Commodity Options Summary 22:04 Page 1 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 Sep 2010 | Block | Contract CONNECT* Trade Total | Official Open Volume Volume Volume | Volume Interest Change | Commodity Products | Cocoa 709 0 709 | 433 136,413 +33 Robusta Coffee 4,611 0 4,611 | 280 67,781 -1 White Sugar 0 0 0 | 0 990 -8,170 Feed Wheat 0 0 0 | 0 208 0 Comments Commodity Options 22:04 Page 2 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1952 Indicative a-t-m Vol 27.35 Time to expiry: 88 Day| | 1600 359 +6 26.93 588 520 0 | 0 1,850 0 0 1750 230 +5 26.93 563 479 0 | 0 2,020 0 0 1900 130 +3 26.96 0 | 0 100 0 0 1950 106 +3 27.35 0 | 0 0 0 0 2000 85 +3 27.56 108 S 75 0 | 0 1,000 0 0 2025 76 +3 27.64 110 S 110 S 0 | 0 60 0 0 2050 67 +2 27.77 126 S 118 S 0 | 0 215 0 0 2100 56 52 +1 27.81 56 S 56 S 56 S 45 100 | 0 875 0 0 2125 46 +1 27.92 65 65 0 | 0 15 0 0 2150 41 +2 28.08 0 | 0 100 0 0 2200 31 +1 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 19 18 +1 28.49 19 S 19 S 149 S 15 100 | 0 3,900 0 0 2325 15 0 28.56 184 100 0 | 0 250 0 0 2350 14 +1 28.70 173 149 0 | 0 554 0 0 2400 10 0 28.95 151 S 7 0 | 0 3,927 0 0 2425 9 0 29.09 0 | 0 100 0 0 2450 8 +1 29.29 114 59 S 0 | 0 654 0 0 2475 7 +1 29.52 128 128 0 | 0 50 0 0 2500 6 0 29.63 190 S 14 500 | 0 1,100 0 0 2550 5 +1 30.08 41 S 41 S 0 | 0 100 0 0 2600 4 +1 30.35 90 65 S 0 | 0 2,080 0 0 2800 1 0 31.29 64 9 0 | 0 4,184 0 0 Total 700 | 0 27,685 0 0 | Mar 11 Underlying Price 1966 Indicative a-t-m Vol 26.69 Time to expiry: 178 Day| | 1600 388 +5 26.66 567 567 0 | 0 100 0 0 1950 154 +4 26.69 0 | 0 0 0 0 2000 131 +3 26.73 450 S 142 S 0 | 0 5,522 0 0 2050 112 +2 26.92 0 | 0 620 0 0 2100 96 +3 27.05 110 110 0 | 0 1,000 0 0 2150 81 +2 27.12 236 S 234 S 0 | 0 950 0 0 2200 68 +2 27.24 270 270 0 | 0 850 0 0 2250 57 +1 27.39 204 S 197 S 0 | 0 2,800 0 0 2300 49 +1 27.77 188 S 188 S 0 | 0 1,450 0 0 2400 37 +1 28.64 280 S 30 0 | 0 1,696 0 0 2450 31 +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 | 0 18,426 0 0 Commodity Options 22:04 Page 3 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1980 Indicative a-t-m Vol 26.58 Time to expiry: 238 Day| | 1800 265 +2 26.16 418 418 0 | 0 1,750 0 0 1975 172 +2 26.57 0 | 0 0 0 0 2250 80 +1 27.11 223 S 213 S 0 | 0 3,750 0 0 Total 0 | 0 5,500 0 0 | Jul 11 Underlying Price 1991 Indicative a-t-m Vol 26.59 Time to expiry: 300 Day| | 1975 199 +3 26.60 0 | 0 0 0 0 2200 114 +2 26.59 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Sep 11 Underlying Price 1999 Indicative a-t-m Vol 27.71 Time to expiry: 362 Day| | 2000 219 +3 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2003 Indicative a-t-m Vol 28.15 Time to expiry: 453 Day| | 2000 251 +4 28.14 0 | 0 0 0 0 3000 46 +1 30.19 0 | 0 100 0 0 Total 0 | 0 100 0 0 | Mar 12 Underlying Price 2005 Indicative a-t-m