Commodity Options Summary 21:51 Page 1 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 3,545 0 3,545 | 4,030 205,817 +3,670 Robusta Coffee 4,671 0 4,671 | 1,864 64,593 +402 White Sugar 100 0 100 | 0 9,110 0 Feed Wheat 0 0 0 | 0 221 0 Comments Commodity Options 21:51 Page 2 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 2023 Indicative a-t-m Vol 31.46 Time to expiry: 5 Day| | 1750 273 -30 32.01 625 528 0 | 0 100 0 0 2000 46 -23 32.15 220 220 0 | 0 1,175 0 0 2050 21 -16 31.03 0 | 0 0 0 0 2100 7 -10 30.78 347 S 84 0 | 0 1,400 0 0 2150 2 -4 30.33 267 267 0 | 0 1,875 0 0 2175 1 -3 30.77 0 | 0 200 0 0 2200 1 -1 31.11 293 S 180 0 | 0 1,550 0 0 2250 CAB -1 31.40 230 80 0 | 0 2,324 0 0 2275 CAB 0 31.59 94 92 0 | 0 90 0 0 2300 CAB 0 31.81 194 4 0 | 0 3,175 0 0 2325 CAB 0 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 | 0 860 0 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 | 0 32,485 0 0 Commodity Options 21:51 Page 3 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1945 Indicative a-t-m Vol 27.99 Time to expiry: 96 Day| | 1600 356 -21 28.12 588 520 0 | 0 1,850 0 0 1750 231 -20 28.12 563 479 0 | 0 2,020 0 0 1975 98 -13 27.97 0 | 0 0 0 0 2000 88 -13 27.99 108 S 107 S 0 | 100 450 +100 0 2025 79 -12 28.00 110 S 110 S 0 | 0 60 0 0 2050 69 -13 27.87 126 S 118 S 0 | 0 215 0 0 2100 52 -14 27.21 0 | 0 625 0 0 2125 48 -11 27.81 65 65 0 | 0 15 0 0 2150 44 -8 28.46 0 | 0 100 0 0 2200 34 -8 28.55 235 47 S 0 | 100 3,076 -10 0 2250 27 -6 28.81 174 S 150 0 | 0 1,500 0 0 2275 24 -6 28.98 200 105 0 | 0 25 0 0 2300 21 -5 29.14 149 S 149 S 500 | 0 4,300 0 0 2325 19 -4 29.26 184 100 0 | 0 250 0 0 2350 16 -5 29.39 173 149 0 | 0 554 0 0 2400 13 -3 29.63 151 S 22 0 | 0 3,927 0 0 2425 11 -3 29.76 0 | 0 100 0 0 2450 10 -3 29.86 114 59 S 0 | 0 654 0 0 2475 9 -2 29.98 128 128 0 | 0 50 0 0 2500 8 -2 30.10 190 S 14 0 | 0 1,100 0 0 2550 6 -2 30.35 41 S 41 S 0 | 0 100 0 0 2600 5 -1 30.62 90 65 S 0 | 0 2,080 0 0 2800 2 0 31.74 64 9 0 | 0 4,184 0 0 Total 500 | 200 27,235 +90 0 | Mar 11 Underlying Price 1957 Indicative a-t-m Vol 25.39 Time to expiry: 186 Day| | 1600 379 -21 25.36 567 567 0 | 0 100 0 0 1975 134 -14 25.39 0 | 0 0 0 0 2000 123 -14 25.43 450 S 142 S 0 | 40 5,522 +40 0 2050 105 -13 25.62 0 | 500 620 +500 0 2100 88 -12 25.75 110 110 0 | 1,000 1,000 +1,000 0 2150 74 -11 25.82 236 S 234 S 0 | 0 950 0 0 2200 61 -10 25.89 270 270 0 | 0 850 0 0 2250 52 -8 26.09 204 S 197 S 0 | 0 2,800 0 0 2300 44 -8 26.47 188 S 188 S 0 | 0 1,450 0 0 2400 32 -7 27.34 280 S 90 0 | 0 1,696 0 0 2450 27 -6 27.60 188 138 S 0 | 0 375 0 0 2500 23 -5 27.77 134 105 S 0 | 0 562 0 0 3000 3 -1 28.69 203 S 31 S 0 | 0 2,501 0 0 Total 0 | 1,540 18,426 +1,540 0 Commodity Options 21:51 Page 4 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1970 Indicative a-t-m Vol 26.77 Time to expiry: 246 Day| | 1800 261 -15 26.30 418 418 0 | 0 1,750 0 0 2000 160 -11 26.80 0 | 0 0 0 0 2250 80 -7 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 1981 Indicative a-t-m Vol 26.60 