PRICES AS OF 08/29/08 04:06 PM (CST) MTH/ --- SESSION --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT TFPRS ZA SEP08 CME AUSTRALIAN DOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 146 10050 ---- ---- ---- ---- CAB UNCH CAB 35 10100 ---- ---- ---- ---- CAB UNCH CAB 64 8000 ---- ---- ---- ---- 5.550 -47 6.020 8100 ---- ---- ---- ---- 4.560 -47 5.030 8500 ---- ---- ---- ---- 1.020 -37 1.390 40 8550 ---- ---- ---- ---- .730 -31 1.040 22 8600 ---- ---- ---- ---- .490 -26 .750 21 202 8650 ---- ---- ---- ---- .320 -20 .520 248 8700 .300 .300 .300 .300 .190 -16 5 .350 340 8750 ---- ---- ---- ---- .110 -11 .220 40 247 8800 ---- ---- ---- ---- .070 -6 .130 2 85 8850 ---- ---- ---- ---- .040 -4 .080 1 32 8900 ---- ---- ---- ---- .025 -2 .045 41 415 8950 ---- ---- ---- ---- .015 -1 .025 108 9000 ---- ---- ---- ---- .010 -.5 .015 117 9050 ---- ---- ---- ---- .005 -.5 .010 55 9100 ---- ---- ---- ---- .005 UNCH .005 109 9150 ---- ---- ---- ---- CAB -.5 .005 124 9200 ---- ---- ---- ---- CAB UNCH CAB 230 9250 ---- ---- ---- ---- CAB UNCH CAB 416 9300 ---- ---- ---- ---- CAB UNCH CAB 407 9350 ---- ---- ---- ---- CAB UNCH CAB 40 9400 ---- ---- ---- ---- CAB UNCH CAB 411 9450 ---- ---- ---- ---- CAB UNCH CAB 189 9500 ---- ---- ---- ---- CAB UNCH CAB 504 9550 ---- ---- ---- ---- CAB UNCH CAB 34 9600 ---- ---- ---- ---- CAB UNCH CAB 436 9650 ---- ---- ---- ---- CAB UNCH CAB 809 9700 ---- ---- ---- ---- CAB UNCH CAB 245 9750 ---- ---- ---- ---- CAB UNCH CAB 49 9800 ---- ---- ---- ---- CAB UNCH CAB 70 9850 ---- ---- ---- ---- CAB UNCH CAB 2 9900 ---- ---- ---- ---- CAB UNCH CAB 26 9950 ---- ---- ---- ---- CAB UNCH CAB 102 TFPRS ZA OCT08 CME AUSTRALIAN DOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 18 10200 ---- ---- ---- ---- CAB UNCH CAB 400 8400 ---- ---- ---- ---- 1.780 UNCH ---- 8450 ---- ---- ---- ---- 1.490 -30 1.790 30 8500 ---- ---- ---- ---- 1.240 -26 1.500 2 42 8550 ---- ---- ---- ---- 1.010 -24 1.250 20 85 8600 ---- ---- ---- ---- .820 -21 1.030 2 48 8650 ---- ---- ---- ---- .650 -18 .830 72 8700 ---- ---- ---- ---- .500 -16 .660 65 8750 ---- ---- ---- ---- .400 -13 .530 11 8800 ---- ---- ---- ---- .310 -11 .420 3 136 8850 ---- ---- ---- ---- .240 -8 .320 38 8900 ---- ---- ---- ---- .180 -7 .250 8950 ---- ---- ---- ---- .140 -5 .190 15 9000 ---- ---- ---- ---- .100 -5 .150 132 9100 ---- ---- ---- ---- .060 -3 .090 201 9150 ---- ---- ---- ---- .040 -3 .070 15 9200 ---- ---- ---- ---- .030 -2 .050 78 9250 ---- ---- ---- ---- .020 -2 .040 17 9300 ---- ---- ---- ---- .015 -1.5 .030 200 9350 ---- ---- ---- ---- .010 -1.5 .025 9400 ---- ---- ---- ---- .010 -1 .020 30 9450 ---- ---- ---- ---- .005 -1 .015 25 9500 ---- ---- ---- ---- .005 UNCH .005 236 9550 ---- ---- ---- ---- .005 UNCH .005 57 9600 ---- ---- ---- ---- CAB UNCH CAB 52 9650 ---- ---- ---- ---- CAB UNCH CAB 32 9700 ---- ---- ---- ---- CAB UNCH CAB 193 TFPRS ZA NOV08 CME AUSTRALIAN DOLLAR OPTIONS CALL 8500 ---- ---- ---- ---- 1.740 -24 1.980 25 8550 ---- ---- ---- ---- 1.500 -23 1.730 35 8600 ---- ---- ---- ---- 1.290 -21 1.500 25 8650 ---- ---- ---- ---- 1.090 -20 1.290 25 8700 ---- ---- ---- ---- .920 -18 1.100 3 8750 ---- ---- ---- ---- .770 -16 .930 52 8800 ---- ---- ---- ---- .650 -13 .780 50 8850 ---- ---- ---- ---- .530 -12 .650 25 8900 ---- ---- ---- ---- .440 -10 .540 25 9100 ---- ---- ---- ---- .200 -5 .250 6 TFPRS ZA DEC08 CME AUSTRALIAN DOLLAR OPTIONS CALL 8350 ---- ---- ---- ---- 2.830 -30 3.130 20 8400 ---- ---- ---- ---- 2.550 -27 2.820 20 8450 ---- ---- ---- ---- 2.260 -27 2.530 10 10 8500 ---- ---- ---- ---- 2.010 -24 30 2.250 66 8550 ---- ---- ---- ---- 1.770 -23 2.000 8 8600 ---- ---- ---- ---- 1.550 -22 1.770 20 8650 ---- ---- ---- ---- 1.350 -20 1.550 20 8700 ---- ---- ---- ---- 1.170 -18 1.350 15 8750 ---- ---- ---- ---- 1.000 -17 1.170 20 8800 ---- ---- ---- ---- .860 -16 1.020 144 8850 ---- ---- ---- ---- .740 -14 .880 17 8900 ---- ---- ---- ---- .630 -12 .750 76 8950 ---- ---- ---- ---- .540 -10 .640 70 9000 .450 .450 .450 .450 .460 -9 5 .550 5 230 9050 ---- ---- ---- ---- .390 -8 .470 90 9100 ---- ---- ---- ---- .320 -8 .400 163 9150 ---- ---- ---- ---- .270 -7 .340 42 9200 ---- ---- ---- ---- .230 -5 .280 7 109 9250 ---- ---- ---- ---- .190 -5 .240 181 9300 .200 .200 .200 .200 .160 -4 125 .200 25 223 9350 ---- ---- ---- ---- .140 -3 .170 56 9400 ---- ---- ---- ---- .120 -2 .140 158 9450 ---- ---- ---- ---- .100 -2 .120 28 9500 ---- ---- ---- ---- .080 -2 .100 214 9550 ---- ---- ---- ---- .070 -2 .090 138 9600 ---- ---- ---- ---- .060 -1 .070 130 9650 ---- ---- ---- ---- .045 -1.5 .060 30 9700 ---- ---- ---- ---- .040 -1 .050 436 9750 ---- ---- ---- ---- .035 -.5 .040 173 9800 ---- ---- ---- ---- .025 -1 .035 49 9850 ---- ---- ---- ---- .020 -1 .030 98 TFPRS ZA MAR09 CME AUSTRALIAN DOLLAR OPTIONS CALL 10100 ---- ---- ---- ---- .050 -2 .070 3 10200 ---- ---- ---- ---- .040 -2 .060 3 10300 ---- ---- ---- ---- .030 -1.5 .045 3 8400 ---- ---- ---- ---- 2.770 UNCH ---- 8600 ---- ---- ---- ---- 1.900 -19 2.090 12 8650 ---- ---- ---- ---- 1.710 -19 1.900 22 8700 ---- ---- ---- ---- 1.540 -17 1.710 60 8750 ---- ---- ---- ---- 1.380 -16 1.540 12 8800 ---- ---- ---- ---- 1.240 -15 1.390 84 8850 ---- ---- ---- ---- 1.110 -13 1.240 96 8900 ---- ---- ---- ---- .990 -12 1.110 84 8950 ---- ---- ---- ---- .880 -11 .990 36 9000 ---- ---- ---- ---- .780 -11 .890 60 9050 ---- ---- ---- ---- .690 -10 .790 12 9200 ---- ---- ---- ---- .480 -7 .550 15 9350 ---- ---- ---- ---- .330 -5 .380 6 9400 ---- ---- ---- ---- .290 -5 .340 2 9600 ---- ---- ---- ---- .180 -4 .220 42 TFPRS ZA JUN09 CME AUSTRALIAN DOLLAR OPTIONS CALL 9200 ---- ---- ---- ---- .700 -8 .780 5 TOTAL EST. VOL VOL OPEN INT. TOTAL 165 179 