Commodity Options Summary 21:59 Page 1 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 433 0 433 | 1,739 136,380 -70,733 Robusta Coffee 280 0 280 | 2,110 67,782 +1,782 White Sugar 0 0 0 | 100 9,160 +50 Feed Wheat 0 0 0 | 0 208 0 Comments Commodity Options 21:59 Page 2 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 | N/A N/A -100 0 1975 N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2000 N/A N/A N/A N/A N/A 220 220 N/A | N/A N/A -1,175 0 2100 N/A N/A N/A N/A N/A 347 84 N/A | N/A N/A -1,368 0 2150 N/A N/A N/A N/A N/A 267 267 N/A | N/A N/A -1,875 0 2175 N/A N/A N/A N/A N/A N/A | N/A N/A -200 0 2200 N/A N/A N/A N/A N/A 293 180 N/A | N/A N/A -1,550 0 2250 N/A N/A N/A N/A N/A 230 80 N/A | N/A N/A -2,324 0 2275 N/A N/A N/A N/A N/A 94 92 N/A | N/A N/A -90 0 2300 N/A N/A N/A N/A N/A 194 4 N/A | N/A N/A -3,175 0 2325 N/A N/A N/A N/A N/A 183 183 N/A | N/A N/A -500 0 2350 N/A N/A N/A N/A N/A 165 37 N/A | N/A N/A -450 0 2375 N/A N/A N/A N/A N/A 160 112 N/A | N/A N/A -300 0 2400 N/A N/A N/A N/A N/A 226 75 N/A | N/A N/A -2,775 0 2450 N/A N/A N/A N/A N/A 117 62 N/A | N/A N/A -4,200 0 2500 N/A N/A N/A N/A N/A 188 3 N/A | N/A N/A -860 0 2600 N/A N/A N/A N/A N/A 59 59 N/A | N/A N/A -1,050 0 2650 N/A N/A N/A N/A N/A 67 23 N/A | N/A N/A -1,674 0 2700 N/A N/A N/A N/A N/A 149 3 N/A | N/A N/A -2,130 0 2850 N/A N/A N/A N/A N/A 60 60 N/A | N/A N/A -100 0 3000 N/A N/A N/A N/A N/A 135 1 N/A | N/A N/A -6,557 0 Total N/A | N/A N/A -32,453 0 Commodity Options 21:59 Page 3 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 89 Day| | 1600 353 0 26.93 588 520 0 | 0 1,850 0 0 1750 225 -1 26.93 563 479 0 | 0 2,020 0 0 1900 127 0 26.96 0 | 0 100 0 0 1950 103 -1 27.35 0 | 0 0 0 0 2000 82 -1 27.56 108 S 75 0 | 3 1,000 0 0 2025 73 -1 27.64 110 S 110 S 0 | 0 60 0 0 2050 65 -1 27.77 126 S 118 S 0 | 0 215 0 0 2100 51 0 27.81 53 45 0 | 258 875 +250 0 2125 45 0 27.92 65 65 0 | 0 15 0 0 2150 39 -1 28.08 0 | 0 100 0 0 2200 30 0 28.17 235 47 S 0 | 0 3,026 0 0 2250 23 0 28.20 174 S 150 0 | 0 1,500 0 0 2275 20 0 28.32 200 105 0 | 0 25 0 0 2300 17 0 28.44 149 S 15 0 | 8 3,900 0 0 2325 15 0 28.56 184 100 0 | 0 250 0 0 2350 13 0 28.70 173 149 0 | 0 554 0 0 2400 10 0 28.95 151 S 7 0 | 8 3,927 0 0 2425 9 0 29.09 0 | 0 100 0 0 2450 7 -1 29.19 114 59 S 0 | 0 654 0 0 2475 6 -1 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 0 29.67 41 S 41 S 0 | 0 100 0 0 2600 3 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 0 | 277 27,685 +250 0 | Mar 11 Underlying Price 1959 Indicative a-t-m Vol 26.69 Time to expiry: 179 Day| | 1600 383 -1 26.66 567 567 0 | 0 100 0 0 1950 150 -1 26.69 0 | 0 0 0 0 2000 128 -1 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 110 -1 26.92 0 | 0 620 0 0 2100 93 -1 27.05 110 110 0 | 0 1,000 0 0 2150 79 0 27.12 236 S 234 S 0 | 0 950 0 0 2200 66 -1 27.24 270 270 0 | 0 850 0 0 2250 56 0 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 48 0 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 36 0 28.64 280 S 30 0 | 16 1,696 0 0 2450 30 -1 28.90 188 138 S 0 | 0 375 0 0 2500 26 0 