Commodity Options Summary 22:01 Page 1 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 1,739 0 1,739 | 1,150 207,113 +550 Robusta Coffee 2,110 0 2,110 | 1,274 66,000 +1,044 White Sugar 100 0 100 | 0 9,110 0 Feed Wheat 0 0 0 | 27 208 -13 Comments Commodity Options 22:01 Page 2 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 N/A Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 1750 N/A N/A N/A N/A N/A 625 528 N/A | 0 100 0 100 1975 N/A N/A N/A N/A N/A N/A | 0 0 0 0 2000 N/A N/A N/A N/A N/A 220 220 N/A | 0 1,175 0 0 2100 N/A N/A N/A N/A N/A 347 84 N/A | 0 1,368 0 0 2150 N/A N/A N/A N/A N/A 267 267 N/A | 0 1,875 0 0 2175 N/A N/A N/A N/A N/A N/A | 0 200 0 0 2200 N/A N/A N/A N/A N/A 293 180 N/A | 0 1,550 0 0 2250 N/A N/A N/A N/A N/A 230 80 N/A | 0 2,324 0 0 2275 N/A N/A N/A N/A N/A 94 92 N/A | 0 90 0 0 2300 N/A N/A N/A N/A N/A 194 4 N/A | 0 3,175 0 0 2325 N/A N/A N/A N/A N/A 183 183 N/A | 0 500 0 0 2350 N/A N/A N/A N/A N/A 165 37 N/A | 0 450 0 0 2375 N/A N/A N/A N/A N/A 160 112 N/A | 0 300 0 0 2400 N/A N/A N/A N/A N/A 226 75 N/A | 0 2,775 0 0 2450 N/A N/A N/A N/A N/A 117 62 N/A | 0 4,200 0 0 2500 N/A N/A N/A N/A N/A 188 3 N/A | 0 860 0 0 2600 N/A N/A N/A N/A N/A 59 59 N/A | 0 1,050 0 0 2650 N/A N/A N/A N/A N/A 67 23 N/A | 0 1,674 0 0 2700 N/A N/A N/A N/A N/A 149 3 N/A | 0 2,130 0 0 2850 N/A N/A N/A N/A N/A 60 60 N/A | 0 100 0 0 3000 N/A N/A N/A N/A N/A 135 1 N/A | 0 6,557 0 0 Total N/A | 0 32,453 0 100 Commodity Options 22:01 Page 3 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 27.32 Time to expiry: 90 Day| | 1600 353 -10 26.93 588 520 0 | 0 1,850 0 0 1750 226 -10 26.93 563 479 0 | 0 2,020 0 0 1900 127 -10 26.96 0 | 100 100 +100 0 1950 104 -7 27.35 0 | 0 0 0 0 2000 75 83 -6 27.56 75 75 108 S 75 3 | 500 1,000 +500 0 2025 74 -6 27.64 110 S 110 S 0 | 0 60 0 0 2050 66 -4 27.77 126 S 118 S 0 | 0 215 0 0 2100 45 51 -3 27.81 53 45 53 45 258 | 0 625 0 0 2125 45 -3 27.92 65 65 0 | 0 15 0 0 2150 40 -3 28.08 0 | 100 100 0 0 2200 30 -3 28.17 235 47 S 0 | 0 3,026 0 0 2250 23 -2 28.20 174 S 150 0 | 0 1,500 0 0 2275 20 -2 28.32 200 105 0 | 0 25 0 0 2300 15 17 -2 28.44 15 15 149 S 15 8 | 0 3,900 0 0 2325 15 -2 28.56 184 100 0 | 0 250 0 0 2350 13 -2 28.70 173 149 0 | 0 554 0 0 2400 7 10 -1 28.95 7 7 151 S 7 8 | 0 3,927 0 0 2425 9 -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 4 -1 29.67 41 S 41 S 0 | 0 100 0 0 2600 3 -1 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 277 | 700 27,435 +600 0 | Mar 11 Underlying Price 1960 Indicative a-t-m Vol 26.69 Time to expiry: 180 Day| | 1600 384 -7 26.66 567 567 0 | 0 100 0 0 1975 140 -5 26.69 0 | 0 0 0 0 2000 129 -5 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 111 -4 26.92 0 | 0 620 0 0 2100 94 -4 27.05 110 110 0 | 0 1,000 0 0 2150 79 -3 27.12 236 S 234 S 0 | 0 950 0 0 2200 67 -2 27.19 270 270 0 | 0 850 0 0 2250 56 -3 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 48 -2 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 30 36 -2 28.64 30 30 280 S 30 16 | 0 1,696 0 0 2450 31 -1 28.90 188 138 S 0 | 0 375 0 0 2500 26 -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 16 | 0 18,426 0 0 Commodity Options 