Commodity Options Summary 21:59 Page 1 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 0 0 0 | 300 206,645 +150 Robusta Coffee 0 0 0 | 4,860 65,492 +1,493 White Sugar 0 0 0 | 0 9,110 0 Feed Wheat 0 0 0 | 0 221 0 Comments Commodity Options 21:59 Page 2 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 1 Day| | 1750 231 0 32.01 625 528 0 | 0 100 0 0 1975 22 -11 32.28 0 | 0 0 0 0 2000 11 -10 32.15 220 220 0 | 0 1,175 0 0 2100 CAB -2 30.78 347 S 84 0 | 0 1,400 0 0 2150 CAB 0 30.33 267 267 0 | 0 1,875 0 0 2175 CAB 0 30.77 0 | 0 200 0 0 2200 CAB 0 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 21:59 Page 3 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 92 Day| | 1600 342 0 28.12 588 520 0 | 0 1,850 0 0 1750 219 -1 28.12 563 479 0 | 0 2,020 0 0 1925 112 -1 27.99 0 | 0 0 0 0 2000 80 -1 27.99 108 S 107 S 0 | 50 500 +50 0 2025 71 -1 28.00 110 S 110 S 0 | 0 60 0 0 2050 62 -2 27.87 126 S 118 S 0 | 0 215 0 0 2100 43 -1 26.32 0 | 0 625 0 0 2125 42 -1 27.81 65 65 0 | 0 15 0 0 2150 38 -2 28.46 0 | 0 100 0 0 2200 30 -1 28.55 235 47 S 0 | 0 3,026 0 0 2250 23 -1 28.81 174 S 150 0 | 0 1,500 0 0 2275 20 -1 28.98 200 105 0 | 0 25 0 0 2300 18 -1 29.14 149 S 149 S 0 | 0 3,900 0 0 2325 16 0 29.26 184 100 0 | 0 250 0 0 2350 14 -1 29.39 173 149 0 | 0 554 0 0 2400 10 -1 29.63 151 S 22 0 | 0 3,927 0 0 2425 9 -1 29.76 0 | 0 100 0 0 2450 8 -1 29.86 114 59 S 0 | 0 654 0 0 2475 7 -1 29.98 128 128 0 | 0 50 0 0 2500 6 -1 30.10 190 S 14 0 | 0 1,100 0 0 2550 5 0 30.35 41 S 41 S 0 | 0 100 0 0 2600 4 0 30.62 90 65 S 0 | 0 2,080 0 0 2800 1 0 31.74 64 9 0 | 0 4,184 0 0 Total 0 | 50 26,835 +50 0 | Mar 11 Underlying Price 1943 Indicative a-t-m Vol 26.68 Time to expiry: 182 Day| | 1600 369 -1 26.66 567 567 0 | 0 100 0 0 1950 143 -1 26.69 0 | 0 0 0 0 2000 122 -1 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 104 -1 26.92 0 | 0 620 0 0 2100 88 -1 27.05 110 110 0 | 0 1,000 0 0 2150 74 -1 27.12 236 S 234 S 0 | 0 950 0 0 2200 62 -1 27.19 270 270 0 | 0 850 0 0 2250 52 -1 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 45 -1 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 34 0 28.64 280 S 90 0 | 0 1,696 0 0 2450 29 0 28.90 188 138 S 0 | 0 375 0 0 2500 24 -1 29.07 134 105 S 0 | 0 562 0 0 3000 4 0 29.99 203 S 31 S 0 | 0 2,501 0 0 Total 0 | 0 18,426 0 0 Commodity Options 21:59 Page 4 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 242 Day| | 1800 250 0 26.30 418 418 0 | 0 1,750 0 0 1950 172 -1 26.78 0 | 0 0 0 0 2250 74 -1 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: 304 Day| | 1975 188 -1 26.60 0 | 0 0 0 0 2200 107 -1 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: 366 Day| | 1975 218 0 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: 457 Day| | 1975 251 -1 28.05 0 | 0 0 0 0 3000 44 0 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: 548 Day| | 1975 277 -1 28.32 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: 609 Day| | 1975 286 -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: 669 Day| | 1975 294 -1 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 50 83,546 +50 0 Commodity Options 21:59 Page 5 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 1 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 -1 32.00 133 S 35 0 | 0 130 0 0 1900 1 -4 32.02 209 S 1 0 | 0 1,850 0 0 1925 3 -6 32.03 0 | 0 55 0 0 1950 7 -10 32.15 47 1 0 | 0 2,184 0 0 1975 16 -11 32.28 0 | 0 15 0 0 2000 30 -10 32.15 199 S 4 S 0 | 100 