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 | 16 18,426 0 0 Commodity Options 21:59 Page 4 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 1976 Indicative a-t-m Vol 26.57 Time to expiry: 239 Day| | 1800 263 +1 26.16 418 418 0 | 0 1,750 0 0 1975 170 0 26.57 0 | 0 0 0 0 2250 79 0 27.11 223 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: 301 Day| | 1975 196 +1 26.60 0 | 0 0 0 0 2200 112 +1 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: 363 Day| | 2000 216 +1 27.72 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: 454 Day| | 2000 247 +2 28.14 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 1998 Indicative a-t-m Vol 28.42 Time to expiry: 545 Day| | 2000 275 +3 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1987 Indicative a-t-m Vol 28.35 Time to expiry: 606 Day| | 1975 292 +2 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1991 Indicative a-t-m Vol 27.82 Time to expiry: 666 Day| | 1975 301 +3 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 293 51,911 -32,203 0 Commodity Options 21:59 Page 5 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 | N/A N/A -200 0 1650 N/A N/A N/A N/A N/A 12 3 N/A | N/A N/A -450 0 1700 N/A N/A N/A N/A N/A 120 42 N/A | N/A N/A -2,350 0 1725 N/A N/A N/A N/A N/A 84 84 N/A | N/A N/A -350 0 1750 N/A N/A N/A N/A N/A 108 49 N/A | N/A N/A -880 0 1775 N/A N/A N/A N/A N/A 113 113 N/A | N/A N/A -700 0 1800 N/A N/A N/A N/A N/A 168 1 N/A | N/A N/A -2,125 0 1850 N/A N/A N/A N/A N/A 133 35 N/A | N/A N/A -130 0 1900 N/A N/A N/A N/A N/A 209 1 N/A | N/A N/A -1,600 0 1925 N/A N/A N/A N/A N/A N/A | N/A N/A -55 0 1950 N/A N/A N/A N/A N/A 47 1 N/A | N/A N/A -2,184 0 1975 N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 2000 N/A N/A N/A N/A N/A 199 4 N/A | N/A N/A -3,680 0 2050 N/A N/A N/A N/A N/A 9 9 N/A | N/A N/A -650 0 2075 N/A N/A N/A N/A N/A 30 30 N/A | N/A N/A -100 0 2100 N/A N/A N/A N/A N/A 310 18 N/A | N/A N/A -2,890 0 2125 N/A N/A N/A N/A N/A 50 17 N/A | N/A N/A -120 0 2150 N/A N/A N/A N/A N/A 132 25 N/A | N/A N/A -2,400 0 2175 N/A N/A N/A N/A N/A 40 40 N/A | N/A N/A -350 0 2200 N/A N/A N/A N/A N/A 138 28 N/A | N/A N/A -4,511 0 2225 N/A N/A N/A N/A N/A 222 48 N/A | N/A N/A -20 0 2250 N/A N/A N/A N/A N/A 150 58 N/A | N/A N/A -2,800 0 2300 N/A N/A N/A N/A N/A 304 43 N/A | N/A N/A -4,540 0 2325 N/A N/A N/A N/A N/A 278 115 N/A | N/A N/A -750 0 2350 N/A N/A N/A N/A N/A 162 69 N/A | N/A N/A -1,100 0 2375 N/A N/A N/A N/A N/A 160 126 N/A | N/A N/A -450 0 2400 N/A N/A N/A N/A N/A 330 105 N/A | N/A N/A -2,150 0 2450 N/A N/A N/A N/A N/A 141 118 N/A | N/A N/A -650 0 Total N/A | N/A N/A -38,200 0 Commodity Options 21:59 Page 6 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 89 Day| | 1600 8 0 26.93 19 15 0 | 0 1,175 0 0 1700 20 0 26.93 164 49 0 | 0 1,000 0 0 1750 30 -1 26.93 180 180 0 | 0 600 0 0 1775 36 -1 26.93 0 | 0 100 0 0 1800 44 0 26.95 205 205 0 | 0 775 0 0 1850 61 0 26.95 34 34 0 | 0 600 0 0 1900 90 82 0 26.96 90 90 109 S 35 33 | 300 9,616 -300 0 1950 108 -1 27.35 129 S 51 0 | 0 0 0 0 2000 137 -1 27.56 190 S 55 S 0 | 183 4,505 -100 