Vol 28.45 Time to expiry: 544 Day| | 2000 279 +4 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1991 Indicative a-t-m Vol 28.39 Time to expiry: 605 Day| | 1975 295 +3 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 12 Underlying Price 1995 Indicative a-t-m Vol 27.89 Time to expiry: 665 Day| | 2000 297 +2 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 700 | 0 51,911 0 0 Commodity Options 22:04 Page 4 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1952 Indicative a-t-m Vol 27.35 Time to expiry: 88 Day| | 1600 7 -1 26.93 19 15 0 | 0 1,175 0 0 1700 19 -1 26.93 164 49 0 | 0 1,000 0 0 1750 28 -2 26.93 180 180 0 | 0 600 0 0 1775 34 -2 26.93 0 | 0 100 0 0 1800 41 -3 26.95 205 205 0 | 0 775 0 0 1850 58 -3 26.95 34 34 0 | 0 600 0 0 1900 82 78 -4 26.96 82 82 109 S 35 2 | 33 9,649 +33 0 1950 104 -4 27.35 129 S 51 0 | 0 0 0 0 2000 138 133 -4 27.56 138 138 190 S 55 S 7 | 0 4,505 0 0 2025 149 -4 27.64 162 124 S 0 | 0 60 0 0 2050 165 -5 27.77 122 S 75 0 | 0 1,998 0 0 2100 200 -6 27.81 287 81 0 | 0 6,916 0 0 2150 239 -5 28.08 260 117 0 | 0 1,025 0 0 2200 279 -6 28.17 145 137 0 | 0 4,426 0 0 2250 321 -7 28.20 345 163 0 | 0 3,630 0 0 2275 343 -7 28.32 183 S 163 0 | 0 1,300 0 0 2300 366 -6 28.49 386 171 0 | 0 2,800 -400 0 2400 458 -7 28.95 256 S 256 S 0 | 0 250 0 0 Total 9 | 33 40,809 -367 0 | Mar 11 Underlying Price 1966 Indicative a-t-m Vol 26.69 Time to expiry: 178 Day| | 1600 22 -2 26.66 28 28 0 | 0 100 0 0 1700 42 -2 26.59 0 | 0 400 0 0 1800 72 -2 26.57 171 44 S 0 | 0 5,068 0 0 1825 81 -2 26.49 67 67 0 | 0 1,000 0 0 1850 91 -3 26.55 0 | 0 300 0 0 1900 113 -3 26.61 169 68 S 0 | 0 1,570 0 0 1950 138 -3 26.69 0 | 0 0 0 0 2000 165 -4 26.73 170 S 105 S 0 | 0 1,015 0 0 2050 196 -5 26.92 132 132 0 | 0 5,180 0 0 2100 230 -4 27.05 246 137 S 0 | 0 4,700 0 0 2150 265 -5 27.12 248 S 246 S 0 | 0 2,150 0 0 2200 302 -5 27.24 0 | 0 180 0 0 2250 341 -6 27.39 220 S 216 S 0 | 0 2,525 0 0 2300 383 -6 27.77 248 S 248 S 0 | 0 1,000 0 0 Total 0 | 0 25,188 0 0 Commodity Options 22:04 Page 5 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1980 Indicative a-t-m Vol 26.58 Time to expiry: 238 Day| | 1600 30 -1 26.02 32 32 0 | 0 60 0 0 1650 41 0 26.02 0 | 200 200 +200 0 1750 68 -1 26.06 54 54 0 | 0 1,800 0 0 1800 85 -2 26.16 95 95 0 | 0 1,040 0 0 1900 128 -2 26.39 0 | 0 1,100 0 0 1950 153 -2 26.48 0 | 200 200 +200 0 1975 167 -2 26.57 0 | 0 0 0 0 2000 181 -2 26.62 0 | 0 50 0 0 2050 211 -2 26.77 148 148 0 | 0 7,500 0 0 2100 243 -3 26.94 257 257 0 | 0 1,000 0 0 2250 350 -3 27.11 244 S 234 S 0 | 0 3,750 0 0 Total 0 | 400 16,700 +400 0 | Jul 11 Underlying Price 1991 Indicative a-t-m Vol 26.59 Time to expiry: 300 Day| | 1750 82 -2 26.22 65 65 0 | 0 1,800 0 0 1975 183 -2 26.60 0 | 0 0 0 0 2100 256 -3 26.58 195 195 0 | 0 5 0 0 Total 0 | 0 1,805 0 0 | Sep 11 Underlying Price 