22:01 Page 4 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1974 Indicative a-t-m Vol 26.76 Time to expiry: 240 Day| | 1800 262 -3 26.30 418 418 0 | 0 1,750 0 0 1975 170 -3 26.76 0 | 0 0 0 0 2250 79 -2 27.19 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 1983 Indicative a-t-m Vol 26.60 Time to expiry: 302 Day| | 1975 195 -2 26.60 0 | 0 0 0 0 2200 111 -2 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 1990 Indicative a-t-m Vol 27.68 Time to expiry: 364 Day| | 2000 215 -1 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1991 Indicative a-t-m Vol 28.11 Time to expiry: 455 Day| | 2000 245 -3 28.14 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 1993 Indicative a-t-m Vol 28.40 Time to expiry: 546 Day| | 2000 272 -3 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1982 Indicative a-t-m Vol 28.31 Time to expiry: 607 Day| | 2000 281 -4 28.46 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1986 Indicative a-t-m Vol 27.73 Time to expiry: 667 Day| | 2000 292 -4 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 293 | 700 84,114 +600 100 Commodity Options 22:01 Page 5 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 N/A Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 1500 N/A N/A N/A N/A N/A 222 6 N/A | 0 200 0 0 1650 N/A N/A N/A N/A N/A 12 3 N/A | 0 450 0 0 1700 N/A N/A N/A N/A N/A 120 42 N/A | 0 2,350 0 0 1725 N/A N/A N/A N/A N/A 84 84 N/A | 0 350 0 0 1750 N/A N/A N/A N/A N/A 108 49 N/A | 0 880 0 0 1775 N/A N/A N/A N/A N/A 113 113 N/A | 0 700 0 0 1800 N/A N/A N/A N/A N/A 168 1 N/A | 0 2,125 0 0 1850 N/A N/A N/A N/A N/A 133 35 N/A | 0 130 0 0 1900 N/A N/A N/A N/A N/A 209 1 N/A | 250 1,600 -250 0 1925 N/A N/A N/A N/A N/A N/A | 0 55 0 0 1950 N/A N/A N/A N/A N/A 47 1 N/A | 0 2,184 0 250 1975 N/A N/A N/A N/A N/A N/A | 0 15 0 15 2000 N/A N/A N/A N/A N/A 199 4 N/A | 0 3,680 0 3680 2050 N/A N/A N/A N/A N/A 9 9 N/A | 0 650 0 650 2075 N/A N/A N/A N/A N/A 30 30 N/A | 0 100 0 100 2100 N/A N/A N/A N/A N/A 310 18 N/A | 0 2,890 0 2890 2125 N/A N/A N/A N/A N/A 50 17 N/A | 0 120 0 120 2150 N/A N/A N/A N/A N/A 132 25 N/A | 0 2,400 0 2400 2175 N/A N/A N/A N/A N/A 40 40 N/A | 0 350 0 350 2200 N/A N/A N/A N/A N/A 138 28 N/A | 0 4,511 0 4511 2225 N/A N/A N/A N/A N/A 222 48 N/A | 0 20 0 20 2250 N/A N/A N/A N/A N/A 150 58 N/A | 0 2,800 0 2800 2300 N/A N/A N/A N/A N/A 304 43 N/A | 0 4,540 0 4540 2325 N/A N/A N/A N/A N/A 278 115 N/A | 0 750 0 750 2350 N/A N/A N/A N/A N/A 162 69 N/A | 0 1,100 0 1100 2375 N/A N/A N/A N/A N/A 160 126 N/A | 0 450 0 450 2400 N/A N/A N/A N/A N/A 330 105 N/A | 0 2,150 0 2150 2450 N/A N/A N/A N/A N/A 141 118 N/A | 0 650 0 650 Total N/A | 250 38,200 -250 27426 Commodity Options 22:01 Page 6 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 27.32 Time to expiry: 90 Day| | 1600 8 -1 26.93 19 15 0 | 0 1,175 0 0 1700 20 -2 26.93 164 49 0 | 0 1,000 0 0 1750 31 -1 26.93 180 180 0 | 0 600 0 0 1775 37 -2 26.93 0 | 0 100 0 0 1800 44 -2 26.95 205 205 0 | 0 775 0 0 1850 61 -2 26.95 34 34 0 | 0 600 0 0 1900 88 82 -1 26.96 88 79 109 S 35 300 | 0 9,916 0 0 1950 109 +2 27.35 129 S 51 0 | 0 0 0 0 2000 146 138 +3 27.56 149 146 190 S 55 S 183 | 0 4,605 