12469 TFPRS ZA SEP08 CME AUSTRALIAN DOLLAR OPTIONS PUT 7050 ---- ---- ---- ---- CAB UNCH CAB 214 8000 ---- ---- ---- ---- .010 -1 .020 8100 ---- ---- ---- ---- .025 -1 .035 8200 ---- ---- ---- ---- .050 -1 .060 50 8300 ---- ---- ---- ---- .110 UNCH .110 18 8350 ---- ---- ---- ---- .150 +1 .140 2 8400 ---- ---- ---- ---- .220 +3 .190 199 8450 ---- ---- ---- ---- .330 +6 .270 1 36 8500 .380 .380 .380 .380 .480 +9 5 .390 5 506 8550 ---- ---- ---- ---- .690 +15 .540 34 8600 ---- ---- ---- ---- .950 +20 .750 20 202 8650 ---- ---- ---- ---- 1.280 +26 1.020 20 13 8700 ---- ---- ---- ---- 1.650 +30 1.350 1 136 8750 ---- ---- ---- ---- 2.070 +35 1.720 30 32 8800 ---- ---- ---- ---- 2.530 +40 2.130 30 98 8850 ---- ---- ---- ---- 3.000 +42 2.580 14 8900 ---- ---- ---- ---- 3.480 +44 3.040 314 8950 ---- ---- ---- ---- 3.970 +45 3.520 9000 ---- ---- ---- ---- 4.470 +46 4.010 299 9050 ---- ---- ---- ---- 4.960 +45 4.510 169 9100 ---- ---- ---- ---- 5.460 +46 5.000 259 9150 ---- ---- ---- ---- 5.960 +46 5.500 30 9200 6.320 6.320 6.320 6.320 6.460 +46 5 6.000 105 9250 ---- ---- ---- ---- 6.960 +46 6.500 399 9300 ---- ---- ---- ---- 7.460 +46 7.000 87 9350 ---- ---- ---- ---- 7.960 +46 7.500 62 9400 ---- ---- ---- ---- 8.460 +46 8.000 202 9450 ---- ---- ---- ---- 8.960 +46 8.500 135 9500 ---- ---- ---- ---- 9.460 +46 9.000 152 9550 ---- ---- ---- ---- 9.960 +46 9.500 152 9600 ---- ---- ---- ---- 10.460 +46 10.000 154 9650 ---- ---- ---- ---- 10.960 +46 10.500 155 9700 ---- ---- ---- ---- 11.460 +46 11.000 73 9850 ---- ---- ---- ---- 12.960 +46 12.500 4 TFPRS ZA OCT08 CME AUSTRALIAN DOLLAR OPTIONS PUT 7600 ---- ---- ---- ---- .060 +1.5 .045 80 8000 ---- ---- ---- ---- .260 +4 .220 25 45 8050 ---- ---- ---- ---- .310 +4 .270 25 25 8100 ---- ---- ---- ---- .380 +5 .330 50 295 8150 ---- ---- ---- ---- .460 +6 .400 8200 ---- ---- ---- ---- .550 +7 .480 16 8250 ---- ---- ---- ---- .670 +10 .570 126 8300 ---- ---- ---- ---- .800 +11 .690 19 8350 ---- ---- ---- ---- .960 +13 .830 137 8400 ---- ---- ---- ---- 1.140 +14 1.000 50 8450 ---- ---- ---- ---- 1.350 +16 1.190 1 1 8500 ---- ---- ---- ---- 1.600 +20 1.400 29 8550 ---- ---- ---- ---- 1.870 +22 1.650 165 8600 ---- ---- ---- ---- 2.180 +25 1.930 24 8700 ---- ---- ---- ---- 2.850 +29 2.560 117 8750 ---- ---- ---- ---- 3.250 +33 2.920 2 8800 ---- ---- ---- ---- 3.660 +35 3.310 27 8900 ---- ---- ---- ---- 4.530 +39 4.140 50 9000 ---- ---- ---- ---- 5.450 +41 5.040 126 9100 ---- ---- ---- ---- 6.410 +43 5.980 61 9200 ---- ---- ---- ---- 7.380 +44 6.940 5 9250 ---- ---- ---- ---- 7.870 +44 7.430 5 9300 ---- ---- ---- ---- 8.360 +44 7.920 13 9350 ---- ---- ---- ---- 8.860 +45 8.410 10 9400 ---- ---- ---- ---- 9.360 +45 8.910 40 9450 ---- ---- ---- ---- 9.860 +46 9.400 27 9500 ---- ---- ---- ---- 10.360 +46 9.900 243 9600 ---- ---- ---- ---- 11.360 +46 10.900 184 