0 2025 153 -1 27.64 162 124 S 0 | 100 60 -40 0 2050 170 -1 27.77 122 S 75 0 | 0 1,998 0 0 2075 188 0 27.86 195 195 0 | 100 0 -100 0 2100 206 0 27.81 287 81 0 | 58 6,916 -50 0 2150 244 -1 28.08 260 117 0 | 8 1,025 0 0 2200 285 0 28.17 145 137 0 | 0 4,426 0 0 2250 328 0 28.20 345 163 0 | 119 3,630 0 0 2275 350 0 28.32 183 S 163 0 | 0 1,300 0 0 2300 372 0 28.44 386 171 0 | 500 3,200 +260 0 2400 465 0 28.95 256 S 256 S 0 | 0 250 0 0 Total 33 | 1,368 41,176 -330 0 | Mar 11 Underlying Price 1959 Indicative a-t-m Vol 26.69 Time to expiry: 179 Day| | 1600 24 0 26.66 28 28 0 | 0 100 0 0 1700 44 0 26.59 0 | 0 400 0 0 1800 74 0 26.57 171 44 S 0 | 0 5,068 0 0 1825 83 +1 26.49 67 67 0 | 0 1,000 0 0 1850 94 0 26.55 0 | 0 300 0 0 1900 116 0 26.61 169 68 S 0 | 2 1,570 0 0 1950 141 0 26.69 0 | 0 0 0 0 2000 169 0 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 201 0 26.92 132 132 0 | 0 5,180 0 0 2100 234 0 27.05 246 137 S 0 | 62 4,700 0 0 2150 270 +1 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 307 0 27.24 0 | 0 180 0 0 2250 347 +1 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 389 +1 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 64 25,188 0 0 Commodity Options 21:59 Page 7 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 1976 Indicative a-t-m Vol 26.57 Time to expiry: 239 Day| | 1600 31 -1 26.02 32 32 0 | 0 60 0 0 1650 41 -1 26.02 200 | 0 0 0 0 1750 69 -1 26.06 54 54 0 | 0 1,800 0 0 1800 87 -1 26.16 95 95 0 | 0 1,040 0 0 1900 130 -3 26.39 0 | 0 1,100 0 0 1950 155 -3 26.48 200 | 0 0 0 0 1975 169 -2 26.57 0 | 0 0 0 0 2000 183 -3 26.62 0 | 0 50 0 0 2050 213 -2 26.77 148 148 0 | 0 7,500 0 0 2100 246 -2 26.94 257 257 0 | 14 1,000 0 0 2250 353 -2 27.11 244 S 234 S 0 | 0 3,750 0 0 Total 400 | 14 16,300 0 0 | Jul 11 Underlying Price 1986 Indicative a-t-m Vol 26.59 Time to expiry: 301 Day| | 1750 84 +2 26.22 65 65 0 | 0 1,800 0 0 1975 185 -2 26.60 0 | 0 0 0 0 2100 259 -2 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: 363 Day| | 2000 224 -1 27.72 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: 454 Day| | 2000 251 -3 28.14 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1998 Indicative a-t-m Vol 28.42 Time to expiry: 545 Day| | 2000 277 -2 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1987 Indicative a-t-m Vol 28.35 Time to expiry: 606 Day| | 1975 280 -3 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 8 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 | | Jul 12 Underlying Price 1991 Indicative a-t-m Vol 27.82 Time to expiry: 666 Day| | 1975 285 -2 27.52 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 433 | 1,446 84,469 -38,530 0 Commodity Options 21:59 Page 9 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 28.37 Time to expiry: 48 Day| | 1350 296 -6 34.53 110 110 0 | 0 50 0 0 1400 249 -6 33.28 103 85 0 | 0 250 0 0 1450 204 -6 31.82 323 S 65 0 | 0 500 0 0 1500 162 -6 30.41 310 S 52 0 | 0 300 0 0 1550 124 -3 29.69 113 98 0 | 0 260 0 0 1600 89 -1 28.03 223 S 39 S 0 | 443 1,978 +303 0 1650 64 -3 28.44 201 54 0 | 0 1,354 0 0 1700 47 -3 