3,730 -50 0 2050 70 -6 31.03 9 S 9 S 0 | 0 650 0 0 2075 94 -3 30.84 30 30 0 | 0 100 0 0 2100 119 -2 30.78 310 S 18 S 0 | 0 2,890 0 0 2125 144 -1 30.57 50 17 0 | 0 120 0 0 2150 169 0 30.33 132 S 25 0 | 0 2,400 0 0 2175 194 0 30.77 40 40 0 | 0 350 0 0 2200 219 0 31.11 138 S 28 0 | 0 4,511 0 0 2225 244 0 31.30 222 48 0 | 0 20 0 0 2250 269 0 31.40 150 S 58 0 | 0 2,800 0 0 2300 319 0 31.81 304 43 0 | 0 4,540 0 0 2325 344 0 32.48 278 115 0 | 0 750 0 0 2350 369 0 33.32 162 S 69 0 | 0 1,100 0 0 2375 394 0 34.03 160 S 126 S 0 | 0 450 0 0 2400 419 0 34.74 330 S 105 S 0 | 0 2,150 0 0 2450 469 0 35.61 141 S 118 S 0 | 0 650 0 0 Total 0 | 100 38,500 -50 0 Commodity Options 21:59 Page 6 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 92 Day| | 1600 11 0 28.12 19 15 0 | 0 1,175 0 0 1700 26 -1 28.12 164 49 0 | 0 1,000 0 0 1750 38 -1 28.12 180 180 0 | 0 600 0 0 1775 45 -1 28.12 0 | 0 100 0 0 1800 53 -1 28.09 205 205 0 | 0 775 0 0 1850 71 -2 28.05 34 34 0 | 0 600 0 0 1900 93 -2 28.01 109 S 35 0 | 0 9,916 0 0 1925 106 -1 27.99 0 | 0 0 0 0 2000 149 -1 27.99 190 S 55 S 0 | 0 4,605 0 0 2025 165 -1 28.00 124 S 124 S 0 | 0 100 0 0 2050 181 -2 27.87 122 S 75 0 | 0 1,998 0 0 2075 197 -2 27.49 0 | 0 100 0 0 2100 212 -1 26.32 287 81 0 | 150 6,966 +150 0 2150 257 -2 28.46 218 S 117 0 | 0 1,025 0 0 2200 299 -1 28.55 145 137 0 | 0 4,426 0 0 2250 342 -1 28.81 185 163 0 | 0 3,630 0 0 2275 364 -1 28.98 183 S 163 0 | 0 1,300 0 0 2300 387 -1 29.14 217 171 0 | 0 2,940 0 0 2400 479 -1 29.63 256 S 256 S 0 | 0 250 0 0 Total 0 | 150 41,506 +150 0 | Mar 11 Underlying Price 1943 Indicative a-t-m Vol 26.68 Time to expiry: 182 Day| | 1700 48 -1 26.59 0 | 0 400 0 0 1800 80 -1 26.57 171 44 S 0 | 0 5,068 0 0 1825 89 -1 26.33 67 67 0 | 0 1,000 0 0 1850 100 -1 26.55 0 | 0 300 0 0 1900 124 -1 26.61 169 68 S 0 | 0 1,570 0 0 1950 150 -1 26.69 0 | 0 0 0 0 2000 179 -1 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 211 -1 26.92 132 132 0 | 0 5,180 0 0 2100 245 -1 27.05 156 137 S 0 | 0 4,700 0 0 2150 281 -1 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 319 -1 27.19 0 | 0 180 0 0 2250 359 -1 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 402 -1 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 0 25,088 0 0 Commodity Options 21:59 Page 7 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 242 Day| | 1750 75 -1 26.12 54 54 0 | 0 1,800 0 0 1800 95 0 26.30 0 | 0 1,000 0 0 1900 141 -1 26.69 0 | 0 1,100 0 0 1950 167 -1 26.78 0 | 0 0 0 0 2000 196 -1 26.80 0 | 0 50 0 0 2050 226 -1 26.74 148 148 0 | 0 7,500 0 0 2100 259 -1 26.94 0 | 0 1,000 0 0 2250 369 -1 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: 304 Day| | 1750 86 -1 25.82 65 65 0 | 0 1,800 0 0 1975 194 -1 26.60 0 | 0 0 0 0 2100 269 -1 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: 366 Day| | 1975 218 0 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: 457 Day| | 1975 243 -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: 548 Day| | 1975 269 -1 28.32 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: 609 Day| | 1975 286 -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: 669 Day| | 1975 290 -1 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 250 123,099 +100 0 Commodity Options 21:59 Page 8 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 51 Day| | 1350 294 0 35.40 110 110 0 | 0 50 0 0 1400 248 -1 34.15 103 85 0 | 0 250 0 0 1450 205 -1 33.52 323 S 65 0 | 0 500 0 0 1500 164 -2 32.70 