Commodity Options Summary 22:04 Page 1 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 1,150 0 1,150 | 0 206,563 -82 Robusta Coffee 1,274 0 1,274 | 0 64,956 -536 White Sugar 0 0 0 | 0 9,110 0 Feed Wheat 27 0 27 | 0 221 0 Comments Commodity Options 22:04 Page 2 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1956 Indicative a-t-m Vol N/A Time to expiry: 0 Day| | 1750 206 -25 N/A 625 528 0 | 0 100 0 0 1975 CAB -22 N/A 0 | 0 0 0 0 2000 CAB -11 N/A 220 220 0 | 0 1,175 0 0 2100 CAB 0 N/A 347 84 0 | 0 1,368 -32 0 2150 CAB 0 N/A 267 267 0 | 0 1,875 0 0 2175 CAB 0 N/A 0 | 0 200 0 0 2200 CAB 0 N/A 293 180 0 | 0 1,550 0 0 2250 CAB 0 N/A 230 80 0 | 0 2,324 0 0 2275 CAB 0 N/A 94 92 0 | 0 90 0 0 2300 CAB 0 N/A 194 4 0 | 0 3,175 0 0 2325 CAB 0 N/A 183 183 0 | 0 500 0 0 2350 CAB 0 N/A 165 37 0 | 0 450 0 0 2375 CAB 0 N/A 160 112 0 | 0 300 0 0 2400 CAB 0 N/A 226 75 0 | 0 2,775 0 0 2450 CAB 0 N/A 117 62 0 | 0 4,200 0 0 2500 CAB 0 N/A 188 3 0 | 0 860 0 0 2600 CAB 0 N/A 59 59 0 | 0 1,050 0 0 2650 CAB 0 N/A 67 23 0 | 0 1,674 0 0 2700 CAB 0 N/A 149 3 0 | 0 2,130 0 0 2850 CAB 0 N/A 60 60 0 | 0 100 0 0 3000 CAB 0 N/A 135 1 0 | 0 6,557 0 0 Total 0 | 0 32,453 -32 0 Commodity Options 22:04 Page 3 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1954 Indicative a-t-m Vol 27.99 Time to expiry: 91 Day| | 1600 363 +21 28.12 588 520 0 | 0 1,850 0 0 1750 236 +17 28.12 563 479 0 | 0 2,020 0 0 1900 137 +13 28.01 100 | 0 0 0 0 1925 124 +12 27.99 0 | 0 0 0 0 2000 89 +9 27.99 108 S 107 S 500 | 0 500 0 0 2025 80 +9 28.00 110 S 110 S 0 | 0 60 0 0 2050 70 +8 27.87 126 S 118 S 0 | 0 215 0 0 2100 54 +11 27.81 0 | 0 625 0 0 2125 48 +6 27.92 65 65 0 | 0 15 0 0 2150 43 +5 28.08 100 | 0 100 0 0 2200 33 +3 28.17 235 47 S 0 | 0 3,026 0 0 2250 25 +2 28.20 174 S 150 0 | 0 1,500 0 0 2275 22 +2 28.32 200 105 0 | 0 25 0 0 2300 19 +1 28.44 149 S 149 S 0 | 0 3,900 0 0 2325 17 +1 28.56 184 100 0 | 0 250 0 0 2350 15 +1 28.70 173 149 0 | 0 554 0 0 2400 11 +1 28.95 151 S 22 0 | 0 3,927 0 0 2425 10 +1 29.09 0 | 0 100 0 0 2450 8 0 29.19 114 59 S 0 | 0 654 0 0 2475 7 0 29.30 128 128 0 | 0 50 0 0 2500 6 0 29.43 190 S 14 0 | 0 1,100 0 0 2550 5 0 29.67 41 S 41 S 0 | 0 100 0 0 2600 4 0 29.95 90 65 S 0 | 0 2,080 0 0 2800 1 0 30.89 64 9 0 | 0 4,184 0 0 Total 700 | 0 26,835 0 0 | Mar 11 Underlying Price 1968 Indicative a-t-m Vol 26.69 Time to expiry: 181 Day| | 1600 391 +22 26.66 567 567 0 | 0 100 0 0 1950 156 +13 26.69 0 | 0 0 0 0 2000 134 +12 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 115 +11 26.92 0 | 0 620 0 0 2100 98 +10 27.05 110 110 0 | 0 1,000 0 0 2150 82 +8 27.12 236 S 234 S 0 | 0 950 0 0 2200 69 +7 27.19 270 270 0 | 0 850 0 0 2250 59 +7 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 50 +5 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 38 +4 28.64 280 S 90 0 | 0 1,696 0 0 2450 32 +3 28.90 188 138 S 0 | 0 375 0 0 2500 27 +3 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 22:04 Page 4 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1978 Indicative a-t-m Vol 26.77 