0 0 2025 162 154 +3 27.64 162 162 162 124 S 100 | 0 100 0 0 2050 171 +5 27.77 122 S 75 0 | 0 1,998 0 0 2075 195 188 +5 27.86 195 195 195 195 100 | 0 100 0 0 2100 220 206 +6 27.81 220 220 287 81 58 | 0 6,966 0 0 2150 260 245 +6 28.08 260 260 260 117 8 | 0 1,025 0 0 2200 285 +6 28.17 145 137 0 | 0 4,426 0 0 2250 341 328 +7 28.20 345 341 345 163 119 | 0 3,630 0 0 2275 350 +7 28.32 183 S 163 0 | 0 1,300 0 0 2300 386 372 +7 28.44 386 386 386 171 500 | 0 2,940 0 0 2400 465 +8 28.95 256 S 256 S 0 | 0 250 0 0 Total 1,368 | 0 41,506 0 0 | Mar 11 Underlying Price 1960 Indicative a-t-m Vol 26.69 Time to expiry: 180 Day| | 1600 24 +1 26.66 28 28 0 | 100 100 +100 0 1700 44 +1 26.59 0 | 0 400 0 0 1800 74 +2 26.57 171 44 S 0 | 0 5,068 0 0 1825 82 +2 26.33 67 67 0 | 0 1,000 0 0 1850 94 +3 26.55 0 | 0 300 0 0 1900 124 116 +3 26.61 124 124 169 68 S 2 | 0 1,570 0 0 1975 155 +3 26.69 0 | 0 0 0 0 2000 169 +3 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 201 +4 26.92 132 132 0 | 0 5,180 0 0 2100 246 234 +4 27.05 246 246 246 137 S 62 | 0 4,700 0 0 2150 269 +5 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 307 +6 27.19 0 | 0 180 0 0 2250 346 +5 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 388 +6 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 64 | 100 25,188 +100 0 Commodity Options 22:01 Page 7 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1974 Indicative a-t-m Vol 26.76 Time to expiry: 240 Day| | 1600 32 +1 26.02 32 32 0 | 60 60 +60 0 1750 70 +1 26.12 54 54 0 | 0 1,800 0 0 1800 88 +1 26.30 95 95 0 | 40 1,040 +40 0 1900 133 +1 26.69 0 | 0 1,100 0 0 1975 171 +1 26.76 0 | 0 0 0 0 2000 186 +2 26.80 0 | 0 50 0 0 2050 215 +2 26.74 148 148 0 | 0 7,500 0 0 2100 257 248 +2 26.94 257 257 257 257 14 | 0 1,000 0 0 2250 355 +2 27.19 244 S 234 S 0 | 0 3,750 0 0 Total 14 | 100 16,300 +100 0 | Jul 11 Underlying Price 1983 Indicative a-t-m Vol 26.60 Time to expiry: 302 Day| | 1750 82 0 25.82 65 65 0 | 0 1,800 0 0 1975 187 +1 26.60 0 | 0 0 0 0 2100 261 +2 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 1990 Indicative a-t-m Vol 27.68 Time to expiry: 364 Day| | 2000 225 +1 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 1991 Indicative a-t-m Vol 28.11 Time to expiry: 455 Day| | 2000 254 +2 28.14 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1993 Indicative a-t-m Vol 28.40 Time to expiry: 546 Day| | 2000 279 +1 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1982 Indicative a-t-m Vol 28.31 Time to expiry: 607 Day| | 2000 299 +2 28.46 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1986 Indicative a-t-m Vol 27.73 Time to expiry: 667 Day| | 2000 306 +2 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 1,446 | 450 122,999 -50 27426 Commodity Options 22:01 Page 8 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1647 Indicative a-t-m Vol 27.87 Time to expiry: 49 Day| | 1350 302 +5 34.53 110 110 0 | 0 50 0 0 1400 255 +4 33.28 103 85 0 | 0 250 0 0 1450 210 +3 31.82 323 S 65 0 | 0 500 0 0 1500 168 +1 30.97 310 S 52 0 | 0 300 0 0 1550 127 -1 28.78 113 98 0 | 0 260 0 0 1600 81 90 -3 26.69 94 79 223 S 39 S 443 | 0 1,675 0 0 1650 67 +1 27.95 201 54 0 | 130 