310 S 52 0 | 0 300 0 0 1550 126 -2 31.10 113 98 0 | 160 260 +160 0 1600 91 -2 29.31 223 S 39 S 0 | 355 1,675 +75 0 1650 65 -2 28.82 201 54 0 | 780 1,329 +275 0 1700 51 -2 31.17 178 27 0 | 735 2,448 +204 0 1750 37 -2 31.92 119 35 0 | 600 1,773 0 0 1800 31 -2 34.83 86 29 S 0 | 500 1,275 0 0 1850 28 -2 38.39 78 18 0 | 10 404 0 0 1900 22 -2 39.68 57 25 S 0 | 0 1,400 0 0 1950 16 -2 39.79 34 30 0 | 0 12 0 0 2000 12 -1 40.13 40 21 S 0 | 0 608 0 0 2050 9 -1 40.36 19 S 19 S 0 | 0 200 0 0 Total 0 | 3,140 12,484 +714 0 | Jan 11 Underlying Price 1653 Indicative a-t-m Vol 27.02 Time to expiry: 107 Day| | 1450 229 -1 28.09 350 97 S 0 | 0 950 0 0 1500 191 -1 27.88 258 S 71 S 0 | 0 100 0 0 1550 157 -1 27.77 133 124 0 | 0 175 0 0 1600 125 -2 27.39 164 58 0 | 0 589 0 0 1650 98 -2 27.03 145 86 0 | 161 761 +161 0 1700 76 -1 26.91 146 69 S 0 | 0 1,164 0 0 1750 58 -1 26.78 148 59 0 | 460 1,753 +375 0 1800 48 -2 28.34 120 46 0 | 41 1,303 +1 0 1850 41 -1 29.71 93 35 0 | 20 955 -15 0 1900 34 -1 30.90 45 45 0 | 20 520 +20 0 1950 29 -1 32.06 41 S 41 S 0 | 0 500 0 0 2000 23 -1 32.65 65 36 S 0 | 0 900 0 0 2050 19 -1 33.28 48 S 47 S 0 | 0 200 0 0 2100 16 -1 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 9 -1 41.28 20 5 S 0 | 200 600 +150 0 Total 0 | 902 11,520 +692 0 Commodity Options 21:59 Page 9 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 170 Day| | 1550 190 -1 26.93 211 S 81 S 0 | 0 500 0 0 1650 135 -1 27.09 0 | 0 0 0 0 1700 112 -1 27.17 138 107 0 | 0 150 0 0 1750 94 -1 27.58 179 113 0 | 0 550 0 0 1800 79 -1 27.97 150 94 0 | 0 650 0 0 1900 56 -1 29.12 0 | 0 500 0 0 1950 51 -1 30.41 0 | 0 1,700 0 0 2000 41 -1 30.31 57 S 57 S 0 | 0 350 0 0 2500 11 0 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: 233 Day| | 1700 154 -1 29.48 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: 289 Day| | 1700 179 -1 29.48 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: 352 Day| | 1700 196 -1 29.56 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: 415 Day| | 1700 209 0 29.31 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: 478 Day| | 1700 220 -1 29.16 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: 534 Day| | 1650 221 0 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 4,042 28,654 +1,406 0 Commodity Options 21:59 Page 10 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 51 Day| | 1200 1 -1 38.79 51 4 0 | 0 1,060 0 0 1250 2 -1 37.93 34 34 0 | 0 100 0 0 1300 4 -1 36.81 98 5 0 | 0 2,484 0 0 1350 7 0 35.40 70 2 0 | 0 375 0 0 1400 11 -1 34.15 95 17 0 | 0 215 0 0 1450 18 -1 33.52 110 21 S 0 | 0 450 0 0 1500 27 -2 32.70 161 25 0 | 1 1,481 +1 0 1550 39 -2 31.10 98 15 0 | 60 1,106 0 0 1600 54 -2 29.31 122 26 0 | 0 1,034 0 0 1650 78 -2 28.82 156 39 S 0 | 3 3,036 -3 0 1700 114 -2 31.17 147 S 52 S 0 | 0 4,465 0 0 1750 150 -2 31.92 190 S 70 0 | 0 1,763 0 0 1800 194 -2 34.83 159 72 0 | 0 1,627 0 0 1850 241 -2 38.39 126 100 0 | 0 500 0 0 1900 285 -2 39.68 160 134 0 | 0 250 0 0 Total 0 | 64 19,946 -2 0 | Jan 11 Underlying Price 1653 Indicative a-t-m Vol 27.02 Time to expiry: 107 Day| | 1000 CAB 0 34.78 1 1 0 | 0 100 0 0 1350 10 -1 28.47 66 66 0 | 0 100 0 0 1400 17 0 28.28 0 | 0 2,150 0 0 1450 26 -1 28.09 123 S 21 0 | 165 5,298 0 0 1500 38 -1 27.88 48 S 34 0 | 325 325 +125 0 1550 54 -1 27.77 65 63 0 | 264 214 -36 0 1600 72 -2 27.39 95 S 50 0 | 0 1,506 0 0 1650 95 -2 27.03 111 40 0 | 0 4,522 0 0 1700 123 -1 26.91 145 66 S 0 | 0 1,300 0 0 1750 155 -1 26.78 