Time to expiry: 241 Day| | 1800 265 +15 26.30 418 418 0 | 0 1,750 0 0 1950 185 +13 26.78 0 | 0 0 0 0 2250 81 +7 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 1986 Indicative a-t-m Vol 26.59 Time to expiry: 303 Day| | 1975 197 +9 26.60 0 | 0 0 0 0 2200 113 +6 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 1992 Indicative a-t-m Vol 27.69 Time to expiry: 365 Day| | 1975 227 +9 27.63 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1996 Indicative a-t-m Vol 28.13 Time to expiry: 456 Day| | 1975 258 +7 28.05 0 | 0 0 0 0 3000 45 +1 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 1997 Indicative a-t-m Vol 28.42 Time to expiry: 547 Day| | 1975 285 +8 28.32 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1988 Indicative a-t-m Vol 28.36 Time to expiry: 608 Day| | 1975 293 +7 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1992 Indicative a-t-m Vol 27.84 Time to expiry: 668 Day| | 1975 302 +8 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 700 | 0 83,514 -32 0 Commodity Options 22:04 Page 5 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1956 Indicative a-t-m Vol N/A Time to expiry: 0 Day| | 1500 CAB 0 N/A 222 6 0 | 0 200 0 0 1650 CAB 0 N/A 12 3 0 | 0 450 0 0 1700 CAB 0 N/A 120 42 0 | 0 2,350 0 0 1725 CAB 0 N/A 84 84 0 | 0 350 0 0 1750 CAB 0 N/A 108 49 0 | 0 880 0 0 1775 CAB 0 N/A 113 113 0 | 0 700 0 0 1800 CAB 0 N/A 168 1 0 | 0 2,125 0 0 1850 CAB 0 N/A 133 35 0 | 0 130 0 0 1900 1 CAB -1 N/A 1 1 209 1 250 | 0 1,850 0 0 1925 CAB -3 N/A 0 | 0 55 0 0 1950 CAB -7 N/A 47 1 0 | 0 2,184 0 0 1975 19 +3 N/A 0 | 0 15 0 0 2000 44 +14 N/A 199 4 0 | 0 3,680 -50 0 2050 94 +24 N/A 9 9 0 | 0 650 0 0 2075 119 +25 N/A 30 30 0 | 0 100 0 0 2100 144 +25 N/A 310 18 0 | 0 2,890 0 0 2125 169 +25 N/A 50 17 0 | 0 120 0 0 2150 194 +25 N/A 132 25 0 | 0 2,400 0 0 2175 219 +25 N/A 40 40 0 | 0 350 0 0 2200 244 +25 N/A 138 28 0 | 0 4,511 0 0 2225 269 +25 N/A 222 48 0 | 0 20 0 0 2250 294 +25 N/A 150 58 0 | 0 2,800 0 0 2300 344 +25 N/A 304 43 0 | 0 4,540 0 0 2325 369 +25 N/A 278 115 0 | 0 750 0 0 2350 394 +25 N/A 162 69 0 | 0 1,100 0 0 2375 419 +25 N/A 160 126 0 | 0 450 0 0 2400 444 +25 N/A 330 105 0 | 0 2,150 0 0 2450 494 +25 N/A 141 118 0 | 0 650 0 0 Total 250 | 0 38,450 -50 0 Commodity Options 22:04 Page 6 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1954 Indicative a-t-m Vol 27.99 Time to expiry: 91 Day| | 1600 9 -2 28.12 19 15 0 | 0 1,175 0 0 1700 22 -4 28.12 164 49 0 | 0 1,000 0 0 1750 32 -6 28.12 180 180 0 | 0 600 0 0 1775 39 -6 28.12 0 | 0 100 0 0 1800 46 -7 28.09 205 205 0 | 0 775 0 0 1850 63 -8 28.05 34 34 0 | 0 600 0 0 1900 83 -10 28.01 109 S 35 0 | 0 9,916 0 0 1925 95 -11 27.99 0 | 0 0 0 0 2000 135 -14 27.99 190 S 55 S 0 | 0 4,605 0 0 2025 151 -14 28.00 124 S 124 S 0 | 0 100 0 0 2050 166 -15 27.87 122 S 75 0 | 0 1,998 0 0 2075 183 -14 27.86 0 | 0 100 0 0 2100 200 -12 27.81 287 81 0 | 0 6,966 0 0 2150 239 -18 28.08 218 S 117 0 | 0 1,025 0 0 2200 279 -20 28.17 145 137 0 | 0 4,426 0 0 2250 321 -21 28.20 185 163 0 | 0 3,630 0 0 2275 343 -21 28.32 183 S 163 0 | 0 1,300 0 0 2300 365 -22 28.44 217 171 0 | 0 2,940 0 0 2400 457 -22 28.95 256 S 256 S 0 | 0 250 0 0 Total 0 | 0 41,506 0 0 | Mar 11 Underlying Price 1968 Indicative a-t-m Vol 26.69 Time to expiry: 181 Day| | 1600 28 23 -3 26.66 28 28 28 28 100 | 0 0 0 0 1700 43 -5 26.59 0 | 0 400 0 0 1800 72 -8 26.57 171 44 S 0 | 0 5,068 0 0 1825 80 -9 26.33 67 67 0 | 0 1,000 0 0 1850 91 -9 26.55 0 | 0 300 0 0 1900 113 -11 26.61 169 68 S 0 | 0 1,570 0 0 1950 138 -12 26.69 0 | 0 0 0 0 2000 166 -13 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 197 -14 26.92 132 132 0 | 0 5,180 0 0 2100 230 -15 27.05 156 137 S 0 | 0 4,700 0 0 2150 264 -17 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 301 -18 27.19 0 | 0 180 0 0 2250 341 -18 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 382 -20 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 100 | 0 25,088 0 0 Commodity Options 22:04 Page 7 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1978 Indicative a-t-m Vol 26.77 Time to expiry: 241 Day| | 1600 32 31 -4 26.02 32 32 32 32 60 | 0 0 0 0 1750 69 -6 26.12 54 54 0 | 0 1,800 0 0 1800 95 87 -8 26.30 95 95 95 95 40 | 0 1,000 0 0 1900 132 -9 26.69 0 | 0 1,100 0 0 1950 157 -10 26.78 0 | 0 0 0 0 2000 184 -12 26.80 0 | 0 50 0 0 2050 213 -13 26.74 148 148 0 | 0 7,500 0 0 2100 246 -13 26.94 0 | 0 1,000 0 0 2250 353 -16 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 100 | 0 16,200 0 0 | Jul 11 Underlying Price 1986 Indicative a-t-m Vol 26.59 Time to expiry: 303 Day| | 1750 82 -4 25.82 65 65 0 | 0 1,800 0 0 1975 186 -8 26.60 0 | 0 0 0 0 2100 259 -10 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 1992 Indicative a-t-m Vol 27.69 Time to expiry: 365 Day| | 1975 210 -8 27.63 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1996 Indicative a-t-m Vol 28.13 Time to expiry: 456 Day| | 1975 237 -6 28.05 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1997 Indicative a-t-m Vol 28.42 Time to expiry: 547 Day| | 1975 263 -6 28.32 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1988 Indicative a-t-m Vol 28.36 Time to expiry: 608 Day| | 1975 280 -6 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1992 Indicative a-t-m Vol 27.84 Time to expiry: 668 Day| | 1975 285 -5 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 450 | 0 123,049 -50 0 Commodity Options 22:04 Page 8 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1641 Indicative a-t-m Vol 28.91 Time to expiry: 50 Day| | 1350 297 +3 35.40 110 110 0 | 0 50 0 0 1400 251 +3 34.15 103 85 0 | 0 250 0 0 1450 207 +2 33.52 323 S 65 0 | 0 500 0 0 1500 167 +3 32.70 310 S 52 0 | 0 300 0 0 1550 128 +2 31.10 113 98 0 | 0 260 0 0 1600 93 +2 29.31 223 S 39 S 0 | 0 1,675 0 0 1650 63 66 +1 28.82 63 60 201 54 130 | 0 1,254 -75 0 1700 45 52 +1 31.17 45 43 178 27 100 | 0 2,348 -100 0 1750 38 +1 31.92 119 35 0 | 0 1,773 0 0 1800 29 -2 33.48 86 29 S 0 | 0 1,275 0 0 1850 25 -3 36.62 78 18 0 | 0 404 0 0 1900 20 -2 38.24 57 25 S 0 | 0 1,400 0 0 1950 14 -2 38.44 34 30 0 | 0 12 0 0 2000 10 -2 