Commodity Options Summary 21:55 Page 1 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 300 0 300 | 3,545 206,495 +678 Robusta Coffee 4,860 0 4,860 | 4,671 63,999 -594 White Sugar 0 0 0 | 100 9,110 0 Feed Wheat 0 0 0 | 0 221 0 Comments Commodity Options 21:55 Page 2 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1981 Indicative a-t-m Vol 32.25 Time to expiry: 4 Day| | 1750 231 -42 32.01 625 528 0 | 0 100 0 0 2000 21 -25 32.15 220 220 0 | 0 1,175 0 0 2025 12 -20 31.40 0 | 0 0 0 0 2100 2 -5 30.78 347 S 84 0 | 0 1,400 0 0 2150 CAB -2 30.33 267 267 0 | 0 1,875 0 0 2175 CAB -1 30.77 0 | 0 200 0 0 2200 CAB -1 31.11 293 S 180 0 | 0 1,550 0 0 2250 CAB 0 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 21:55 Page 3 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1931 Indicative a-t-m Vol 27.99 Time to expiry: 95 Day| | 1600 342 -14 28.12 588 520 0 | 0 1,850 0 0 1750 220 -11 28.12 563 479 0 | 0 2,020 0 0 1950 102 -8 27.99 0 | 0 0 0 0 2000 81 -7 27.99 108 S 107 S 50 | 0 450 0 0 2025 72 -7 28.00 110 S 110 S 0 | 0 60 0 0 2050 64 -5 27.87 126 S 118 S 0 | 0 215 0 0 2100 44 -8 26.32 0 | 0 625 0 0 2125 43 -5 27.81 65 65 0 | 0 15 0 0 2150 40 -4 28.46 0 | 0 100 0 0 2200 31 -3 28.55 235 47 S 0 | 0 3,026 -50 0 2250 24 -3 28.81 174 S 150 0 | 0 1,500 0 0 2275 21 -3 28.98 200 105 0 | 0 25 0 0 2300 19 -2 29.14 149 S 149 S 0 | 500 3,900 -400 0 2325 16 -3 29.26 184 100 0 | 0 250 0 0 2350 15 -1 29.39 173 149 0 | 0 554 0 0 2400 11 -2 29.63 151 S 22 0 | 0 3,927 0 0 2425 10 -1 29.76 0 | 0 100 0 0 2450 9 -1 29.86 114 59 S 0 | 0 654 0 0 2475 8 -1 29.98 128 128 0 | 0 50 0 0 2500 7 -1 30.10 190 S 14 0 | 0 1,100 0 0 2550 5 -1 30.35 41 S 41 S 0 | 0 100 0 0 2600 4 -1 30.62 90 65 S 0 | 0 2,080 0 0 2800 1 -1 31.74 64 9 0 | 0 4,184 0 0 Total 50 | 500 26,785 -450 0 | Mar 11 Underlying Price 1943 Indicative a-t-m Vol 26.68 Time to expiry: 185 Day| | 1600 370 -9 26.66 567 567 0 | 0 100 0 0 1950 144 -1 26.69 0 | 0 0 0 0 2000 123 0 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 105 0 26.92 0 | 0 620 0 0 2100 89 +1 27.05 110 110 0 | 0 1,000 0 0 2150 75 +1 27.12 236 S 234 S 0 | 0 950 0 0 2200 63 +2 27.19 270 270 0 | 0 850 0 0 2250 53 +1 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 46 +2 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 34 +2 28.64 280 S 90 0 | 0 1,696 0 0 2450 29 +2 28.90 188 138 S 0 | 0 375 0 0 2500 25 +2 29.07 134 105 S 0 | 0 562 0 0 3000 4 +1 29.99 203 S 31 S 0 | 0 2,501 0 0 Total 0 | 0 18,426 0 0 Commodity Options 21:55 Page 4 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1955 Indicative a-t-m Vol 26.78 Time to expiry: 245 Day| | 1800 250 -11 26.30 418 418 0 | 0 1,750 0 0 1975 162 -8 26.76 0 | 0 0 0 0 2250 75 -5 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 1969 Indicative a-t-m Vol 26.60 Time to expiry: 307 Day| | 1975 189 -7 26.60 0 | 0 0 0 0 2200 108 -4 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 1975 Indicative a-t-m Vol 27.63 Time to expiry: 369 Day| | 1975 218 -6 27.63 