138 100 S 0 | 0 513 0 0 1800 195 -2 28.34 170 100 0 | 0 464 0 0 1850 238 -1 29.71 125 124 0 | 0 100 0 0 Total 0 | 754 16,592 +89 0 | Mar 11 Underlying Price 1674 Indicative a-t-m Vol 27.13 Time to expiry: 170 Day| | 1400 25 -1 27.06 0 | 0 100 0 0 1550 66 -1 26.93 0 | 0 200 0 0 1650 111 -1 27.09 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 21:59 Page 11 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 233 Day| | 1700 164 -1 29.48 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: 289 Day| | 1700 176 -1 29.48 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: 352 Day| | 1700 197 -1 29.56 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: 415 Day| | 1700 214 0 29.31 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: 478 Day| | 1700 230 -1 29.16 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: 534 Day| | 1650 231 0 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 818 36,838 +87 0 Commodity Options 21:59 Page 12 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 2 Day| | 45000 127.30 0.00 33.96 27.00 27.00 0 | 0 3,590 0 0 46000 117.30 0.00 34.28 20.00 18.50 0 | 0 330 0 0 47000 107.30 0.00 34.59 0 | 0 350 0 0 50000 77.30 0.00 35.52 22.00 22.00 0 | 0 270 0 0 52000 57.30 -0.05 35.62 21.50 21.50 0 | 0 5 0 0 53000 47.30 -0.15 35.62 67.75 10.50 0 | 0 258 0 0 54000 37.35 -0.50 35.69 6.00 6.00 0 | 0 250 0 0 55000 27.60 -1.15 35.76 13.85 S 13.85 S 0 | 0 120 0 0 57000 10.80 -2.90 35.82 32.00 10.00 0 | 0 361 0 0 58000 5.35 -3.05 35.88 0 | 0 0 0 0 59000 2.15 -2.60 35.97 0 | 0 100 0 0 60000 0.70 -1.70 36.00 19.00 3.60 S 0 | 0 1,250 0 0 Total 0 | 0 6,884 0 0 | Dec 10 Underlying Price 523.80 Indicative a-t-m Vol 35.98 Time to expiry: 63 Day| | 52000 33.25 -0.75 35.97 0 | 0 0 0 0 57000 14.75 -0.65 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: 155 Day| | 45000 79.10 -0.25 27.90 0 | 0 200 0 0 52000 36.70 -0.40 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: 214 Day| | 47000 59.45 -0.30 27.77 0 | 0 50 0 0 50000 43.75 -0.30 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: 305 Day| | 48000 50.95 -0.25 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: 367 Day| | 47000 54.55 -0.25 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 13 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 428 Day| | 46000 55.75 -0.20 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: 520 Day| | 46000 58.30 -0.15 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 7,334 0 0 Commodity Options 21:59 Page 14 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 2 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 CAB -0.15 35.62 0 | 0 100 0 0 55000 0.30 -1.15 35.76 23.40 S 23.00 S 0 | 0 200 0 0 57000 3.50 -2.90 35.82 10.50 S 10.50 S 0 | 0 25 0 0 58000 8.05 -3.05 35.88 0 | 0 0 0 0 Total 0 | 0 1,236 0 0 | Dec 10 Underlying Price 523.80 Indicative a-t-m Vol 35.98 Time to expiry: 63 Day| | 50000 20.25 -0.70 35.95 92.00 75.00 0 | 0 130 0 0 52000 29.45 -0.75 35.97 0 | 0 0 0 0 53000 34.85 -0.70 35.98 0 | 0 120 0 0 57000 60.95 -0.65 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 68.50 -0.60 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: 155 Day| | 52000 38.70 -0.40 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: 214 Day| | 47000 27.05 -0.30 27.77 0 | 0 50 0 0 50000 41.35 -0.30 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: 305 Day| | 48000 47.35 -0.25 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: 