43 0 0 14500 10.55 +0.20 43.03 7.00 6.80 0 | 0 12 0 0 14600 10.10 +0.20 43.28 6.75 6.75 0 | 0 7 0 0 14700 9.65 +0.20 43.43 0 | 0 0 0 0 15000 8.35 0.00 43.54 3.50 3.50 0 | 0 20 0 0 16000 5.65 0.00 47.38 2.50 2.50 0 | 0 20 0 0 18000 1.75 +0.05 46.52 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 190 0 0 | Jan 11 Underlying Price 149.80 Indicative a-t-m Vol 36.82 Time to expiry: 106 Day| | 12000 31.60 +0.25 36.82 4.90 4.90 0 | 0 8 0 0 15000 11.80 +0.10 36.82 0 | 0 0 0 0 Total 0 | 0 8 0 0 | Mar 11 Underlying Price 153.30 Indicative a-t-m Vol 33.89 Time to expiry: 169 Day| | 10500 48.90 +0.25 33.89 29.00 9.00 0 | 0 1 0 0 10700 47.05 +0.25 33.89 9.50 9.50 0 | 0 5 0 0 15300 14.25 +0.10 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 153.45 Indicative a-t-m Vol 37.41 Time to expiry: 232 Day| | 12800 32.40 +0.30 37.41 11.00 11.00 0 | 0 3 0 0 13100 30.40 +0.30 37.41 7.35 7.35 0 | 0 2 0 0 15300 18.45 +0.25 37.41 0 | 0 0 0 0 16500 13.70 +0.20 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 22:06 Page 17 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 | | Jul 11 Underlying Price 154.35 Indicative a-t-m Vol 25.57 Time to expiry: 288 Day| | 15400 14.15 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 125.00 Indicative a-t-m Vol 25.57 Time to expiry: 414 Day| | 12300 14.45 +1.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 128.65 Indicative a-t-m Vol 29.37 Time to expiry: 470 Day| | 12600 18.25 +1.35 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 129.50 Indicative a-t-m Vol 25.57 Time to expiry: 533 Day| | 12700 17.05 +1.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 130.50 Indicative a-t-m Vol 25.57 Time to expiry: 596 Day| | 12700 18.55 +1.95 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 125.50 Indicative a-t-m Vol 25.57 Time to expiry: 778 Day| | 12300 19.70 +1.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 210 0 0 Commodity Options 22:06 Page 18 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 147.30 Indicative a-t-m Vol 43.50 Time to expiry: 50 Day| | 14700 9.35 -0.35 43.43 0 | 0 0 0 0 15500 14.80 -0.45 46.78 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 149.80 Indicative a-t-m Vol 36.82 Time to expiry: 106 Day| | 15000 12.00 -0.20 36.82 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 153.30 Indicative a-t-m Vol 33.89 Time to expiry: 169 Day| | 15300 13.95 -0.20 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 153.45 Indicative a-t-m Vol 37.41 Time to expiry: 232 Day| | 13600 9.85 -0.15 37.41 15.60 15.60 0 | 0 10 0 0 15300 18.00 -0.20 37.41 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 154.35 Indicative a-t-m Vol 25.57 Time to expiry: 288 Day| | 15400 13.80 -0.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 125.00 Indicative a-t-m Vol 25.57 Time to expiry: 414 Day| | 12300 12.45 -1.05 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 128.65 Indicative a-t-m Vol 29.37 Time to expiry: 470 Day| | 12600 15.60 -1.00 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 129.50 Indicative a-t-m Vol 25.57 Time to expiry: 533 Day| | 12700 14.55 -1.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:06 Page 19 Business Day Wed 25 Aug 2010 | Previous Business Day | Tue 24 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 130.50 Indicative a-t-m Vol 25.57 Time to expiry: 596 Day| | 12700 15.05 -1.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 125.50 Indicative a-t-m Vol 25.57 Time to expiry: 778 Day| | 12300 17.20 -0.95 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0