1,354 +100 0 1700 50 -2 29.64 178 27 0 | 100 2,348 0 0 1750 36 -2 30.59 119 35 0 | 0 1,773 0 0 1800 26 -3 31.82 86 29 S 0 | 0 1,275 0 0 1850 19 23 -2 35.12 19 19 78 18 20 | 0 404 0 0 1900 18 -2 36.64 57 25 S 0 | 0 1,400 0 0 1950 14 0 37.57 34 30 0 | 0 12 0 0 2000 10 0 37.91 40 21 S 0 | 0 608 0 0 2050 7 0 38.14 19 S 19 S 0 | 0 200 0 0 Total 463 | 230 12,409 +100 0 | Jan 11 Underlying Price 1662 Indicative a-t-m Vol 27.24 Time to expiry: 105 Day| | 1450 232 236 +4 28.09 232 232 350 97 S 2 | 0 950 0 0 1500 197 +4 27.88 258 S 71 S 0 | 0 100 0 0 1550 162 +3 27.77 133 124 0 | 0 175 0 0 1600 130 +3 27.39 164 58 0 | 124 713 +124 0 1650 103 +3 27.21 145 83 0 | 170 931 +170 0 1700 81 +4 27.31 146 67 0 | 50 1,214 +50 0 1750 64 +2 27.70 148 53 0 | 150 1,768 +100 0 1800 50 +1 28.34 120 46 0 | 0 1,282 0 0 1850 42 +1 29.71 93 35 0 | 0 955 0 0 1900 35 +1 30.90 45 45 0 | 0 520 0 0 1950 30 +1 32.06 41 S 41 S 0 | 0 500 0 0 2000 24 0 32.65 65 36 S 0 | 0 900 0 0 2050 20 +1 33.28 48 S 17 S 0 | 50 250 +50 0 2100 17 +1 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 9 0 41.28 20 5 S 0 | 0 400 0 0 Total 2 | 544 11,708 +494 0 Commodity Options 22:01 Page 9 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1681 Indicative a-t-m Vol 27.14 Time to expiry: 168 Day| | 1550 195 +4 26.93 211 S 81 S 0 | 0 500 0 0 1650 138 +3 27.09 127 127 0 | 50 50 +50 0 1700 115 +2 27.17 138 104 0 | 50 200 +50 0 1750 97 +3 27.58 179 83 0 | 50 550 0 0 1800 81 +2 27.97 150 94 0 | 0 650 0 0 1900 58 +2 29.12 0 | 0 500 0 0 1950 52 +1 30.41 0 | 0 1,700 0 0 2000 42 +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 | 150 4,750 +100 0 | May 11 Underlying Price 1698 Indicative a-t-m Vol 29.45 Time to expiry: 231 Day| | 1700 158 +2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1711 Indicative a-t-m Vol 29.61 Time to expiry: 287 Day| | 1700 183 +2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1701 Indicative a-t-m Vol 29.58 Time to expiry: 350 Day| | 1700 196 0 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1688 Indicative a-t-m Vol 29.14 Time to expiry: 413 Day| | 1700 204 -5 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1683 Indicative a-t-m Vol 28.95 Time to expiry: 476 Day| | 1700 215 -5 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1633 Indicative a-t-m Vol 28.40 Time to expiry: 532 Day| | 1650 216 -5 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 465 | 924 28,867 +694 0 Commodity Options 22:01 Page 10 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1647 Indicative a-t-m Vol 27.87 Time to expiry: 49 Day| | 1200 1 0 37.92 51 4 0 | 0 1,060 0 0 1250 2 0 37.06 34 34 0 | 0 100 0 0 1300 3 -1 35.93 98 5 0 | 0 2,484 0 0 1350 5 -1 34.53 70 2 0 | 0 375 0 0 1400 8 -2 33.28 95 17 0 | 0 215 0 0 1450 13 -3 31.82 110 21 S 0 | 0 450 0 0 1500 21 -5 30.97 161 25 0 | 0 1,481 0 0 1550 33 30 -7 28.78 33 33 98 15 5 | 0 1,051 0 0 1600 43 -9 26.69 122 26 0 | 0 1,034 0 0 1650 70 -5 27.95 156 39 S 0 | 0 3,036 0 0 1700 103 -8 29.64 147 S 52 S 0 | 0 4,465 0 0 1750 139 -8 30.59 190 S 70 0 | 0 1,763 0 0 1800 179 -9 31.82 159 72 0 | 0 1,627 0 0 1850 226 -8 35.12 126 100 0 | 0 500 0 0 1900 271 -8 36.64 160 