9650 ---- ---- ---- ---- 11.860 +46 11.400 105 9700 ---- ---- ---- ---- 12.360 +46 11.900 93 TFPRS ZA NOV08 CME AUSTRALIAN DOLLAR OPTIONS PUT 8200 ---- ---- ---- ---- .960 +11 .850 5 8250 ---- ---- ---- ---- 1.100 +12 .980 22 22 8350 ---- ---- ---- ---- 1.440 +15 1.290 17 17 8400 ---- ---- ---- ---- 1.640 +17 1.470 3 8450 ---- ---- ---- ---- 1.860 +20 1.660 25 8500 ---- ---- ---- ---- 2.100 +22 1.880 8550 ---- ---- ---- ---- 2.360 +23 2.130 35 8600 ---- ---- ---- ---- 2.640 +24 2.400 8750 ---- ---- ---- ---- 3.620 +30 3.320 50 8850 ---- ---- ---- ---- 4.370 +34 4.030 2 TFPRS ZA DEC08 CME AUSTRALIAN DOLLAR OPTIONS PUT 7250 ---- ---- ---- ---- .140 +1 .130 47 8000 ---- ---- ---- ---- .750 +8 .670 1 378 8100 ---- ---- ---- ---- .950 +10 .850 13 8200 ---- ---- ---- ---- 1.210 +12 1.090 211 8300 ---- ---- ---- ---- 1.520 +15 1.370 1 32 8350 ---- ---- ---- ---- 1.700 +16 1.540 74 8400 ---- ---- ---- ---- 1.910 +18 1.730 8 24 8450 ---- ---- ---- ---- 2.120 +19 1.930 122 8500 ---- ---- ---- ---- 2.370 +22 30 2.150 510 8550 ---- ---- ---- ---- 2.620 +22 2.400 2 8600 ---- ---- ---- ---- 2.900 +24 2.660 18 8650 ---- ---- ---- ---- 3.200 +26 2.940 15 8700 ---- ---- ---- ---- 3.520 +28 3.240 5 8750 ---- ---- ---- ---- 3.840 +29 3.550 40 8800 ---- ---- ---- ---- 4.200 +30 3.900 136 8850 ---- ---- ---- ---- 4.580 +32 4.260 6 8900 ---- ---- ---- ---- 4.960 +33 4.630 30 8950 ---- ---- ---- ---- 5.370 +36 5.010 50 9000 5.600 5.600 5.600 5.600 5.790 +37 5 5.420 217 9050 ---- ---- ---- ---- 6.220 +38 5.840 20 9100 ---- ---- ---- ---- 6.640 +37 6.270 27 9150 ---- ---- ---- ---- 7.090 +39 6.700 35 9200 ---- ---- ---- ---- 7.550 +41 7.140 25 9250 ---- ---- ---- ---- 8.010 +41 7.600 25 9300 ---- ---- ---- ---- 8.480 +42 8.060 99 9350 ---- ---- ---- ---- 8.960 +43 8.530 116 9400 ---- ---- ---- ---- 9.440 +44 9.000 15 9450 ---- ---- ---- ---- 9.920 +44 9.480 190 9500 ---- ---- ---- ---- 10.400 +44 9.960 104 9550 ---- ---- ---- ---- 10.890 +44 10.450 100 9600 ---- ---- ---- ---- 11.380 +45 10.930 19 9650 ---- ---- ---- ---- 11.870 +45 11.420 44 9700 ---- ---- ---- ---- 12.360 +45 11.910 2 9750 ---- ---- ---- ---- 12.860 +46 12.400 4 TFPRS ZA MAR09 CME AUSTRALIAN DOLLAR OPTIONS PUT 8000 ---- ---- ---- ---- 1.440 UNCH ---- 8400 2.980 2.980 2.980 2.980 2.930 -2.5 5 ---- 8650 ---- ---- ---- ---- 4.340 +27 4.070 24 8750 ---- ---- ---- ---- 5.000 +30 4.700 5 9200 ---- ---- ---- ---- 8.560 +39 8.170 TOTAL EST. VOL VOL OPEN INT. TOTAL 50 257 9368 TFPRS BCO OCT08 SOYBEAN CRUSH OPTION CALL 1000 ---- ---- ---- ---- '1 UNCH '1 5 TFPRS BCO DEC08 SOYBEAN CRUSH OPTION CALL 1000 ---- ---- ---- ---- '1 UNCH '1 54 700 ---- ---- ---- ---- 2'2 -2 2'4 39 740 ---- ---- ---- ---- 1'4 -2 1'6 2 800 ---- ---- ---- ---- '7 -1 1'0 101 820 ---- ---- ---- ---- '6 UNCH '6 10 840 ---- ---- ---- ---- '5 UNCH '5 20 860 ---- ---- ---- ---- '4 UNCH '4 