1999 Indicative a-t-m Vol 27.71 Time to expiry: 362 Day| | 2000 220 -4 27.72 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Dec 11 Underlying Price 2003 Indicative a-t-m Vol 28.15 Time to expiry: 453 Day| | 2000 248 -3 28.14 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 2005 Indicative a-t-m Vol 28.45 Time to expiry: 544 Day| | 2000 274 -3 28.43 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 1991 Indicative a-t-m Vol 28.39 Time to expiry: 605 Day| | 1975 279 -1 28.26 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 6 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1995 Indicative a-t-m Vol 27.89 Time to expiry: 665 Day| | 2000 302 -2 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 9 | 433 84,502 +33 0 Commodity Options 22:04 Page 7 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1639 Indicative a-t-m Vol 27.72 Time to expiry: 47 Day| | 1350 294 -2 34.53 110 110 0 | 0 50 0 0 1400 247 -2 33.28 103 85 0 | 0 250 0 0 1450 202 -2 31.82 323 S 65 0 | 0 500 0 0 1500 160 -2 30.41 310 S 52 0 | 0 300 0 0 1550 120 -4 28.97 113 98 0 | 0 260 0 0 1600 84 87 -2 28.07 84 84 223 S 39 S 2 | 0 1,978 0 0 1650 55 60 -4 27.62 59 53 201 53 410 | 0 1,354 0 0 1700 41 44 -3 29.30 41 41 178 27 202 | 0 2,348 0 0 1750 32 -2 30.70 119 35 0 | 0 1,773 0 0 1800 24 -1 31.97 86 29 S 0 | 0 1,275 0 0 1850 18 -1 33.53 78 18 0 | 0 404 0 0 1900 14 -1 35.55 57 15 0 | 200 1,400 0 0 1950 11 0 36.86 34 30 0 | 0 12 0 0 2000 10 8 -1 38.06 10 10 40 9 200 | 50 608 0 0 2050 6 0 38.62 19 S 19 S 0 | 0 200 0 0 Total 814 | 250 12,712 0 0 | Jan 11 Underlying Price 1655 Indicative a-t-m Vol 27.85 Time to expiry: 103 Day| | 1450 229 0 28.09 350 97 S 0 | 0 950 -1 0 1500 191 0 27.88 258 S 71 S 0 | 0 100 0 0 1550 156 -1 27.77 133 124 0 | 0 175 0 0 1600 126 +1 27.58 164 58 0 | 0 713 0 0 1650 87 100 +1 27.78 87 87 145 83 15 | 0 931 0 0 1700 81 +4 28.49 146 67 0 | 0 1,214 0 0 1750 55 66 +6 29.44 55 55 148 53 2,100 | 0 1,768 0 0 1800 45 53 +5 30.21 45 45 120 45 118 | 0 1,282 0 0 1850 44 +4 31.14 93 35 0 | 0 955 0 0 1900 35 +2 31.83 45 45 0 | 0 520 0 0 1950 29 +1 32.58 41 S 41 S 0 | 0 500 0 0 2000 24 +1 33.57 65 36 S 0 | 0 900 0 0 2050 20 +2 34.46 48 S 17 S 0 | 0 250 0 0 2100 17 +2 35.11 47 S 28 S 0 | 0 1,050 0 0 2400 8 0 41.28 20 5 S 0 | 0 400 0 0 Total 2,233 | 0 11,708 -1 0 Commodity Options 22:04 Page 8 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1674 Indicative a-t-m Vol 27.13 Time to expiry: 166 Day| | 1550 189 -1 26.93 211 S 81 S 0 | 0 500 0 0 1650 134 -1 27.09 127 127 0 | 0 50 0 0 1700 97 111 -1 27.17 97 97 138 97 100 | 0 200 0 0 1750 86 93 -1 27.58 86 86 179 83 100 | 0 550 0 0 1800 68 77 -1 27.97 68 68 150 68 100 | 0 650 0 0 1900 55 -1 29.12 0 | 0 500 0 0 1950 48 -2 30.06 0 | 0 1,700 0 0 2000 41 +1 30.79 57 S 57 S 0 | 0 350 0 0 2500 10 0 35.85 28 9 S 0 | 0 250 0 