29.79 178 27 0 | 0 2,348 0 0 1750 34 -2 30.70 119 35 0 | 0 1,773 0 0 1800 25 -1 31.97 86 29 S 0 | 0 1,275 0 0 1850 19 -4 33.53 78 18 0 | 20 404 0 0 1900 15 15 -3 35.55 15 15 57 15 200 | 0 1,400 0 0 1950 11 -3 36.69 34 30 0 | 0 12 0 0 2000 9 9 -1 38.19 9 9 40 9 50 | 0 608 0 0 2050 6 -1 38.14 19 S 19 S 0 | 0 200 0 0 Total 250 | 463 12,712 +303 0 | Jan 11 Underlying Price 1655 Indicative a-t-m Vol 27.22 Time to expiry: 104 Day| | 1450 229 -7 28.09 350 97 S 0 | 2 951 +1 0 1500 191 -6 27.88 258 S 71 S 0 | 0 100 0 0 1550 157 -5 27.77 133 124 0 | 0 175 0 0 1600 125 -5 27.39 164 58 0 | 0 713 0 0 1650 99 -4 27.21 145 83 0 | 0 931 0 0 1700 77 -4 27.31 146 67 0 | 0 1,214 0 0 1750 60 -4 27.70 148 53 0 | 0 1,768 0 0 1800 48 -2 28.34 120 46 0 | 0 1,282 0 0 1850 40 -2 29.71 93 35 0 | 0 955 0 0 1900 33 -2 30.90 45 45 0 | 0 520 0 0 1950 28 -2 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 18 -2 33.28 48 S 17 S 0 | 0 250 0 0 2100 15 -2 34.12 47 S 28 S 0 | 0 1,050 0 0 2400 8 -1 41.28 20 5 S 0 | 0 400 0 0 Total 0 | 2 11,709 +1 0 Commodity Options 21:59 Page 10 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 167 Day| | 1550 190 -5 26.93 211 S 81 S 0 | 0 500 0 0 1650 135 -3 27.09 127 127 0 | 0 50 0 0 1700 112 -3 27.17 138 104 0 | 0 200 0 0 1750 94 -3 27.58 179 83 0 | 0 550 0 0 1800 78 -3 27.97 150 94 0 | 0 650 0 0 1900 56 -2 29.12 0 | 0 500 0 0 1950 50 -2 30.41 0 | 0 1,700 0 0 2000 40 -2 30.31 57 S 57 S 0 | 0 350 0 0 2500 10 -1 35.85 28 9 S 0 | 0 250 0 0 Total 0 | 0 4,750 0 0 | May 11 Underlying Price 1694 Indicative a-t-m Vol 29.40 Time to expiry: 230 Day| | 1700 155 -3 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: 286 Day| | 1700 181 -2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1696 Indicative a-t-m Vol 29.50 Time to expiry: 349 Day| | 1700 193 -3 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1683 Indicative a-t-m Vol 29.07 Time to expiry: 412 Day| | 1700 201 -3 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1678 Indicative a-t-m Vol 28.88 Time to expiry: 475 Day| | 1700 212 -3 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1628 Indicative a-t-m Vol 28.36 Time to expiry: 531 Day| | 1650 213 -3 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 250 | 465 29,171 +304 0 Commodity Options 21:59 Page 11 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 28.37 Time to expiry: 48 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 0 35.93 98 5 0 | 0 2,484 0 0 1350 5 0 34.53 70 2 0 | 0 375 0 0 1400 8 0 33.28 95 17 0 | 0 215 0 0 1450 13 0 31.82 110 21 S 0 | 0 450 0 0 1500 21 0 30.41 161 25 0 | 0 1,481 0 0 1550 33 +3 29.69 98 15 0 | 5 1,056 +5 0 1600 48 +5 28.03 122 26 0 | 0 1,034 0 0 1650 71 73 +3 28.44 71 71 156 39 S 10 | 0 3,036 0 0 1700 102 106 +3 29.79 102 100 147 S 52 S 20 | 0 4,465 0 0 1750 143 +4 30.70 190 S 70 0 | 0 1,763 0 0 1800 184 +5 31.97 159 72 0 | 0 1,627 0 0 1850 228 +2 33.53 126 100 0 | 0 500 0 0 1900 274 +3 35.55 160 134 0 | 0 250 0 0 Total 30 | 5 19,896 +5 0 | Jan 11 Underlying Price 1655 Indicative a-t-m Vol 27.22 Time to expiry: 104 