38.78 40 21 S 0 | 0 608 0 0 2050 7 -2 39.01 19 S 19 S 0 | 0 200 0 0 Total 230 | 0 12,309 -175 0 | Jan 11 Underlying Price 1657 Indicative a-t-m Vol 27.01 Time to expiry: 106 Day| | 1450 232 +3 28.09 350 97 S 0 | 0 950 0 0 1500 193 +2 27.88 258 S 71 S 0 | 0 100 0 0 1550 159 +2 27.77 133 124 0 | 0 175 0 0 1600 121 127 +2 27.39 121 121 164 58 124 | 0 589 0 0 1650 90 100 +2 27.03 92 83 145 83 170 | 0 761 0 0 1700 67 77 +1 26.91 68 67 146 67 50 | 0 1,164 0 0 1750 53 62 +4 27.70 61 S 53 148 53 150 | 0 1,668 -85 0 1800 49 +1 28.34 120 46 0 | 0 1,282 -21 0 1850 41 0 29.71 93 35 0 | 0 955 0 0 1900 34 0 30.90 45 45 0 | 0 520 0 0 1950 29 0 32.06 41 S 41 S 0 | 0 500 0 0 2000 24 +1 32.65 65 36 S 0 | 0 900 0 0 2050 17 19 0 33.28 17 S 17 S 48 S 17 S 50 | 0 200 0 0 2100 16 0 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 9 0 41.28 20 5 S 0 | 0 400 -200 0 Total 544 | 0 11,214 -306 0 Commodity Options 22:04 Page 9 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1675 Indicative a-t-m Vol 27.13 Time to expiry: 169 Day| | 1550 191 +1 26.93 211 S 81 S 0 | 0 500 0 0 1650 127 135 0 27.09 127 127 127 127 50 | 0 0 0 0 1700 104 113 +1 27.17 104 104 138 104 50 | 0 150 0 0 1750 83 94 0 27.58 83 83 179 83 50 | 0 550 0 0 1800 79 0 27.97 150 94 0 | 0 650 0 0 1900 56 0 29.12 0 | 0 500 0 0 1950 51 0 30.41 0 | 0 1,700 0 0 2000 41 0 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 150 | 0 4,650 0 0 | May 11 Underlying Price 1693 Indicative a-t-m Vol 29.38 Time to expiry: 232 Day| | 1700 156 +2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1707 Indicative a-t-m Vol 29.56 Time to expiry: 288 Day| | 1700 181 +2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1700 Indicative a-t-m Vol 29.56 Time to expiry: 351 Day| | 1700 196 0 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1696 Indicative a-t-m Vol 29.25 Time to expiry: 414 Day| | 1700 209 0 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1691 Indicative a-t-m Vol 29.04 Time to expiry: 477 Day| | 1700 220 0 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1641 Indicative a-t-m Vol 28.46 Time to expiry: 533 Day| | 1650 221 0 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 924 | 0 28,173 -481 0 Commodity Options 22:04 Page 10 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1641 Indicative a-t-m Vol 28.91 Time to expiry: 50 Day| | 1200 1 0 38.79 51 4 0 | 0 1,060 0 0 1250 2 0 37.93 34 34 0 | 0 100 0 0 1300 4 0 36.81 98 5 0 | 0 2,484 0 0 1350 6 -1 35.40 70 2 0 | 0 375 0 0 1400 10 -1 34.15 95 17 0 | 0 215 0 0 1450 16 -2 33.52 110 21 S 0 | 0 450 0 0 1500 26 -1 32.70 161 25 0 | 0 1,481 0 0 1550 37 -2 31.10 98 15 0 | 0 1,051 -55 0 1600 52 -2 29.31 122 26 0 | 0 1,034 0 0 1650 75 -3 28.82 156 39 S 0 | 0 3,036 0 0 1700 111 -3 31.17 147 S 52 S 0 | 0 4,465 0 0 1750 147 -3 31.92 190 S 70 0 | 0 1,763 0 0 1800 188 -6 33.48 159 72 0 | 0 1,627 0 0 1850 234 -7 36.62 126 100 0 | 0 500 0 0 1900 279 -6 38.24 160 134 0 | 0 250 0 0 Total 0 | 0 19,891 -55 0 | Jan 11 Underlying Price 1657 Indicative a-t-m Vol 27.01 Time