134 0 | 0 250 0 0 Total 5 | 0 19,891 0 0 | Jan 11 Underlying Price 1662 Indicative a-t-m Vol 27.24 Time to expiry: 105 Day| | 1000 CAB 0 34.78 1 1 0 | 0 100 0 0 1350 9 -1 28.47 66 66 0 | 0 100 0 0 1400 15 -1 28.28 0 | 0 2,150 0 0 1450 24 -1 28.09 123 S 21 0 | 0 5,298 0 0 1500 35 -1 27.88 48 S 34 0 | 350 675 +350 0 1550 50 -2 27.77 65 63 0 | 0 214 0 0 1600 68 -2 27.39 95 S 50 0 | 0 1,506 0 0 1650 86 91 -2 27.21 92 86 111 40 1,640 | 0 4,522 0 0 1700 119 -1 27.31 145 66 S 0 | 0 1,300 0 0 1750 152 -3 27.70 138 100 S 0 | 0 513 0 0 1800 188 -4 28.34 170 100 0 | 0 464 0 0 1850 230 -4 29.71 125 124 0 | 0 100 0 0 Total 1,640 | 350 16,942 +350 0 | Mar 11 Underlying Price 1681 Indicative a-t-m Vol 27.14 Time to expiry: 168 Day| | 1400 24 -1 27.06 0 | 0 100 0 0 1550 64 -2 26.93 0 | 0 200 0 0 1700 134 -4 27.17 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 22:01 Page 11 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 1698 Indicative a-t-m Vol 29.45 Time to expiry: 231 Day| | 1700 160 -3 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1711 Indicative a-t-m Vol 29.61 Time to expiry: 287 Day| | 1700 172 -2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1701 Indicative a-t-m Vol 29.58 Time to expiry: 350 Day| | 1700 195 -1 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1688 Indicative a-t-m Vol 29.14 Time to expiry: 413 Day| | 1700 216 +3 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1683 Indicative a-t-m Vol 28.95 Time to expiry: 476 Day| | 1700 232 +3 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1633 Indicative a-t-m Vol 28.40 Time to expiry: 532 Day| | 1650 233 +3 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 1,645 | 350 37,133 +350 0 Commodity Options 22:01 Page 12 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 580.90 Indicative a-t-m Vol N/A Time to expiry: 0 Day| | 45000 130.90 +2.20 N/A 27.00 27.00 0 | 0 3,590 0 0 46000 120.90 +2.20 N/A 20.00 18.50 0 | 0 330 0 0 47000 110.90 +2.20 N/A 0 | 0 350 0 0 50000 80.90 +2.20 N/A 22.00 22.00 0 | 0 270 0 0 52000 60.90 +2.20 N/A 21.50 21.50 0 | 0 5 0 0 53000 50.90 +2.20 N/A 67.75 10.50 0 | 0 258 0 0 54000 40.90 +2.20 N/A 6.00 6.00 0 | 0 250 0 0 55000 30.90 +2.20 N/A 13.85 13.85 0 | 0 120 0 0 57000 11.00 10.90 +0.90 N/A 11.00 11.00 32.00 10.00 50 | 0 361 0 0 58000 0.90 -2.80 N/A 0 | 0 0 0 0 59000 0.50 CAB -0.85 N/A 0.50 0.50 0.50 0.50 50 | 0 100 0 0 60000 CAB -0.10 N/A 19.00 3.60 0 | 0 1,250 0 0 Total 100 | 0 6,884 0 0 | Dec 10 Underlying Price 533.50 Indicative a-t-m Vol 35.98 Time to expiry: 61 Day| | 53000 33.20 +2.00 35.98 0 | 0 0 0 0 57000 17.55 +1.20 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 526.40 Indicative a-t-m Vol 27.90 Time to expiry: 153 Day| | 45000 85.80 +1.00 27.90 0 | 0 200 0 0 53000 36.35 +0.55 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 509.80 Indicative a-t-m Vol 27.77 Time to expiry: 212 Day| | 47000 64.25 +0.25 27.77 0 | 0 50 0 0 51000 43.00 +0.20 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 493.60 Indicative a-t-m Vol 27.99 Time to expiry: 303 Day| | 49000 51.80 +1.55 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 483.50 Indicative