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1983 Indicative a-t-m Vol 28.08 Time to expiry: 460 Day| | 1975 252 -2 28.05 0 | 0 0 0 0 3000 44 -1 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 1983 Indicative a-t-m Vol 28.36 Time to expiry: 551 Day| | 2000 268 -3 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1975 Indicative a-t-m Vol 28.26 Time to expiry: 612 Day| | 1975 287 -1 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1979 Indicative a-t-m Vol 27.59 Time to expiry: 672 Day| | 1975 295 -1 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 50 | 500 83,496 -450 0 Commodity Options 21:55 Page 5 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1981 Indicative a-t-m Vol 32.25 Time to expiry: 4 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 1 +1 32.00 133 S 35 0 | 0 130 0 0 1900 5 +3 32.02 209 S 1 0 | 0 1,850 0 0 1925 9 +5 32.03 0 | 0 55 0 0 1950 17 +9 32.15 47 1 0 | 0 2,184 0 0 1975 27 +13 32.28 0 | 0 15 0 0 2000 40 +17 32.15 199 S 4 S 100 | 20 3,780 -20 0 2025 56 +22 31.40 0 | 0 0 0 0 2050 76 +28 31.03 9 S 9 S 0 | 0 650 0 0 2075 97 +32 30.84 30 30 0 | 0 100 0 0 2100 121 +37 30.78 310 S 18 S 0 | 0 2,890 0 0 2125 145 +39 30.57 50 17 0 | 0 120 0 0 2150 169 +40 30.33 132 S 25 0 | 0 2,400 0 0 2175 194 +41 30.77 40 40 0 | 0 350 0 0 2200 219 +41 31.11 138 S 28 0 | 0 4,511 0 0 2225 244 +42 31.30 222 48 0 | 0 20 0 0 2250 269 +42 31.40 150 S 58 0 | 0 2,800 0 0 2300 319 +42 31.81 304 43 0 | 0 4,540 0 0 2325 344 +42 32.48 278 115 0 | 0 750 0 0 2350 369 +42 33.32 162 S 69 0 | 0 1,100 0 0 2375 394 +42 34.03 160 S 126 S 0 | 0 450 0 0 2400 419 +42 34.74 330 S 105 S 0 | 0 2,150 0 0 2450 469 +42 35.61 141 S 118 S 0 | 0 650 0 0 Total 100 | 20 38,550 -20 0 Commodity Options 21:55 Page 6 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1931 Indicative a-t-m Vol 27.99 Time to expiry: 95 Day| | 1600 11 0 28.12 19 15 0 | 0 1,175 0 0 1700 27 +2 28.12 164 49 0 | 0 1,000 0 0 1750 39 +3 28.12 180 180 0 | 0 600 0 0 1775 46 +3 28.12 0 | 0 100 0 0 1800 54 +3 28.09 205 205 0 | 0 775 0 0 1850 73 +5 28.05 34 34 0 | 0 600 0 0 1900 95 +5 28.01 109 S 35 0 | 100 9,916 0 0 1950 121 +6 27.99 129 S 51 0 | 0 0 0 0 2000 150 +7 27.99 190 S 55 S 0 | 1,100 4,605 +1,000 0 2025 166 +7 28.00 124 S 124 S 0 | 0 100 0 0 2050 183 +9 27.87 122 S 75 0 | 600 1,998 -402 0 2075 199 +9 27.49 0 | 0 100 0 0 2100 201 213 +6 26.32 201 201 287 81 150 | 100 6,816 0 0 2150 259 +10 28.46 218 S 117 0 | 25 1,025 0 0 2200 300 +11 28.55 145 137 0 | 600 4,426 +550 0 2250 343 +11 28.81 185 163 0 | 500 3,630 0 0 2275 365 +11 28.98 183 S 163 0 | 0 1,300 0 0 2300 388 +12 29.14 217 171 0 | 0 2,940 0 0 2400 480 +12 29.63 256 S 256 S 0 | 0 250 0 0 Total 150 | 3,025 41,356 +1,148 0 | Mar 11 Underlying Price 1943 Indicative a-t-m Vol 26.68 Time to expiry: 185 Day| | 1700 49 +8 26.59 0 | 0 400 0 0 1800 81 +10 26.57 171 44 S 0 | 0 5,068 0 0 1825 90 +11 26.33 67 67 0 | 0 1,000 0 0 1850 101 +11 26.55 0 | 0 300 0 0 1900 125 +12 26.61 169 68 S 0 | 0 1,570 0 0 1950 151 +13 26.69 0 | 0 0 0 0 2000 