Time to expiry: 308 Day| | 2000 184 -14 26.58 0 | 0 0 0 0 2200 112 -10 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 1984 Indicative a-t-m Vol 27.66 Time to expiry: 370 Day| | 2000 213 -11 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1986 Indicative a-t-m Vol 28.09 Time to expiry: 461 Day| | 2000 244 -12 28.14 0 | 0 0 0 0 3000 45 -3 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 1988 Indicative a-t-m Vol 28.38 Time to expiry: 552 Day| | 2000 271 -10 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1977 Indicative a-t-m Vol 28.27 Time to expiry: 613 Day| | 2000 280 -14 28.46 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1981 Indicative a-t-m Vol 27.63 Time to expiry: 673 Day| | 2000 291 -14 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 500 | 1,740 83,946 +1,630 0 Commodity Options 21:51 Page 5 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 2023 Indicative a-t-m Vol 31.46 Time to expiry: 5 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 2 +1 32.02 209 S 1 0 | 0 1,850 0 0 1925 4 +1 32.03 0 | 0 55 0 0 1950 8 +3 32.15 47 1 0 | 0 2,184 0 0 1975 14 +4 32.28 0 | 0 15 0 0 2000 23 +7 32.15 199 S 4 S 20 | 0 3,800 0 0 2050 48 +14 31.03 9 S 9 S 0 | 0 650 0 0 2075 65 +18 30.84 30 30 0 | 0 100 0 0 2100 84 +20 30.78 310 S 18 S 0 | 75 2,890 0 0 2125 106 +24 30.57 50 17 0 | 0 120 0 0 2150 129 +26 30.33 132 S 25 0 | 0 2,400 0 0 2175 153 +27 30.77 40 40 0 | 0 350 0 0 2200 178 +29 31.11 138 S 28 0 | 75 4,511 0 0 2225 202 +29 31.30 222 48 0 | 0 20 0 0 2250 227 +29 31.40 150 S 58 0 | 0 2,800 0 0 2300 277 +30 31.81 304 43 0 | 0 4,540 0 0 2325 302 +30 32.48 278 115 0 | 0 750 0 0 2350 327 +30 33.32 162 S 69 0 | 0 1,100 0 0 2375 352 +30 34.03 160 S 126 S 0 | 0 450 0 0 2400 377 +30 34.74 330 S 105 S 0 | 0 2,150 0 0 2450 427 +30 35.61 141 S 118 S 0 | 0 650 0 0 Total 20 | 150 38,570 0 0 Commodity Options 21:51 Page 6 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1945 Indicative a-t-m Vol 27.99 Time to expiry: 96 Day| | 1600 11 +1 28.12 19 15 0 | 0 1,175 0 0 1700 25 +2 28.12 164 49 0 | 0 1,000 0 0 1750 36 +2 28.12 180 180 0 | 0 600 0 0 1775 43 +3 28.12 0 | 0 100 0 0 1800 51 +4 28.09 205 205 0 | 0 775 0 0 1850 68 +5 28.05 34 34 0 | 0 600 0 0 1900 90 +7 28.01 109 S 35 100 | 0 9,916 0 0 1975 128 +9 27.97 0 | 0 0 0 0 2000 143 +9 27.99 190 S 55 S 1,100 | 550 3,605 +500 0 2025 159 +10 28.00 124 S 124 S 0 | 0 100 0 0 2050 174 +9 27.87 122 S 75 600 | 0 2,400 0 0 2075 190 +9 27.49 0 | 0 100 0 0 2100 202 207 +8 27.21 202 202 287 81 100 | 0 6,816 0 0 2150 249 +14 28.46 218 S 117 25 | 50 1,025 0 0 2200 289 +14 28.55 145 137 600 | 500 3,876 +500 0 2250 332 +16 28.81 185 163 500 | 0 3,630 0 0 2275 354 +16 28.98 183 S 163 0 | 0 1,300 0 0 2300 376 +17 29.14 217 171 0 | 0 2,940 0 0 2400 468 +19 29.63 256 S 256 S 0 | 0 250 0 0 Total 3,025 | 1,100 40,208 +1,000 0 | Mar 11 Underlying Price 1957 Indicative a-t-m Vol 25.39 Time to expiry: 186 Day| | 1700 41 +2 25.29 0 | 0 400 0 0 1800 71 +3 25.27 171 44 S 0 | 0 5,068 0 