a-t-m Vol 28.03 Time to expiry: 365 Day| | 48000 55.55 +1.75 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:01 Page 13 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 468.40 Indicative a-t-m Vol 27.99 Time to expiry: 426 Day| | 47000 55.65 +1.80 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 458.20 Indicative a-t-m Vol 27.99 Time to expiry: 518 Day| | 46000 59.95 +1.70 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 100 | 0 7,334 0 0 Commodity Options 22:01 Page 14 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 580.90 Indicative a-t-m Vol N/A Time to expiry: 0 Day| | 39000 CAB 0.00 N/A 10.50 10.50 0 | 0 170 0 0 42000 CAB 0.00 N/A 21.00 21.00 0 | 0 85 0 0 46000 CAB 0.00 N/A 0 | 0 200 0 0 48000 CAB 0.00 N/A 0 | 0 150 0 0 50000 CAB 0.00 N/A 13.10 13.10 0 | 0 306 0 0 53000 CAB 0.00 N/A 0 | 0 100 0 0 55000 CAB 0.00 N/A 23.40 23.00 0 | 0 200 0 0 57000 CAB -1.30 N/A 10.50 10.50 0 | 0 25 0 0 58000 CAB -5.00 N/A 0 | 0 0 0 0 Total 0 | 0 1,236 0 0 | Dec 10 Underlying Price 533.50 Indicative a-t-m Vol 35.98 Time to expiry: 61 Day| | 50000 16.65 -1.55 35.95 92.00 75.00 0 | 0 130 0 0 53000 29.70 -2.20 35.98 0 | 0 120 0 0 57000 54.05 -3.00 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 61.20 -3.15 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 526.40 Indicative a-t-m Vol 27.90 Time to expiry: 153 Day| | 53000 39.95 -0.75 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 509.80 Indicative a-t-m Vol 27.77 Time to expiry: 212 Day| | 47000 24.45 -0.25 27.77 0 | 0 50 0 0 51000 43.20 -0.30 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 493.60 Indicative a-t-m Vol 27.99 Time to expiry: 303 Day| | 49000 48.20 -1.35 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 483.50 Indicative a-t-m Vol 28.03 Time to expiry: 365 Day| | 48000 52.05 -1.45 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:01 Page 15 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 468.40 Indicative a-t-m Vol 27.99 Time to expiry: 426 Day| | 47000 57.25 -1.60 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 458.20 Indicative a-t-m Vol 27.99 Time to expiry: 518 Day| | 46000 61.75 -1.50 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 1,776 0 0 Commodity Options 22:01 Page 16 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 154.50 Indicative a-t-m Vol 41.19 Time to expiry: 43 Day| | 10500 49.50 -0.10 38.76 25.00 5.00 0 | 0 1 0 0 11000 44.55 -0.10 38.71 45.00 4.25 0 | 0 23 0 0 11300 41.55 -0.10 38.33 23.00 4.50 0 | 0 2 0 0 11400 40.55 -0.10 38.24 2.25 2.25 0 | 0 4 0 0 11500 39.55 -0.10 37.50 3.75 3.75 0 | 0 2 0 0 11600 38.60 -0.10 37.89 4.40 4.40 0 | 0 10 0 0 13200 23.55 -0.10 37.70 6.00 6.00 0 | 0 5 0 0 13600 20.25 -0.15 38.36 4.00 4.00 0 | 0 3 0 0 13700 19.45 -0.15 38.53 8.20 8.20 0 | 0 8 0 0 13900 17.90 -0.15 38.71 3.50 3.50 0 | 0 10 0 0 14000 17.20 -0.10 38.79 4.70 4.70 0 | 0 43 0 0 14500 13.80 -0.15 39.47 7.00 6.80 0 | 0 12 0 0 14600 13.15 -0.15 39.53 6.75 6.75 0 | 0 7 0 0 15000 10.80 -0.15 39.56 10.20 3.50 0 | 20 0 -20 0 15500 8.60 -0.15 41.39 0 | 0 0 0 0 16000 6.80 -0.15 42.76 2.50 2.50 0 | 0 20 0 0 18000 2.30 -0.10 45.36 2.25 2.25 0 | 0 20 