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 16 +1 28.28 0 | 0 2,150 0 0 1450 24 0 28.09 123 S 21 0 | 0 5,298 0 0 1500 36 +1 27.88 48 S 34 0 | 0 675 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 94 +3 27.21 111 40 0 | 1,640 5,995 +1,473 0 1700 122 +3 27.31 145 66 S 0 | 0 1,300 0 0 1750 155 +3 27.70 138 100 S 0 | 0 513 0 0 1800 193 +5 28.34 170 100 0 | 0 464 0 0 1850 235 +5 29.71 125 124 0 | 0 100 0 0 Total 0 | 1,640 18,415 +1,473 0 | Mar 11 Underlying Price 1675 Indicative a-t-m Vol 27.13 Time to expiry: 167 Day| | 1400 24 0 27.06 0 | 0 100 0 0 1550 65 +1 26.93 0 | 0 200 0 0 1700 137 +3 27.17 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 21:59 Page 12 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 1694 Indicative a-t-m Vol 29.40 Time to expiry: 230 Day| | 1700 161 +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: 286 Day| | 1700 174 +2 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1696 Indicative a-t-m Vol 29.50 Time to expiry: 349 Day| | 1700 197 +2 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1683 Indicative a-t-m Vol 29.07 Time to expiry: 412 Day| | 1700 218 +2 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1678 Indicative a-t-m Vol 28.88 Time to expiry: 475 Day| | 1700 234 +2 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1628 Indicative a-t-m Vol 28.36 Time to expiry: 531 Day| | 1650 235 +2 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 30 | 1,645 38,611 +1,478 0 Commodity Options 21:59 Page 13 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 N/A Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 45000 N/A N/A N/A N/A N/A 27.00 27.00 N/A | 0 3,590 0 3590 46000 N/A N/A N/A N/A N/A 20.00 18.50 N/A | 0 330 0 330 47000 N/A N/A N/A N/A N/A N/A | 0 350 0 350 50000 N/A N/A N/A N/A N/A 22.00 22.00 N/A | 0 270 0 270 52000 N/A N/A N/A N/A N/A 21.50 21.50 N/A | 0 5 0 5 53000 N/A N/A N/A N/A N/A 67.75 10.50 N/A | 0 258 0 258 54000 N/A N/A N/A N/A N/A 6.00 6.00 N/A | 0 250 0 250 55000 N/A N/A N/A N/A N/A 13.85 13.85 N/A | 0 120 0 120 57000 N/A N/A N/A N/A N/A 32.00 10.00 N/A | 50 361 0 361 58000 N/A N/A N/A N/A N/A N/A | 0 0 0 0 59000 N/A N/A N/A N/A N/A 0.50 0.50 N/A | 50 150 +50 0 60000 N/A N/A N/A N/A N/A 19.00 3.60 N/A | 0 1,250 0 0 Total N/A | 100 6,934 +50 5534 | Dec 10 Underlying Price 542.20 Indicative a-t-m Vol 35.97 Time to expiry: 60 Day| | 53000 37.90 +4.70 35.98 0 | 0 0 0 0 57000 20.55 +3.00 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 534.20 Indicative a-t-m Vol 27.90 Time to expiry: 152 Day| | 45000 92.30 +6.50 27.90 0 | 0 200 0 0 53000 40.45 +4.10 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 517.70 Indicative a-t-m Vol 27.77 Time to expiry: 211 Day| | 47000 69.70 +5.45 27.77 0 | 0 50 0 0 51000 47.25 +4.25 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 501.80 Indicative a-t-m Vol 27.99 Time to expiry: 302 Day| | 49000 56.45 +4.65 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 489.90 Indicative a-t-m Vol 28.03 Time to expiry: 364 Day| | 48000 59.15 +3.60 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 