0 1825 79 +4 25.03 67 67 0 | 1,000 1,000 +1,000 0 1850 90 +4 25.25 0 | 0 300 0 0 1900 113 +6 25.32 169 68 S 0 | 0 1,570 0 0 1975 152 +8 25.39 0 | 0 0 0 0 2000 166 +8 25.43 170 S 105 S 0 | 40 1,015 +40 0 2050 198 +9 25.62 132 132 0 | 0 5,180 0 0 2100 231 +10 25.75 156 137 S 0 | 0 4,700 0 0 2150 267 +11 25.82 248 S 246 S 0 | 0 2,150 0 0 2200 304 +12 25.89 0 | 0 180 0 0 2250 345 +14 26.09 220 S 216 S 0 | 0 2,525 0 0 2300 387 +14 26.47 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 1,040 25,088 +1,040 0 Commodity Options 21:51 Page 7 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1970 Indicative a-t-m Vol 26.77 Time to expiry: 246 Day| | 1750 73 +5 26.12 54 54 0 | 0 1,800 0 0 1800 91 +6 26.30 0 | 0 1,000 0 0 1900 136 +7 26.69 0 | 0 1,100 0 0 2000 190 +10 26.80 0 | 0 50 0 0 2050 219 +11 26.74 148 148 0 | 0 7,500 0 0 2100 252 +11 26.94 0 | 0 1,000 0 0 2250 360 +14 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 0 | 0 16,200 0 0 | Jul 11 Underlying Price 1981 Indicative a-t-m Vol 26.60 Time to expiry: 308 Day| | 1750 84 +6 25.82 65 65 0 | 0 1,800 0 0 2000 203 +10 26.58 0 | 0 0 0 0 2100 264 +13 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 1984 Indicative a-t-m Vol 27.66 Time to expiry: 370 Day| | 2000 229 +8 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1986 Indicative a-t-m Vol 28.09 Time to expiry: 461 Day| | 2000 258 +9 28.14 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1988 Indicative a-t-m Vol 28.38 Time to expiry: 552 Day| | 2000 283 +8 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1977 Indicative a-t-m Vol 28.27 Time to expiry: 613 Day| | 2000 303 +10 28.46 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1981 Indicative a-t-m Vol 27.63 Time to expiry: 673 Day| | 2000 310 +10 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 3,045 | 2,290 121,871 +2,040 0 Commodity Options 21:51 Page 8 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1597 Indicative a-t-m Vol 31.90 Time to expiry: 55 Day| | 1350 258 +5 35.40 110 110 0 | 0 50 0 0 1400 214 +5 34.15 103 85 0 | 0 250 0 0 1450 174 +6 33.52 323 S 65 0 | 0 500 0 0 1500 137 +6 32.70 310 S 52 0 | 0 360 0 0 1550 105 105 +6 32.27 113 99 113 99 175 | 0 75 0 0 1600 83 78 +3 31.88 83 75 223 S 39 S 500 | 0 1,560 0 0 1650 63 62 +3 33.94 66 60 201 54 240 | 350 944 +125 0 1700 54 46 -2 34.24 54 S 46 S 178 27 600 | 225 2,244 -194 0 1750 35 37 -1 36.03 38 S 35 119 35 205 | 400 1,778 0 0 1800 31 +1 38.35 86 57 0 | 0 1,275 0 0 1850 24 0 39.39 78 18 0 | 10 404 0 0 1900 18 0 39.68 57 25 S 0 | 0 1,400 0 0 1950 13 0 39.79 34 30 0 | 0 12 0 0 2000 10 +1 40.13 40 21 S 0 | 0 608 0 0 2050 7 0 40.36 19 S 19 S 0 | 0 200 0 0 Total 1,720 | 985 11,660 -69 0 | Jan 11 Underlying Price 1613 Indicative a-t-m Vol 28.29 Time to expiry: 111 Day| | 1450 197 +4 27.77 350 97 S 0 | 0 950 0 0 1500 162 +4 27.61 258 S 71 S 0 | 0 100 0 0 1550 132 +4 27.77 133 124 0 | 0 175 0 0 1600 106 +3 28.06 164 58 0 | 0 589 0 0 1650 87 +3 28.91 145 98 S 0 | 0 600 0 0 1700 72 +2 