to expiry: 106 Day| | 1000 CAB 0 34.78 1 1 0 | 0 100 0 0 1350 10 0 28.47 66 66 0 | 0 100 0 0 1400 16 -1 28.28 0 | 0 2,150 0 0 1450 25 -1 28.09 123 S 21 0 | 0 5,298 0 0 1500 36 36 -2 27.88 36 36 48 S 34 350 | 0 325 0 0 1550 52 -2 27.77 65 63 0 | 0 214 0 0 1600 70 -2 27.39 95 S 50 0 | 0 1,506 0 0 1650 93 -2 27.03 111 40 0 | 0 4,522 0 0 1700 120 -3 26.91 145 66 S 0 | 0 1,300 0 0 1750 155 0 27.70 138 100 S 0 | 0 513 0 0 1800 192 -3 28.34 170 100 0 | 0 464 0 0 1850 234 -4 29.71 125 124 0 | 0 100 0 0 Total 350 | 0 16,592 0 0 | Mar 11 Underlying Price 1675 Indicative a-t-m Vol 27.13 Time to expiry: 169 Day| | 1400 25 0 27.06 0 | 0 100 0 0 1550 66 0 26.93 0 | 0 200 0 0 1650 110 -1 27.09 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 22:04 Page 11 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 1693 Indicative a-t-m Vol 29.38 Time to expiry: 232 Day| | 1700 163 -1 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1707 Indicative a-t-m Vol 29.56 Time to expiry: 288 Day| | 1700 174 -2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1700 Indicative a-t-m Vol 29.56 Time to expiry: 351 Day| | 1700 196 -1 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1696 Indicative a-t-m Vol 29.25 Time to expiry: 414 Day| | 1700 213 -1 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1691 Indicative a-t-m Vol 29.04 Time to expiry: 477 Day| | 1700 229 -1 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1641 Indicative a-t-m Vol 28.46 Time to expiry: 533 Day| | 1650 230 -1 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 350 | 0 36,783 -55 0 Commodity Options 22:04 Page 12 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 578.70 Indicative a-t-m Vol 35.87 Time to expiry: 1 Day| | 45000 128.70 +1.40 33.96 27.00 27.00 0 | 0 3,590 0 0 46000 118.70 +1.40 34.28 20.00 18.50 0 | 0 330 0 0 47000 108.70 +1.40 34.59 0 | 0 350 0 0 50000 78.70 +1.40 35.52 22.00 22.00 0 | 0 270 0 0 52000 58.70 +1.40 35.62 21.50 21.50 0 | 0 5 0 0 53000 48.70 +1.40 35.62 67.75 10.50 0 | 0 258 0 0 54000 38.70 +1.35 35.69 6.00 6.00 0 | 0 250 0 0 55000 28.70 +1.10 35.76 13.85 S 13.85 S 0 | 0 120 0 0 57000 10.00 -0.80 35.82 32.00 10.00 0 | 0 361 0 0 58000 3.70 -1.65 35.88 0 | 0 0 0 0 59000 0.85 -1.30 35.97 0 | 0 100 0 0 60000 0.10 -0.60 36.00 19.00 3.60 S 0 | 0 1,250 0 0 Total 0 | 0 6,884 0 0 | Dec 10 Underlying Price 529.30 Indicative a-t-m Vol 35.98 Time to expiry: 62 Day| | 52000 36.10 +2.85 35.97 0 | 0 0 0 0 57000 16.35 +1.60 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 525.10 Indicative a-t-m Vol 27.90 Time to expiry: 154 Day| | 45000 84.80 +5.70 27.90 0 | 0 200 0 0 52000 40.45 +3.75 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 509.30 Indicative a-t-m Vol 27.77 Time to expiry: 213 Day| | 47000 64.00 +4.55 27.77 0 | 0 50 0 0 50000 47.55 +3.80 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 490.70 Indicative a-t-m Vol 27.99 Time to expiry: 304 Day| | 48000 54.95 +4.00 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 480.30 Indicative a-t-m Vol 28.03 Time to expiry: 366 Day| | 47000 58.40 +3.85 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 13 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 465.00 Indicative a-t-m Vol 27.99 Time to expiry: 427 Day| | 46000 58.25 +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: 519 Day| | 46000 58.25 -0.