0 Total 300 | 0 4,750 0 0 | May 11 Underlying Price 1693 Indicative a-t-m Vol 29.38 Time to expiry: 229 Day| | 1700 155 0 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1706 Indicative a-t-m Vol 29.55 Time to expiry: 285 Day| | 1700 180 -1 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1694 Indicative a-t-m Vol 29.47 Time to expiry: 348 Day| | 1700 192 -1 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1681 Indicative a-t-m Vol 29.04 Time to expiry: 411 Day| | 1700 200 -1 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1676 Indicative a-t-m Vol 28.86 Time to expiry: 474 Day| | 1700 211 -1 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1626 Indicative a-t-m Vol 28.34 Time to expiry: 530 Day| | 1650 212 -1 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 3,347 | 250 29,170 -1 0 Commodity Options 22:04 Page 9 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1639 Indicative a-t-m Vol 27.72 Time to expiry: 47 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 29 31 -2 28.97 29 S 29 S 98 15 100 | 0 1,056 0 0 1600 50 48 0 28.07 50 S 50 S 122 26 600 | 0 1,034 0 0 1650 71 71 -2 27.62 75 71 156 39 S 207 | 10 3,036 0 0 1700 105 -1 29.30 147 S 52 S 200 | 20 4,465 0 0 1750 143 0 30.70 190 S 70 0 | 0 1,763 0 0 1800 185 +1 31.97 159 72 0 | 0 1,627 0 0 1850 229 +1 33.53 126 100 0 | 0 500 0 0 1900 275 +1 35.55 160 134 0 | 0 250 0 0 Total 1,107 | 30 19,896 0 0 | Jan 11 Underlying Price 1655 Indicative a-t-m Vol 27.85 Time to expiry: 103 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 0 28.09 123 S 21 0 | 0 5,298 0 0 1500 36 0 27.88 48 S 34 0 | 0 675 0 0 1550 51 51 -1 27.77 51 51 65 51 77 | 0 214 0 0 1600 71 +1 27.58 95 S 50 0 | 0 1,506 0 0 1650 94 95 +1 27.78 94 94 111 40 80 | 0 5,995 0 0 1700 126 +4 28.49 145 66 S 0 | 0 1,300 0 0 1750 161 +6 29.44 138 100 S 0 | 0 513 0 0 1800 198 +5 30.21 170 100 0 | 0 464 0 0 1850 239 +4 31.14 125 124 0 | 0 100 0 0 Total 157 | 0 18,415 0 0 | Mar 11 Underlying Price 1674 Indicative a-t-m Vol 27.13 Time to expiry: 166 Day| | 1400 24 0 27.06 0 | 0 100 0 0 1550 65 0 26.93 0 | 0 200 0 0 1700 137 0 27.17 0 | 0 0 0 0 Total 0 | 0 300 0 0 Commodity Options 22:04 Page 10 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 1693 Indicative a-t-m Vol 29.38 Time to expiry: 229 Day| | 1700 162 +1 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jul 11 Underlying Price 1706 Indicative a-t-m Vol 29.55 Time to expiry: 285 Day| | 1700 174 0 29.48 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Sep 11 Underlying Price 1694 Indicative a-t-m Vol 29.47 Time to expiry: 348 Day| | 1700 198 +1 29.56 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 1681 Indicative a-t-m Vol 29.04 Time to expiry: 411 Day| | 1700 219 +1 29.31 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 1676 Indicative a-t-m