30.01 146 69 S 0 | 20 1,164 -20 0 1750 64 57 +1 30.39 64 S 62 S 148 62 S 300 | 0 1,078 0 0 1800 46 +2 30.79 120 48 0 | 100 1,402 0 0 1850 36 +1 31.18 93 59 S 0 | 0 970 0 0 1900 29 +1 31.61 0 | 0 500 0 0 1950 23 +1 32.06 41 S 41 S 0 | 0 500 0 0 2000 19 +1 32.65 65 36 S 0 | 0 900 0 0 2050 15 0 33.28 48 S 47 S 0 | 0 200 0 0 2100 13 +1 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 5 0 37.97 20 5 S 0 | 0 450 0 0 Total 300 | 120 10,628 -20 0 Commodity Options 21:51 Page 9 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1633 Indicative a-t-m Vol 27.06 Time to expiry: 174 Day| | 1550 164 +4 26.93 211 S 81 S 0 | 0 500 0 0 1650 114 +3 27.09 0 | 0 0 0 0 1700 94 +3 27.17 138 107 0 | 0 150 0 0 1750 79 +3 27.58 179 113 0 | 0 550 0 0 1800 65 +2 27.97 150 94 0 | 0 650 0 0 1900 46 +1 29.12 0 | 0 500 0 0 1950 42 +2 30.41 0 | 250 1,700 +250 0 2000 34 +1 30.31 57 S 57 S 0 | 0 350 0 0 2500 9 0 35.85 28 9 S 0 | 0 250 0 0 Total 0 | 250 4,650 +250 0 | May 11 Underlying Price 1648 Indicative a-t-m Vol 28.78 Time to expiry: 237 Day| | 1650 152 +5 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1661 Indicative a-t-m Vol 29.34 Time to expiry: 293 Day| | 1650 179 +7 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1657 Indicative a-t-m Vol 28.91 Time to expiry: 356 Day| | 1650 191 +8 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1653 Indicative a-t-m Vol 28.64 Time to expiry: 419 Day| | 1650 203 +8 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1648 Indicative a-t-m Vol 28.52 Time to expiry: 482 Day| | 1650 214 +8 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1598 Indicative a-t-m Vol 28.12 Time to expiry: 538 Day| | 1600 216 +8 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 2,020 | 1,355 26,938 +161 0 Commodity Options 21:51 Page 10 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1597 Indicative a-t-m Vol 31.90 Time to expiry: 55 Day| | 1200 2 -1 38.79 51 4 0 | 0 1,060 0 0 1250 4 -1 37.93 34 34 0 | 0 100 0 0 1300 7 -1 36.81 98 5 0 | 0 2,484 0 0 1350 11 11 -1 35.40 11 11 70 2 100 | 0 485 0 0 1400 17 17 -1 34.15 17 17 95 17 125 | 0 215 0 0 1450 21 27 0 33.52 28 S 21 S 110 21 S 250 | 0 200 0 0 1500 33 40 0 32.70 41 S 33 S 161 25 800 | 0 2,020 0 0 1550 47 58 0 32.27 59 S 47 98 15 437 | 109 1,288 -9 0 1600 83 81 -3 31.88 85 S 83 S 122 26 200 | 0 1,234 0 0 1650 115 -3 33.94 156 39 S 0 | 400 3,039 +250 0 1700 147 149 -8 34.24 147 S 147 S 147 S 52 S 200 | 0 4,450 0 0 1750 188 190 -7 36.03 190 S 188 S 190 S 70 200 | 0 1,863 0 0 1800 234 -5 38.35 159 72 0 | 0 1,627 0 0 1850 277 -6 39.39 126 100 0 | 0 500 0 0 1900 321 -6 39.68 160 134 0 | 0 250 0 0 Total 2,312 | 509 20,815 +241 0 | Jan 11 Underlying Price 1613 Indicative a-t-m Vol 28.29 Time to expiry: 111 Day| | 1000 CAB -1 34.37 1 1 0 | 0 100 0 0 1350 14 -1 28.06 66 66 0 | 0 100 0 0 1400 23 -1 27.87 0 | 0 2,150 0 0 1450 34 -2 27.77 123 S 25 0 | 0 5,298 0 0 1500 48 49 -2 27.61 48 S 48 S 48 S 36 100 | 0 100 0 0 1550 69 -2 27.77 0 | 0 250 0 0 1600 95 93 -3 28.06 95 S 