180 +14 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 212 +14 26.92 132 132 0 | 0 5,180 0 0 2100 246 +15 27.05 156 137 S 0 | 0 4,700 0 0 2150 282 +15 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 320 +16 27.19 0 | 0 180 0 0 2250 360 +15 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 403 +16 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 0 25,088 0 0 Commodity Options 21:55 Page 7 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1955 Indicative a-t-m Vol 26.78 Time to expiry: 245 Day| | 1750 76 +3 26.12 54 54 0 | 0 1,800 0 0 1800 95 +4 26.30 0 | 0 1,000 0 0 1900 142 +6 26.69 0 | 0 1,100 0 0 1975 182 +7 26.76 0 | 0 0 0 0 2000 197 +7 26.80 0 | 0 50 0 0 2050 227 +8 26.74 148 148 0 | 0 7,500 0 0 2100 260 +8 26.94 0 | 0 1,000 0 0 2250 370 +10 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 0 | 0 16,200 0 0 | Jul 11 Underlying Price 1969 Indicative a-t-m Vol 26.60 Time to expiry: 307 Day| | 1750 87 +3 25.82 65 65 0 | 0 1,800 0 0 1975 195 +5 26.60 0 | 0 0 0 0 2100 270 +6 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 1975 Indicative a-t-m Vol 27.63 Time to expiry: 369 Day| | 1975 218 +3 27.63 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1983 Indicative a-t-m Vol 28.08 Time to expiry: 460 Day| | 1975 244 +1 28.05 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1983 Indicative a-t-m Vol 28.36 Time to expiry: 551 Day| | 2000 285 +2 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1975 Indicative a-t-m Vol 28.26 Time to expiry: 612 Day| | 1975 287 +1 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1979 Indicative a-t-m Vol 27.59 Time to expiry: 672 Day| | 1975 291 +1 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 250 | 3,045 122,999 +1,128 0 Commodity Options 21:55 Page 8 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1637 Indicative a-t-m Vol 28.95 Time to expiry: 54 Day| | 1350 294 +36 35.40 110 110 0 | 0 50 0 0 1400 249 +35 34.15 103 85 0 | 0 250 0 0 1450 206 +32 33.52 323 S 65 0 | 0 500 0 0 1500 166 +29 32.70 310 S 52 0 | 0 300 -60 0 1550 106 128 +23 31.10 106 98 113 98 160 | 175 100 +25 0 1600 84 93 +15 29.31 90 71 223 S 39 S 355 | 500 1,600 +40 0 1650 59 67 +5 28.82 72 59 S 201 54 780 | 240 1,054 +110 0 1700 45 53 +7 31.17 48 45 S 178 27 735 | 600 2,244 0 0 1750 35 39 +2 31.92 35 S 35 S 119 35 600 | 205 1,773 -5 0 1800 29 33 +2 34.83 29 S 29 S 86 29 S 500 | 0 1,275 0 0 1850 20 30 +6 38.39 20 20 78 18 10 | 0 404 0 0 1900 24 +6 39.68 57 25 S 0 | 0 1,400 0 0 1950 18 +5 39.79 34 30 0 | 0 12 0 0 2000 13 +3 40.13 40 21 S 0 | 0 608 0 0 2050 10 +3 40.36 19 S 19 S 0 | 0 200 0 0 Total 3,140 | 1,720 11,770 +110 0 | Jan 11 Underlying Price 1653 Indicative a-t-m Vol 27.02 Time to expiry: 110 Day| | 1450 230 +33 28.09 350 97 S 0 | 0 950 0 0 1500 192 +30 27.88 258 S 71 S 0 | 0 100 0 0 1550 158 +26 27.77 133 124 0 | 0 175 0 0 1600 127 +21 27.39 164 58 0 | 0 589 0 0 1650 86 100 +13 27.03 91 86 145 86 161 | 0 600 0 0 1700 77 +5 26.91 146 69 S 0 | 0 1,164 0 0 1750 60 59 +2 26.78 