Vol 28.86 Time to expiry: 474 Day| | 1700 235 +1 29.16 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 1626 Indicative a-t-m Vol 28.34 Time to expiry: 530 Day| | 1650 236 +1 28.54 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 1,264 | 30 38,611 0 0 Commodity Options 22:04 Page 11 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 | N/A N/A -3,590 0 46000 N/A N/A N/A N/A N/A 20.00 18.50 N/A | N/A N/A -330 0 47000 N/A N/A N/A N/A N/A N/A | N/A N/A -350 0 50000 N/A N/A N/A N/A N/A 22.00 22.00 N/A | N/A N/A -270 0 52000 N/A N/A N/A N/A N/A 21.50 21.50 N/A | N/A N/A -5 0 53000 N/A N/A N/A N/A N/A 67.75 10.50 N/A | N/A N/A -258 0 54000 N/A N/A N/A N/A N/A 6.00 6.00 N/A | N/A N/A -250 0 55000 N/A N/A N/A N/A N/A 13.85 13.85 N/A | N/A N/A -120 0 57000 N/A N/A N/A N/A N/A 32.00 10.00 N/A | N/A N/A -361 0 58000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 59000 N/A N/A N/A N/A N/A 0.50 0.50 N/A | N/A N/A -150 0 60000 N/A N/A N/A N/A N/A 19.00 3.60 N/A | N/A N/A -1,250 0 Total N/A | N/A N/A -6,934 0 | Dec 10 Underlying Price 546.00 Indicative a-t-m Vol 35.94 Time to expiry: 59 Day| | 54000 34.65 +1.80 35.98 0 | 0 0 0 0 57000 21.85 +1.30 35.98 63.80 S 63.50 S 0 | 0 200 0 0 Total 0 | 0 200 0 0 | Mar 11 Underlying Price 536.50 Indicative a-t-m Vol 27.90 Time to expiry: 151 Day| | 45000 94.20 +1.90 27.90 0 | 0 200 0 0 53000 41.60 +1.15 27.90 0 | 0 0 0 0 Total 0 | 0 200 0 0 | May 11 Underlying Price 520.00 Indicative a-t-m Vol 27.77 Time to expiry: 210 Day| | 47000 71.30 +1.60 27.77 0 | 0 50 0 0 52000 43.70 +1.10 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 503.90 Indicative a-t-m Vol 27.99 Time to expiry: 301 Day| | 50000 52.80 +1.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 489.60 Indicative a-t-m Vol 28.03 Time to expiry: 363 Day| | 49000 54.30 -0.25 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 12 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 480.20 Indicative a-t-m Vol 27.99 Time to expiry: 424 Day| | 47000 62.25 +3.30 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 470.80 Indicative a-t-m Vol 27.99 Time to expiry: 516 Day| | 47000 62.65 +3.20 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 450 -6,934 0 Commodity Options 22:04 Page 13 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 | N/A N/A -170 0 42000 N/A N/A N/A N/A N/A 21.00 21.00 N/A | N/A N/A -85 0 46000 N/A N/A N/A N/A N/A N/A | N/A N/A -200 0 48000 N/A N/A N/A N/A N/A N/A | N/A N/A -150 0 50000 N/A N/A N/A N/A N/A 13.10 13.10 N/A | N/A N/A -306 0 53000 N/A N/A N/A N/A N/A N/A | N/A N/A -100 0 55000 N/A N/A N/A N/A N/A 23.40 23.00 N/A | N/A N/A -200 0 57000 N/A N/A N/A N/A N/A 10.50 10.50 N/A | N/A N/A -25 0 58000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 Total N/A | N/A N/A -1,236 0 | Dec 10 Underlying Price 546.00 Indicative