95 S 95 S 50 100 | 0 1,506 0 0 1650 111 124 -3 28.91 111 111 111 40 100 | 0 4,620 0 0 1700 145 159 -4 30.01 145 145 145 66 S 39 | 0 1,339 0 0 1750 194 -5 30.39 138 100 S 0 | 0 513 0 0 1800 233 -4 30.79 170 100 0 | 0 464 0 0 1850 273 -5 31.18 125 124 0 | 0 100 0 0 Total 339 | 0 16,540 0 0 | Mar 11 Underlying Price 1633 Indicative a-t-m Vol 27.06 Time to expiry: 174 Day| | 1400 33 -1 27.06 0 | 0 100 0 0 1550 81 -3 26.93 0 | 0 200 0 0 1650 131 -4 27.09 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 21:51 Page 11 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 1648 Indicative a-t-m Vol 28.78 Time to expiry: 237 Day| | 1650 154 -5 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1661 Indicative a-t-m Vol 29.34 Time to expiry: 293 Day| | 1650 168 -5 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1657 Indicative a-t-m Vol 28.91 Time to expiry: 356 Day| | 1650 184 -7 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1653 Indicative a-t-m Vol 28.64 Time to expiry: 419 Day| | 1650 200 -7 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1648 Indicative a-t-m Vol 28.52 Time to expiry: 482 Day| | 1650 216 -7 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1598 Indicative a-t-m Vol 28.12 Time to expiry: 538 Day| | 1600 218 -7 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 2,651 | 509 37,655 +241 0 Commodity Options 21:51 Page 12 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 35.82 Time to expiry: 6 Day| | 45000 119.90 -17.00 33.96 27.00 27.00 0 | 0 3,590 0 0 46000 109.90 -17.00 34.28 20.00 18.50 0 | 0 330 0 0 47000 99.90 -17.00 34.59 0 | 0 350 0 0 50000 69.90 -17.00 35.52 22.00 22.00 0 | 0 270 0 0 52000 50.10 -17.00 35.62 21.50 21.50 0 | 0 5 0 0 53000 40.50 -16.85 35.62 67.75 10.50 0 | 0 258 0 0 54000 31.40 -16.55 35.69 6.00 6.00 0 | 0 250 0 0 55000 23.10 -16.00 35.76 13.85 S 13.85 S 0 | 0 120 0 0 57000 12.00 10.40 -13.55 35.82 12.00 10.00 32.00 10.00 75 | 0 386 0 0 59000 3.50 -9.20 35.97 0 | 0 100 0 0 60000 1.80 -6.90 36.00 19.00 3.60 S 0 | 0 1,250 0 0 Total 75 | 0 6,909 0 0 | Dec 10 Underlying Price 514.40 Indicative a-t-m Vol 35.96 Time to expiry: 67 Day| | 53000 25.10 -8.40 35.98 0 | 0 0 0 0 57000 12.80 -5.45 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: 159 Day| | 45000 74.05 -10.10 27.90 0 | 0 200 0 0 52000 33.70 -6.70 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: 218 Day| | 47000 54.65 -7.20 27.77 0 | 0 50 0 0 51000 35.65 -5.60 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 475.30 Indicative a-t-m Vol 27.99 Time to expiry: 309 Day| | 48000 46.70 -5.30 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 464.90 Indicative a-t-m Vol 28.03 Time to expiry: 371 Day| | 48000 45.95 -5.70 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:51 Page 13 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 455.00 Indicative a-t-m Vol 27.99 Time to expiry: 432 Day| | 47000 48.85 -6.25 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 448.00 Indicative a-t-m Vol 27.99 