63 59 148 59 460 | 300 1,378 +300 0 1800 49 50 +4 28.34 49 46 120 46 41 | 0 1,302 -100 0 1850 35 42 +6 29.71 35 35 93 35 20 | 0 970 0 0 1900 45 35 +6 30.90 45 45 45 45 20 | 0 500 0 0 1950 30 +7 32.06 41 S 41 S 0 | 0 500 0 0 2000 24 +5 32.65 65 36 S 0 | 0 900 0 0 2050 20 +5 33.28 48 S 47 S 0 | 0 200 0 0 2100 17 +4 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 13 10 +5 41.28 13 13 20 5 S 200 | 0 450 0 0 Total 902 | 300 10,828 +200 0 Commodity Options 21:55 Page 9 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1674 Indicative a-t-m Vol 27.13 Time to expiry: 173 Day| | 1550 191 +27 26.93 211 S 81 S 0 | 0 500 0 0 1650 136 +22 27.09 0 | 0 0 0 0 1700 113 +19 27.17 138 107 0 | 0 150 0 0 1750 95 +16 27.58 179 113 0 | 0 550 0 0 1800 80 +15 27.97 150 94 0 | 0 650 0 0 1900 57 +11 29.12 0 | 0 500 0 0 1950 52 +10 30.41 0 | 0 1,700 0 0 2000 42 +8 30.31 57 S 57 S 0 | 0 350 0 0 2500 11 +2 35.85 28 9 S 0 | 0 250 0 0 Total 0 | 0 4,650 0 0 | May 11 Underlying Price 1690 Indicative a-t-m Vol 29.34 Time to expiry: 236 Day| | 1650 175 +23 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1703 Indicative a-t-m Vol 29.52 Time to expiry: 292 Day| | 1650 203 +24 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1699 Indicative a-t-m Vol 29.54 Time to expiry: 355 Day| | 1650 215 +24 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1695 Indicative a-t-m Vol 29.24 Time to expiry: 418 Day| | 1650 227 +24 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1690 Indicative a-t-m Vol 29.03 Time to expiry: 481 Day| | 1650 238 +24 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1640 Indicative a-t-m Vol 28.45 Time to expiry: 537 Day| | 1600 240 +24 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 4,042 | 2,020 27,248 +310 0 Commodity Options 21:55 Page 10 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1637 Indicative a-t-m Vol 28.95 Time to expiry: 54 Day| | 1200 2 0 38.79 51 4 0 | 0 1,060 0 0 1250 3 -1 37.93 34 34 0 | 0 100 0 0 1300 5 -2 36.81 98 5 0 | 0 2,484 0 0 1350 7 -4 35.40 70 2 0 | 100 375 -110 0 1400 12 -5 34.15 95 17 0 | 125 215 0 0 1450 19 -8 33.52 110 21 S 0 | 250 450 +250 0 1500 40 29 -11 32.70 40 40 161 25 1 | 800 1,480 -540 0 1550 47 41 -17 31.10 51 47 98 15 60 | 437 1,106 -182 0 1600 56 -25 29.31 122 26 0 | 200 1,034 -200 0 1650 78 80 -35 28.82 78 78 156 39 S 3 | 0 3,039 0 0 1700 116 -33 31.17 147 S 52 S 0 | 200 4,465 +15 0 1750 152 -38 31.92 190 S 70 0 | 200 1,763 -100 0 1800 196 -38 34.83 159 72 0 | 0 1,627 0 0 1850 243 -34 38.39 126 100 0 | 0 500 0 0 1900 287 -34 39.68 160 134 0 | 0 250 0 0 Total 64 | 2,312 19,948 -867 0 | Jan 11 Underlying Price 1653 Indicative a-t-m Vol 27.02 Time to expiry: 110 Day| | 1000 CAB 0 34.78 1 1 0 | 0 100 0 0 1350 11 -3 28.47 66 66 0 | 0 100 0 0 1400 17 -6 28.28 0 | 0 2,150 0 0 1450 21 27 -7 28.09 27 21 123 S 21 165 | 0 5,298 0 0 1500 45 39 -10 27.88 45 34 48 S 34 325 | 100 200 +100 0 1550 63 55 -14 27.77 65 63 65 63 264 | 0 250 0 0 1600 74 -19 27.39 95 S 50 0 | 100 1,506 0 0 1650 