367 Day| | 47000 51.05 -0.25 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 15 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 428 Day| | 46000 55.25 -0.20 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: 520 Day| | 46000 63.30 -0.15 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 1,776 0 0 Commodity Options 21:59 Page 16 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 45 Day| | 10500 47.05 0.00 40.15 25.00 5.00 0 | 0 1 0 0 11000 42.05 -0.05 40.10 45.00 4.25 0 | 0 23 0 0 11300 39.10 -0.05 39.63 23.00 4.50 0 | 0 2 0 0 11400 38.15 0.00 39.33 2.25 2.25 0 | 0 4 0 0 11500 37.15 -0.05 39.16 3.75 3.75 0 | 0 2 0 0 11600 36.20 0.00 39.09 4.40 4.40 0 | 0 10 0 0 13200 21.60 -0.15 39.10 6.00 6.00 0 | 0 5 0 0 13600 18.55 -0.20 40.24 4.00 4.00 0 | 0 3 0 0 13700 17.85 -0.20 40.59 8.20 8.20 0 | 0 8 0 0 13900 16.50 -0.25 41.11 3.50 3.50 0 | 0 10 0 0 14000 15.90 -0.20 41.54 4.70 4.70 0 | 0 43 0 0 14500 12.95 -0.30 43.03 7.00 6.80 0 | 0 12 0 0 14600 12.45 -0.25 43.28 6.75 6.75 0 | 0 7 0 0 15000 10.10 -0.30 42.39 3.50 3.50 0 | 0 20 0 0 15200 9.65 -0.35 44.97 0 | 0 0 0 0 16000 6.80 -0.30 46.63 2.50 2.50 0 | 0 20 0 0 18000 2.15 -0.25 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: 101 Day| | 12000 35.65 -0.10 36.82 4.90 4.90 0 | 0 8 0 0 15400 12.20 -0.15 36.81 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: 164 Day| | 10500 52.25 -0.05 33.89 29.00 9.00 0 | 0 1 0 0 10700 50.35 -0.05 33.89 9.50 9.50 0 | 0 5 0 0 15700 14.15 -0.10 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: 227 Day| | 12800 35.30 -0.05 37.41 11.00 11.00 0 | 0 3 0 0 13100 33.20 -0.10 37.41 7.35 7.35 0 | 0 2 0 0 15700 18.60 -0.15 37.40 0 | 0 0 0 0 16500 15.35 -0.10 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 21:59 Page 17 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 283 Day| | 15800 14.30 -0.05 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: 409 Day| | 12800 13.95 -0.05 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: 465 Day| | 13200 17.20 -0.05 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: 528 Day| | 13300 16.00 -0.05 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: 591 Day| | 13400 17.35 -0.05 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: 773 Day| | 12800 18.60 -0.05 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 210 0 0 Commodity Options 21:59 Page 18 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 45 Day| | 15200 9.65 -0.35 44.97 0 | 0 0 0 0 15500 11.75 -0.30 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: 101 Day| | 15400 11.75 -0.15 36.81 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: 164 Day| | 15700 14.35 -0.10 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: 227 Day| | 13600 8.60 -0.10 37.41 15.60 15.60 0 | 0 10 0 0 15700 18.30 -0.15 37.40 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: 283 Day| | 15800 14.10 -0.05 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: 409 Day| | 12800 13.65 -0.05 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: 465 Day| | 13200 17.55 -0.05 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: 528 Day| | 13300 16.50 -0.05 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 19 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 591 Day| | 13400 17.35 -0.05 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: 773 Day| | 12800 19.10 -0.05 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0