Time to expiry: 524 Day| | 46000 54.70 -6.45 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 75 | 0 7,359 0 0 Commodity Options 21:51 Page 14 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 35.82 Time to expiry: 6 Day| | 39000 CAB 0.00 32.19 10.50 10.50 0 | 0 170 0 0 42000 CAB 0.00 32.96 21.00 21.00 0 | 0 85 0 0 46000 CAB 0.00 34.28 0 | 0 200 0 0 48000 CAB 0.00 34.91 0 | 0 150 0 0 50000 CAB 0.00 35.52 13.10 S 13.10 S 0 | 0 306 0 0 53000 0.60 +0.15 35.62 0 | 0 100 0 0 55000 3.20 +1.00 35.76 23.40 S 23.00 S 0 | 0 200 0 0 57000 10.50 10.50 +3.45 35.82 10.50 S 10.50 S 10.50 S 10.50 S 25 | 0 0 0 0 59000 23.60 +7.80 35.97 0 | 0 0 0 0 Total 25 | 0 1,211 0 0 | Dec 10 Underlying Price 514.40 Indicative a-t-m Vol 35.96 Time to expiry: 67 Day| | 50000 24.70 +5.70 35.95 92.00 75.00 0 | 0 130 0 0 53000 40.70 +8.10 35.98 0 | 0 120 0 0 57000 68.40 +11.05 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 76.25 +11.70 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: 159 Day| | 52000 42.50 +5.80 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: 218 Day| | 47000 30.25 +3.70 27.77 0 | 0 50 0 0 51000 51.25 +5.30 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 475.30 Indicative a-t-m Vol 27.99 Time to expiry: 309 Day| | 48000 51.40 +4.20 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 464.90 Indicative a-t-m Vol 28.03 Time to expiry: 371 Day| | 48000 61.05 +5.00 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:51 Page 15 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 455.00 Indicative a-t-m Vol 27.99 Time to expiry: 432 Day| | 47000 63.85 +5.35 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 448.00 Indicative a-t-m Vol 27.99 Time to expiry: 524 Day| | 46000 66.70 +5.15 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 25 | 0 1,751 0 0 Commodity Options 21:51 Page 16 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 148.00 Indicative a-t-m Vol 43.67 Time to expiry: 49 Day| | 10500 43.05 +0.65 40.15 25.00 5.00 0 | 0 1 0 0 11000 38.15 +0.65 40.10 45.00 4.25 0 | 0 23 0 0 11300 35.25 +0.65 39.63 23.00 4.50 0 | 0 2 0 0 11400 34.25 +0.65 39.33 2.25 2.25 0 | 0 4 0 0 11500 33.30 +0.65 39.16 3.75 3.75 0 | 0 2 0 0 11600 32.35 +0.65 39.09 4.40 4.40 0 | 0 10 0 0 13200 18.45 +0.50 39.10 6.00 6.00 0 | 0 5 0 0 13600 15.75 +0.45 40.24 4.00 4.00 0 | 0 3 0 0 13700 15.15 +0.45 40.59 8.20 8.20 0 | 0 8 0 0 13900 13.95 +0.40 41.11 3.50 3.50 0 | 0 10 0 0 14000 13.40 +0.40 41.54 4.70 4.70 0 | 0 43 0 0 14500 10.85 +0.30 43.03 7.00 6.80 0 | 0 12 0 0 14600 10.40 +0.30 43.28 6.75 6.75 0 | 0 7 0 0 14700 9.95 +0.30 43.43 0 | 0 0 0 0 15000 8.35 0.00 42.39 3.50 3.50 0 | 0 20 0 0 16000 5.65 0.00 46.63 2.50 2.50 0 | 0 20 0 0 18000 1.80 +0.05 46.52 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 190 0 0 | Jan 11 Underlying Price 150.45 Indicative a-t-m Vol 36.82 Time to expiry: 105 Day| | 12000 32.15 +0.55 36.82 4.90 4.90 0 | 0 8 0 0 15000 12.10 +0.30 36.82 0 | 0 0 0 0 Total 0 | 0 8 0 0 | Mar 11 Underlying Price 