a-t-m Vol 35.94 Time to expiry: 59 Day| | 50000 12.75 -1.20 35.95 92.00 75.00 0 | 0 130 0 0 53000 23.95 -1.75 35.98 0 | 0 120 0 0 54000 28.65 -2.00 35.98 0 | 0 0 0 0 57000 45.85 -2.50 35.98 60.00 S 59.70 S 0 | 0 200 0 0 58000 52.45 -2.70 35.94 0 | 0 40 0 0 Total 0 | 0 490 0 0 | Mar 11 Underlying Price 536.50 Indicative a-t-m Vol 27.90 Time to expiry: 151 Day| | 53000 35.10 -1.15 27.90 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 520.00 Indicative a-t-m Vol 27.77 Time to expiry: 210 Day| | 47000 21.30 -0.70 27.77 0 | 0 50 0 0 52000 43.70 -1.20 27.77 0 | 0 0 0 0 Total 0 | 0 50 0 0 | Aug 11 Underlying Price 503.90 Indicative a-t-m Vol 27.99 Time to expiry: 301 Day| | 50000 48.90 -1.05 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Oct 11 Underlying Price 489.60 Indicative a-t-m Vol 28.03 Time to expiry: 363 Day| | 49000 54.70 +0.05 28.03 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 14 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 480.20 Indicative a-t-m Vol 27.99 Time to expiry: 424 Day| | 47000 52.05 -2.50 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 470.80 Indicative a-t-m Vol 27.99 Time to expiry: 516 Day| | 47000 61.85 -2.60 27.99 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 540 -1,236 0 Commodity Options 22:04 Page 15 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 160.50 Indicative a-t-m Vol 42.90 Time to expiry: 41 Day| | 10500 55.50 +4.50 38.76 25.00 5.00 0 | 0 1 0 0 11000 50.50 +4.50 38.71 45.00 4.25 0 | 0 23 0 0 11300 47.50 +4.45 38.04 23.00 4.50 0 | 0 2 0 0 11400 46.50 +4.45 37.85 2.25 2.25 0 | 0 4 0 0 11500 45.50 +4.45 37.50 3.75 3.75 0 | 0 2 0 0 11600 44.55 +4.50 37.36 4.40 4.40 0 | 0 10 0 0 13200 29.00 +4.15 37.70 6.00 6.00 0 | 0 5 0 0 13600 25.45 +4.00 38.36 4.00 4.00 0 | 0 3 0 0 13700 24.55 +3.90 38.53 8.20 8.20 0 | 0 8 0 0 13900 22.85 +3.75 38.71 3.50 3.50 0 | 0 10 0 0 14000 22.00 +3.70 38.79 4.70 4.70 0 | 0 43 0 0 14500 18.15 +3.35 39.47 7.00 6.80 0 | 0 12 0 0 14600 17.40 +3.30 39.53 6.75 6.75 0 | 0 7 0 0 15600 11.35 +2.45 41.69 0 | 0 0 0 0 16000 9.50 +2.10 42.76 2.50 2.50 0 | 0 20 0 0 18000 3.45 +0.95 45.36 2.25 2.25 0 | 0 20 0 0 Total 0 | 0 170 0 0 | Jan 11 Underlying Price 162.50 Indicative a-t-m Vol 36.79 Time to expiry: 97 Day| | 12000 43.15 +4.25 36.82 4.90 4.90 0 | 0 8 0 0 15800 14.55 +2.50 36.80 0 | 0 0 0 0 16600 10.80 +2.05 36.78 7.50 7.50 0 | 0 7 0 0 Total 0 | 0 15 0 0 | Mar 11 Underlying Price 165.00 Indicative a-t-m Vol 33.89 Time to expiry: 160 Day| | 10500 60.25 +5.15 33.89 29.00 9.00 0 | 0 1 0 0 10700 58.30 +5.10 33.89 9.50 9.50 0 | 0 5 0 0 16000 17.20 +2.95 33.89 0 | 0 0 0 0 Total 0 | 0 6 0 0 | May 11 Underlying Price 165.50 Indicative a-t-m Vol 37.40 Time to expiry: 223 Day| | 12800 41.95 +3.50 37.41 11.00 11.00 0 | 0 3 0 0 13100 39.70 +3.40 37.41 7.35 7.35 0 | 0 2 0 0 16100 21.35 +2.40 37.40 0 | 0 0 0 0 16500 19.50 +2.25 37.40 20.00 20.00 0 | 0 1 0 0 Total 0 | 0 6 0 0 Commodity Options 22:04 Page 16 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 165.85 Indicative a-t-m Vol 25.57 Time to expiry: 279 Day| | 16200 16.60 +2.30 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 132.75 Indicative a-t-m Vol 25.57 Time to expiry: 405 Day| | 13100 15.05 +1.