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 7,334 0 0 Commodity Options 22:04 Page 14 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 578.70 Indicative a-t-m Vol 35.87 Time to expiry: 1 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 0.00 35.62 0 | 0 100 0 0 55000 CAB -0.30 35.76 23.40 S 23.00 S 0 | 0 200 0 0 57000 1.30 -2.20 35.82 10.50 S 10.50 S 0 | 0 25 0 0 58000 5.00 -3.05 35.88 0 | 0 0 0 0 Total 0 | 0 1,236 0 0 | Dec 10 Underlying Price 529.30 Indicative a-t-m Vol 35.98 Time to expiry: 62 Day| | 50000 18.20 -2.05 35.95 92.00 75.00 0 | 0 130 0 0 52000 26.80 -2.65 35.97 0 | 0 0 0 0 53000 31.90 -2.95 35.98 0 | 0 120 0 0 57000 57.05 -3.90 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 64.35 -4.15 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 525.10 Indicative a-t-m Vol 27.90 Time to expiry: 154 Day| | 52000 35.35 -3.35 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 509.30 Indicative a-t-m Vol 27.77 Time to expiry: 213 Day| | 47000 24.70 -2.35 27.77 0 | 0 50 0 0 50000 38.25 -3.10 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 490.70 Indicative a-t-m Vol 27.99 Time to expiry: 304 Day| | 48000 44.25 -3.10 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 480.30 Indicative a-t-m Vol 28.03 Time to expiry: 366 Day| | 47000 48.10 -2.95 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 15 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 465.00 Indicative a-t-m Vol 27.99 Time to expiry: 427 Day| | 46000 53.25 -2.00 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: 519 Day| | 46000 63.25 -0.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 1,776 0 0 Commodity Options 22:04 Page 16 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 154.60 Indicative a-t-m Vol 41.23 Time to expiry: 44 Day| | 10500 49.60 +2.55 38.76 25.00 5.00 0 | 0 1 0 0 11000 44.65 +2.60 38.71 45.00 4.25 0 | 0 23 0 0 11300 41.65 +2.55 38.33 23.00 4.50 0 | 0 2 0 0 11400 40.65 +2.50 38.24 2.25 2.25 0 | 0 4 0 0 11500 39.65 +2.50 37.50 3.75 3.75 0 | 0 2 0 0 11600 38.70 +2.50 37.89 4.40 4.40 0 | 0 10 0 0 13200 23.65 +2.05 37.70 6.00 6.00 0 | 0 5 0 0 13600 20.40 +1.85 38.36 4.00 4.00 0 | 0 3 0 0 13700 19.60 +1.75 38.53 8.20 8.20 0 | 0 8 0 0 13900 18.05 +1.55 38.71 3.50 3.50 0 | 0 10 0 0 14000 17.30 +1.40 38.79 4.70 4.70 0 | 0 43 0 0 14500 13.95 +1.00 39.47 7.00 6.80 0 | 0 12 0 0 14600 13.30 +0.85 39.53 6.75 6.75 0 | 0 7 0 0 15000 10.20 10.95 +0.85 39.56 10.20 10.20 10.20 3.50 20 | 0 20 0 0 15200 10.00 +0.35 40.20 0 | 0 0 0 0 16000 6.95 +0.15 42.76 2.50 2.50 0 | 0 20 0 0 18000 2.40 +0.25 45.36 2.25 2.25 0 | 0 20 0 0 Total 20 | 0 190 0 0 | Jan 11 Underlying Price 157.00 Indicative a-t-m Vol 36.80 Time to expiry: 100 