97 -27 27.03 111 40 0 | 100 4,522 -98 0 1700 124 -35 26.91 145 66 S 0 | 39 1,300 -39 0 1750 156 -38 26.78 138 100 S 0 | 0 513 0 0 1800 197 -36 28.34 170 100 0 | 0 464 0 0 1850 239 -34 29.71 125 124 0 | 0 100 0 0 Total 754 | 339 16,503 -37 0 | Mar 11 Underlying Price 1674 Indicative a-t-m Vol 27.13 Time to expiry: 173 Day| | 1400 26 -7 27.06 0 | 0 100 0 0 1550 67 -14 26.93 0 | 0 200 0 0 1650 112 -19 27.09 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 21:55 Page 11 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 1690 Indicative a-t-m Vol 29.34 Time to expiry: 236 Day| | 1650 135 -19 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1703 Indicative a-t-m Vol 29.52 Time to expiry: 292 Day| | 1650 150 -18 29.30 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1699 Indicative a-t-m Vol 29.54 Time to expiry: 355 Day| | 1650 166 -18 28.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1695 Indicative a-t-m Vol 29.24 Time to expiry: 418 Day| | 1650 182 -18 28.60 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1690 Indicative a-t-m Vol 29.03 Time to expiry: 481 Day| | 1650 198 -18 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1640 Indicative a-t-m Vol 28.45 Time to expiry: 537 Day| | 1600 200 -18 28.13 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 818 | 2,651 36,751 -904 0 Commodity Options 21:55 Page 12 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 577.30 Indicative a-t-m Vol 35.86 Time to expiry: 5 Day| | 45000 127.30 +7.40 33.96 27.00 27.00 0 | 0 3,590 0 0 46000 117.30 +7.40 34.28 20.00 18.50 0 | 0 330 0 0 47000 107.30 +7.40 34.59 0 | 0 350 0 0 50000 77.30 +7.40 35.52 22.00 22.00 0 | 0 270 0 0 52000 57.35 +7.25 35.62 21.50 21.50 0 | 0 5 0 0 53000 47.45 +6.95 35.62 67.75 10.50 0 | 0 258 0 0 54000 37.85 +6.45 35.69 6.00 6.00 0 | 0 250 0 0 55000 28.75 +5.65 35.76 13.85 S 13.85 S 0 | 0 120 0 0 57000 13.70 +3.30 35.82 32.00 10.00 0 | 75 361 -25 0 59000 4.75 +1.25 35.97 0 | 0 100 0 0 60000 2.40 +0.60 36.00 19.00 3.60 S 0 | 0 1,250 0 0 Total 0 | 75 6,884 -25 0 | Dec 10 Underlying Price 523.80 Indicative a-t-m Vol 35.98 Time to expiry: 66 Day| | 51000 39.10 +5.20 35.94 0 | 0 0 0 0 57000 15.40 +2.60 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 518.00 Indicative a-t-m Vol 27.90 Time to expiry: 158 Day| | 45000 79.35 +5.30 27.90 0 | 0 200 0 0 51000 41.85 +3.65 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 502.40 Indicative a-t-m Vol 27.77 Time to expiry: 217 Day| | 47000 59.75 +5.10 27.77 0 | 0 50 0 0 49000 48.90 +4.50 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 483.60 Indicative a-t-m Vol 27.99 Time to expiry: 308 Day| | 48000 51.20 +4.50 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 473.50 Indicative a-t-m Vol 28.03 Time to expiry: 370 Day| | 46000 59.45 +4.95 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:55 Page 13 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 460.50 Indicative a-t-m Vol 27.99 Time to expiry: 431 Day| | 46000 55.95 +3.00 