14 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 474.40 Indicative a-t-m Vol 27.99 Time to expiry: 425 Day| | 47000 58.95 +3.30 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 465.00 Indicative a-t-m Vol 27.99 Time to expiry: 517 Day| | 46000 63.75 +3.80 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 100 7,384 +50 5534 Commodity Options 21:59 Page 15 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 N/A Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 39000 N/A N/A N/A N/A N/A 10.50 10.50 N/A | 0 170 0 0 42000 N/A N/A N/A N/A N/A 21.00 21.00 N/A | 0 85 0 0 46000 N/A N/A N/A N/A N/A N/A | 0 200 0 0 48000 N/A N/A N/A N/A N/A N/A | 0 150 0 0 50000 N/A N/A N/A N/A N/A 13.10 13.10 N/A | 0 306 0 0 53000 N/A N/A N/A N/A N/A N/A | 0 100 0 0 55000 N/A N/A N/A N/A N/A 23.40 23.00 N/A | 0 200 0 0 57000 N/A N/A N/A N/A N/A 10.50 10.50 N/A | 0 25 0 0 58000 N/A N/A N/A N/A N/A N/A | 0 0 0 0 Total N/A | 0 1,236 0 0 | Dec 10 Underlying Price 542.20 Indicative a-t-m Vol 35.97 Time to expiry: 60 Day| | 50000 13.95 -2.70 35.95 92.00 75.00 0 | 0 130 0 0 53000 25.70 -4.00 35.98 0 | 0 120 0 0 57000 48.35 -5.70 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 55.15 -6.05 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 534.20 Indicative a-t-m Vol 27.90 Time to expiry: 152 Day| | 53000 36.25 -3.70 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 517.70 Indicative a-t-m Vol 27.77 Time to expiry: 211 Day| | 47000 22.00 -2.45 27.77 0 | 0 50 0 0 51000 39.55 -3.65 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 501.80 Indicative a-t-m Vol 27.99 Time to expiry: 302 Day| | 49000 44.65 -3.55 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 489.90 Indicative a-t-m Vol 28.03 Time to expiry: 364 Day| | 48000 49.25 -2.80 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 16 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 474.40 Indicative a-t-m Vol 27.99 Time to expiry: 425 Day| | 47000 54.55 -2.70 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 465.00 Indicative a-t-m Vol 27.99 Time to expiry: 517 Day| | 46000 58.75 -3.00 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 17 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 156.00 Indicative a-t-m Vol 41.69 Time to expiry: 42 Day| | 10500 51.00 +1.50 38.76 25.00 5.00 0 | 0 1 0 0 11000 46.00 +1.45 38.71 45.00 4.25 0 | 0 23 0 0 11300 43.05 +1.50 38.04 23.00 4.50 0 | 0 2 0 0 11400 42.05 +1.50 37.85 2.25 2.25 0 | 0 4 0 0 11500 41.05 +1.50 37.50 3.75 3.75 0 | 0 2 0 0 11600 40.05 +1.45 37.36 4.40 4.40 0 | 0 10 0 0 13200 24.85 +1.30 37.70 6.00 6.00 0 | 0 5 0 0 13600 21.45 +1.20 38.36 4.00 4.00 0 | 0 3 0 0 13700 20.65 +1.20 38.53 8.20 8.20 0 | 0 8 0 0 13900 19.10 +1.20 38.71 3.50 3.50 0 | 0 10 0 0 14000 18.30 +1.10 38.79 4.70 4.70 0 | 0 43 0 0 14500 14.80 +1.00 39.47 7.00 6.80 0 | 0 12 0 0 14600 14.10 +0.95 39.53 6.75 6.75 0 | 0 7 0 0 15500 9.30 +0.70 41.39 0 | 0 0 0 0 16000 7.40 +0.60 42.76 2.50 2.50 0 | 0 20 0 0 18000 2.50 +0.20 45.36 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 