0 0 Total 0 | 20 170 -20 0 | Jan 11 Underlying Price 156.75 Indicative a-t-m Vol 36.80 Time to expiry: 99 Day| | 12000 37.75 -0.25 36.82 4.90 4.90 0 | 0 8 0 0 15700 11.90 -0.20 36.80 0 | 0 0 0 0 16600 8.30 -0.15 36.78 7.50 7.50 0 | 7 7 +7 0 Total 0 | 7 15 +7 0 | Mar 11 Underlying Price 159.50 Indicative a-t-m Vol 33.89 Time to expiry: 162 Day| | 10500 54.85 +0.20 33.89 29.00 9.00 0 | 0 1 0 0 10700 52.95 +0.20 33.89 9.50 9.50 0 | 0 5 0 0 15900 14.60 +0.10 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 160.00 Indicative a-t-m Vol 37.40 Time to expiry: 225 Day| | 12800 37.40 +0.10 37.41 11.00 11.00 0 | 0 3 0 0 13100 35.25 +0.10 37.41 7.35 7.35 0 | 0 2 0 0 16000 18.70 +0.05 37.40 0 | 0 0 0 0 16500 16.60 +0.05 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 22:01 Page 17 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 160.90 Indicative a-t-m Vol 25.57 Time to expiry: 281 Day| | 16100 14.35 +0.10 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 130.25 Indicative a-t-m Vol 25.57 Time to expiry: 407 Day| | 12900 14.55 +0.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 133.60 Indicative a-t-m Vol 29.37 Time to expiry: 463 Day| | 13200 18.30 +0.70 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 134.45 Indicative a-t-m Vol 25.57 Time to expiry: 526 Day| | 13300 17.05 +0.70 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 136.25 Indicative a-t-m Vol 25.57 Time to expiry: 589 Day| | 13500 18.15 +0.70 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: 771 Day| | 12800 18.60 0.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 27 197 -13 0 Commodity Options 22:01 Page 18 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 154.50 Indicative a-t-m Vol 41.19 Time to expiry: 43 Day| | 15500 9.10 -0.05 41.39 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 156.75 Indicative a-t-m Vol 36.80 Time to expiry: 99 Day| | 15700 12.15 +0.05 36.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 159.50 Indicative a-t-m Vol 33.89 Time to expiry: 162 Day| | 15900 14.10 -0.15 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 160.00 Indicative a-t-m Vol 37.40 Time to expiry: 225 Day| | 13600 7.85 -0.10 37.41 15.60 15.60 0 | 0 10 0 0 16000 18.70 -0.15 37.40 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 160.90 Indicative a-t-m Vol 25.57 Time to expiry: 281 Day| | 16100 14.45 -0.10 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 130.25 Indicative a-t-m Vol 25.57 Time to expiry: 407 Day| | 12900 13.30 -0.60 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 133.60 Indicative a-t-m Vol 29.37 Time to expiry: 463 Day| | 13200 16.70 -0.55 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 134.45 Indicative a-t-m Vol 25.57 Time to expiry: 526 Day| | 13300 15.60 -0.55 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 136.25 Indicative a-t-m Vol 25.57 Time to expiry: 589 Day| | 13500 16.90 -0.55 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:01 Page 19 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 12 Underlying Price 127.50 Indicative a-t-m Vol 25.57 Time to expiry: 771 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