Day| | 12000 38.00 +2.35 36.82 4.90 4.90 0 | 0 8 0 0 15400 13.55 +1.35 36.81 0 | 0 0 0 0 16600 7.50 8.45 +0.95 36.78 7.50 7.50 7.50 7.50 7 | 0 0 0 0 Total 7 | 0 8 0 0 | Mar 11 Underlying Price 159.25 Indicative a-t-m Vol 33.89 Time to expiry: 163 Day| | 10500 54.65 +2.40 33.89 29.00 9.00 0 | 0 1 0 0 10700 52.75 +2.40 33.89 9.50 9.50 0 | 0 5 0 0 15700 15.45 +1.30 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 159.80 Indicative a-t-m Vol 37.40 Time to expiry: 226 Day| | 12800 37.30 +2.00 37.41 11.00 11.00 0 | 0 3 0 0 13100 35.15 +1.95 37.41 7.35 7.35 0 | 0 2 0 0 15700 20.00 +1.40 37.40 0 | 0 0 0 0 16500 16.55 +1.20 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 22:04 Page 17 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 160.70 Indicative a-t-m Vol 25.57 Time to expiry: 282 Day| | 15800 15.65 +1.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 129.00 Indicative a-t-m Vol 25.57 Time to expiry: 408 Day| | 12800 14.35 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 132.35 Indicative a-t-m Vol 29.37 Time to expiry: 464 Day| | 13200 17.60 +0.40 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 133.20 Indicative a-t-m Vol 25.57 Time to expiry: 527 Day| | 13300 16.35 +0.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 135.00 Indicative a-t-m Vol 25.57 Time to expiry: 590 Day| | 13400 17.90 +0.55 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: 772 Day| | 12800 18.60 0.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 27 | 0 210 0 0 Commodity Options 22:04 Page 18 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 154.60 Indicative a-t-m Vol 41.23 Time to expiry: 44 Day| | 15200 7.40 -2.25 40.20 0 | 0 0 0 0 15500 9.15 -2.60 41.39 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 157.00 Indicative a-t-m Vol 36.80 Time to expiry: 100 Day| | 15400 10.55 -1.20 36.81 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 159.25 Indicative a-t-m Vol 33.89 Time to expiry: 163 Day| | 15700 13.20 -1.15 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 159.80 Indicative a-t-m Vol 37.40 Time to expiry: 226 Day| | 13600 7.95 -0.65 37.41 15.60 15.60 0 | 0 10 0 0 15700 17.20 -1.10 37.40 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 160.70 Indicative a-t-m Vol 25.57 Time to expiry: 282 Day| | 15800 12.95 -1.15 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 129.00 Indicative a-t-m Vol 25.57 Time to expiry: 408 Day| | 12800 13.35 -0.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 132.35 Indicative a-t-m Vol 29.37 Time to expiry: 464 Day| | 13200 17.25 -0.30 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 133.20 Indicative a-t-m Vol 25.57 Time to expiry: 527 Day| | 13300 16.15 -0.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 19 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 135.00 Indicative a-t-m Vol 25.57 Time to expiry: 590 Day| | 13400 16.90 -0.45 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: 772 Day| | 12800 19.10 0.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0