170 0 0 | Jan 11 Underlying Price 158.00 Indicative a-t-m Vol 36.80 Time to expiry: 98 Day| | 12000 38.90 +1.15 36.82 4.90 4.90 0 | 0 8 0 0 15700 12.55 +0.65 36.80 0 | 0 0 0 0 16600 8.75 +0.45 36.78 7.50 7.50 0 | 0 7 0 0 Total 0 | 0 15 0 0 | Mar 11 Underlying Price 159.75 Indicative a-t-m Vol 33.89 Time to expiry: 161 Day| | 10500 55.10 +0.25 33.89 29.00 9.00 0 | 0 1 0 0 10700 53.20 +0.25 33.89 9.50 9.50 0 | 0 5 0 0 16000 14.25 +0.10 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 161.30 Indicative a-t-m Vol 37.40 Time to expiry: 224 Day| | 12800 38.45 +1.05 37.41 11.00 11.00 0 | 0 3 0 0 13100 36.30 +1.05 37.41 7.35 7.35 0 | 0 2 0 0 16000 19.40 +0.70 37.40 0 | 0 0 0 0 16500 17.25 +0.65 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 21:59 Page 18 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 161.65 Indicative a-t-m Vol 25.57 Time to expiry: 280 Day| | 16100 14.75 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 131.00 Indicative a-t-m Vol 25.57 Time to expiry: 406 Day| | 13000 14.50 +0.40 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 134.35 Indicative a-t-m Vol 29.37 Time to expiry: 462 Day| | 13400 17.80 +0.40 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 135.20 Indicative a-t-m Vol 25.57 Time to expiry: 525 Day| | 13400 17.05 +0.45 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 137.50 Indicative a-t-m Vol 25.57 Time to expiry: 588 Day| | 13600 18.40 +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: 770 Day| | 12800 18.60 0.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 197 0 0 Commodity Options 21:59 Page 19 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 156.00 Indicative a-t-m Vol 41.69 Time to expiry: 42 Day| | 15500 8.30 -0.80 41.39 13.00 13.00 0 | 0 1 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 158.00 Indicative a-t-m Vol 36.80 Time to expiry: 98 Day| | 15700 11.55 -0.60 36.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 159.75 Indicative a-t-m Vol 33.89 Time to expiry: 161 Day| | 16000 14.50 -0.15 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 161.30 Indicative a-t-m Vol 37.40 Time to expiry: 224 Day| | 13600 7.50 -0.35 37.41 15.60 15.60 0 | 0 10 0 0 16000 18.10 -0.60 37.40 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 161.65 Indicative a-t-m Vol 25.57 Time to expiry: 280 Day| | 16100 14.10 -0.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 131.00 Indicative a-t-m Vol 25.57 Time to expiry: 406 Day| | 13000 13.50 -0.35 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 134.35 Indicative a-t-m Vol 29.37 Time to expiry: 462 Day| | 13400 17.45 -0.35 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 135.20 Indicative a-t-m Vol 25.57 Time to expiry: 525 Day| | 13400 15.85 -0.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 137.50 Indicative a-t-m Vol 25.57 Time to expiry: 588 Day| | 13600 16.90 -0.55 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 21:59 Page 20 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 770 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