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 455.00 Indicative a-t-m Vol 27.99 Time to expiry: 523 Day| | 45000 62.80 +3.95 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 75 7,334 -25 0 Commodity Options 21:55 Page 14 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 577.30 Indicative a-t-m Vol 35.86 Time to expiry: 5 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 0.15 -0.45 35.62 0 | 0 100 0 0 55000 1.45 -1.75 35.76 23.40 S 23.00 S 0 | 0 200 0 0 57000 6.40 -4.10 35.82 10.50 S 10.50 S 0 | 25 25 +25 0 Total 0 | 25 1,236 +25 0 | Dec 10 Underlying Price 523.80 Indicative a-t-m Vol 35.98 Time to expiry: 66 Day| | 50000 20.95 -3.75 35.95 92.00 75.00 0 | 0 130 0 0 51000 25.30 -4.20 35.94 0 | 0 0 0 0 53000 35.55 -5.15 35.98 0 | 0 120 0 0 57000 61.60 -6.80 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 69.10 -7.15 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 518.00 Indicative a-t-m Vol 27.90 Time to expiry: 158 Day| | 51000 33.85 -3.15 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 502.40 Indicative a-t-m Vol 27.77 Time to expiry: 217 Day| | 47000 27.35 -2.90 27.77 0 | 0 50 0 0 49000 36.50 -3.50 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 483.60 Indicative a-t-m Vol 27.99 Time to expiry: 308 Day| | 48000 47.60 -3.80 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 473.50 Indicative a-t-m Vol 28.03 Time to expiry: 370 Day| | 46000 45.95 -3.65 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:55 Page 15 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 460.50 Indicative a-t-m Vol 27.99 Time to expiry: 431 Day| | 46000 55.45 -2.50 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 455.00 Indicative a-t-m Vol 27.99 Time to expiry: 523 Day| | 45000 57.80 -3.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 25 1,776 +25 0 Commodity Options 21:55 Page 16 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 152.00 Indicative a-t-m Vol 44.97 Time to expiry: 48 Day| | 10500 47.05 +4.00 40.15 25.00 5.00 0 | 0 1 0 0 11000 42.10 +3.95 40.10 45.00 4.25 0 | 0 23 0 0 11300 39.15 +3.90 39.63 23.00 4.50 0 | 0 2 0 0 11400 38.15 +3.90 39.33 2.25 2.25 0 | 0 4 0 0 11500 37.20 +3.90 39.16 3.75 3.75 0 | 0 2 0 0 11600 36.20 +3.85 39.09 4.40 4.40 0 | 0 10 0 0 13200 21.75 +3.30 39.10 6.00 6.00 0 | 0 5 0 0 13600 18.75 +3.00 40.24 4.00 4.00 0 | 0 3 0 0 13700 18.05 +2.90 40.59 8.20 8.20 0 | 0 8 0 0 13900 16.75 +2.80 41.11 3.50 3.50 0 | 0 10 0 0 14000 16.10 +2.70 41.54 4.70 4.70 0 | 0 43 0 0 14500 13.25 +2.40 43.03 7.00 6.80 0 | 0 12 0 0 14600 12.70 +2.30 43.28 6.75 6.75 0 | 0 7 0 0 14800 11.70 +2.15 43.67 0 | 0 0 0 0 15000 10.40 +2.05 42.39 3.50 3.50 0 | 0 20 0 0 16000 7.10 +1.45 46.63 2.50 2.50 0 | 0 20 0 0 18000 2.40 +0.60 46.52 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 190 0 0 | Jan 11 Underlying Price 154.45 Indicative a-t-m Vol 36.81 Time to expiry: 104 Day| | 12000 35.75 +3.60 36.82 4.90 4.90 0 | 0 8 0 0 15000 14.35 +2.25 36.82 0 | 0 0 0 0 Total 0 | 0 8 0 0 | Mar 11 Underlying Price 