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 136.10 Indicative a-t-m Vol 29.37 Time to expiry: 461 Day| | 13400 18.80 +1.00 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 136.95 Indicative a-t-m Vol 25.57 Time to expiry: 524 Day| | 13500 17.55 +0.95 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 12 Underlying Price 139.00 Indicative a-t-m Vol 25.57 Time to expiry: 587 Day| | 13800 18.35 +0.85 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 129.25 Indicative a-t-m Vol 25.57 Time to expiry: 769 Day| | 12800 19.60 +1.00 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Calls 0 | 0 197 0 0 Commodity Options 22:04 Page 17 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 160.50 Indicative a-t-m Vol 42.90 Time to expiry: 41 Day| | 15500 6.35 -1.95 41.39 13.00 13.00 0 | 0 1 0 0 15600 6.85 -2.05 41.69 0 | 0 0 0 0 Total 0 | 0 1 0 0 | Jan 11 Underlying Price 162.50 Indicative a-t-m Vol 36.79 Time to expiry: 97 Day| | 15800 10.05 -2.00 36.80 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 11 Underlying Price 165.00 Indicative a-t-m Vol 33.89 Time to expiry: 160 Day| | 16000 12.20 -2.30 33.89 0 | 0 0 0 0 Total 0 | 0 0 0 0 | May 11 Underlying Price 165.50 Indicative a-t-m Vol 37.40 Time to expiry: 223 Day| | 13600 6.55 -0.95 37.41 15.60 15.60 0 | 0 10 0 0 16100 16.85 -1.80 37.40 0 | 0 0 0 0 Total 0 | 0 10 0 0 | Jul 11 Underlying Price 165.85 Indicative a-t-m Vol 25.57 Time to expiry: 279 Day| | 16200 12.75 -1.90 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 11 Underlying Price 132.75 Indicative a-t-m Vol 25.57 Time to expiry: 405 Day| | 13100 13.30 -0.75 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Jan 12 Underlying Price 136.10 Indicative a-t-m Vol 29.37 Time to expiry: 461 Day| | 13400 16.70 -0.75 29.37 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Mar 12 Underlying Price 136.95 Indicative a-t-m Vol 25.57 Time to expiry: 524 Day| | 13500 15.60 -0.80 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 Commodity Options 22:04 Page 18 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 | | May 12 Underlying Price 139.00 Indicative a-t-m Vol 25.57 Time to expiry: 587 Day| | 13800 17.35 -0.65 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Nov 12 Underlying Price 129.25 Indicative a-t-m Vol 25.57 Time to expiry: 769 Day| | 12800 18.35 -0.75 25.57 0 | 0 0 0 0 Total 0 | 0 0 0 0 | Total Puts 0 | 0 11 0 0