153.50 Indicative a-t-m Vol 33.89 Time to expiry: 168 Day| | 10500 49.10 +0.20 33.89 29.00 9.00 0 | 0 1 0 0 10700 47.25 +0.20 33.89 9.50 9.50 0 | 0 5 0 0 15300 14.30 +0.05 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 154.00 Indicative a-t-m Vol 37.41 Time to expiry: 231 Day| | 12800 32.80 +0.40 37.41 11.00 11.00 0 | 0 3 0 0 13100 30.80 +0.40 37.41 7.35 7.35 0 | 0 2 0 0 15300 18.70 +0.25 37.41 0 | 0 0 0 0 16500 13.90 +0.20 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 21:51 Page 17 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 154.90 Indicative a-t-m Vol 25.57 Time to expiry: 287 Day| | 15400 14.40 +0.25 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 126.50 Indicative a-t-m Vol 25.57 Time to expiry: 413 Day| | 12500 14.40 +0.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 130.15 Indicative a-t-m Vol 29.37 Time to expiry: 469 Day| | 12900 17.75 +0.85 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 131.00 Indicative a-t-m Vol 25.57 Time to expiry: 532 Day| | 13000 16.55 +0.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 132.00 Indicative a-t-m Vol 25.57 Time to expiry: 595 Day| | 13100 17.55 +0.80 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 127.00 Indicative a-t-m Vol 25.57 Time to expiry: 777 Day| | 12600 19.25 +0.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 210 0 0 Commodity Options 21:51 Page 18 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 148.00 Indicative a-t-m Vol 43.67 Time to expiry: 49 Day| | 14700 8.95 -0.40 43.43 0 | 0 0 0 0 15500 14.30 -0.50 46.78 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 150.45 Indicative a-t-m Vol 36.82 Time to expiry: 105 Day| | 15000 11.65 -0.35 36.82 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 153.50 Indicative a-t-m Vol 33.89 Time to expiry: 168 Day| | 15300 13.80 -0.15 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 154.00 Indicative a-t-m Vol 37.41 Time to expiry: 231 Day| | 13600 9.65 -0.20 37.41 15.60 15.60 0 | 0 10 0 0 15300 17.70 -0.30 37.41 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 154.90 Indicative a-t-m Vol 25.57 Time to expiry: 287 Day| | 15400 13.50 -0.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 126.50 Indicative a-t-m Vol 25.57 Time to expiry: 413 Day| | 12500 12.90 -0.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 130.15 Indicative a-t-m Vol 29.37 Time to expiry: 469 Day| | 12900 16.60 -0.65 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 131.00 Indicative a-t-m Vol 25.57 Time to expiry: 532 Day| | 13000 15.55 -0.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:51 Page 19 Business Day Thu 26 Aug 2010 | Previous Business Day | Wed 25 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 132.00 Indicative a-t-m Vol 25.57 Time to expiry: 595 Day| | 13100 16.55 -0.70 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 127.00 Indicative a-t-m Vol 25.57 Time to expiry: 777 Day| | 12600 18.25 -0.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0