156.80 Indicative a-t-m Vol 33.89 Time to expiry: 167 Day| | 10500 52.30 +3.20 33.89 29.00 9.00 0 | 0 1 0 0 10700 50.40 +3.15 33.89 9.50 9.50 0 | 0 5 0 0 15400 15.65 +1.80 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 157.30 Indicative a-t-m Vol 37.40 Time to expiry: 230 Day| | 12800 35.35 +2.55 37.41 11.00 11.00 0 | 0 3 0 0 13100 33.30 +2.50 37.41 7.35 7.35 0 | 0 2 0 0 15400 20.10 +1.85 37.41 0 | 0 0 0 0 16500 15.45 +1.55 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 21:55 Page 17 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 158.20 Indicative a-t-m Vol 25.57 Time to expiry: 286 Day| | 15500 15.80 +1.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 128.30 Indicative a-t-m Vol 25.57 Time to expiry: 412 Day| | 12700 14.45 +0.95 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 131.65 Indicative a-t-m Vol 29.37 Time to expiry: 468 Day| | 13000 18.15 +0.85 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 132.50 Indicative a-t-m Vol 25.57 Time to expiry: 531 Day| | 13100 16.90 +0.80 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 134.00 Indicative a-t-m Vol 25.57 Time to expiry: 594 Day| | 13200 18.25 +1.10 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 127.50 Indicative a-t-m Vol 25.57 Time to expiry: 776 Day| | 12700 19.10 +0.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 210 0 0 Commodity Options 21:55 Page 18 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 152.00 Indicative a-t-m Vol 44.97 Time to expiry: 48 Day| | 14800 7.70 -1.85 43.67 0 | 0 0 0 0 15500 12.05 -2.25 46.78 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 154.45 Indicative a-t-m Vol 36.81 Time to expiry: 104 Day| | 15000 9.90 -1.75 36.82 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 156.80 Indicative a-t-m Vol 33.89 Time to expiry: 167 Day| | 15400 12.85 -1.50 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 157.30 Indicative a-t-m Vol 37.40 Time to expiry: 230 Day| | 13600 8.70 -0.95 37.41 15.60 15.60 0 | 0 10 0 0 15400 16.80 -1.45 37.41 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 158.20 Indicative a-t-m Vol 25.57 Time to expiry: 286 Day| | 15500 12.60 -1.45 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 128.30 Indicative a-t-m Vol 25.57 Time to expiry: 412 Day| | 12700 13.15 -0.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 131.65 Indicative a-t-m Vol 29.37 Time to expiry: 468 Day| | 13000 16.50 -0.65 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 132.50 Indicative a-t-m Vol 25.57 Time to expiry: 531 Day| | 13100 15.40 -0.70 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:55 Page 19 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 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 134.00 Indicative a-t-m Vol 25.57 Time to expiry: 594 Day| | 13200 16.25 -0.90 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 127.50 Indicative a-t-m Vol 25.57 Time to expiry: 776 Day| | 12700 18.60 -0.20 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0