20 880 ---- ---- ---- ---- '3 -1 '4 10 900 ---- ---- ---- ---- '3 UNCH '3 2 111 920 ---- ---- ---- ---- '2 -1 '3 10 940 ---- ---- ---- ---- '2 UNCH '2 10 960 ---- ---- ---- ---- '2 UNCH '2 45 TFPRS BCO JAN09 SOYBEAN CRUSH OPTION CALL 700 ---- ---- ---- ---- 1'5 UNCH 1'5 60 760 ---- ---- ---- ---- 1'0 UNCH 1'0 20 TFPRS BCO MAR09 SOYBEAN CRUSH OPTION CALL 700 ---- ---- ---- ---- 3'6 +2 3'4 50 TFPRS BCO MAY09 SOYBEAN CRUSH OPTION CALL 700 ---- ---- ---- ---- 4'3 -1 4'4 35 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 602 TFPRS BCO OCT08 SOYBEAN CRUSH OPTION PUT 1000 ---- ---- ---- ---- 45'3 UNCH 45'3 1 TFPRS BCO DEC08 SOYBEAN CRUSH OPTION PUT 600 ---- ---- ---- ---- 5'6 +2 5'4 2 640 ---- ---- ---- ---- 8'1 +2 7'7 20 700 ---- ---- ---- ---- 12'4 +2 12'2 740 ---- ---- ---- ---- 15'6 +2 15'4 800 ---- ---- ---- ---- 21'0 +3 20'5 40 TFPRS BCO JAN09 SOYBEAN CRUSH OPTION PUT 700 ---- ---- ---- ---- 17'4 UNCH 17'4 760 ---- ---- ---- ---- 22'7 UNCH 22'7 TFPRS BCO MAR09 SOYBEAN CRUSH OPTION PUT 700 ---- ---- ---- ---- 16'3 -4 16'7 TFPRS BCO MAY09 SOYBEAN CRUSH OPTION PUT 700 ---- ---- ---- ---- 16'0 +1 15'7 TOTAL EST. VOL VOL OPEN INT. TOTAL 63 TFPRS OYC OCT08 Soybean Oil Options CALL 32000 ---- ---- ---- ---- 21.670 +90 21.580 35000 ---- ---- ---- ---- 18.670 +90 18.580 51000 ---- ---- ---- ---- 3.520 +70 3.450 880 52000 2.750 2.750 2.500 2.500 2.915 +120 24 2.795 1398 53000 ---- ---- ---- ---- 2.400 +170 350 2.230 35 1086 54000 ---- ---- ---- ---- 1.780 +40 1.740 50 1162 55000 1.150 1.150 1.150 1.150 1.385 +145 24 1.240 750 1654 56000 ---- ---- ---- ---- 1.065 +120 .945 1067 57000 ---- ---- ---- ---- .810 +95 1 .715 5 150 58000 ---- ---- .500A .500A .605 +70 .535 322 59000 ---- ---- ---- ---- .470 +70 .400 132 60000 .250 .250 .250 .250 .365 +70 12 .295 619 61000 ---- ---- ---- ---- .285 +65 .220 500 62000 ---- ---- ---- ---- .225 +60 .165 1238 63000 ---- ---- ---- ---- .145 +20 .125 25 64000 ---- ---- ---- ---- .095 +5 .090 570 65000 ---- ---- ---- ---- .055 -15 .070 211 66000 ---- ---- ---- ---- .040 -10 .050 455 67000 ---- ---- ---- ---- .025 -10 1 .035 2 68000 ---- ---- ---- ---- .015 -5 .020 116 70000 ---- ---- ---- ---- .005 -5 .010 166 71000 ---- ---- ---- ---- .005 UNCH .005 532 72000 ---- ---- ---- ---- .005 UNCH .005 157 73000 ---- ---- ---- ---- .005 UNCH .005 52 75000 ---- ---- ---- ---- .005 UNCH .005 103 78000 ---- ---- ---- ---- .005 UNCH .005 219 79000 ---- ---- ---- ---- .005 UNCH .005 20 TFPRS OYC DEC08 Soybean Oil Options CALL 10000 ---- ---- ---- ---- 44.200 +120 44.080 100000 ---- ---- ---- ---- .030 +25 .005 1402 18000 ---- ---- ---- ---- 36.200 +120 36.080 18500 ---- ---- ---- ---- 35.700 +120 35.580 20000 ---- ---- ---- ---- 34.200 +120 34.080 21000 ---- ---- ---- ---- 33.200 +120 33.080 22000 ---- ---- ---- ---- 32.200 +120 32.080 23000 ---- ---- ---- ---- 31.200 +120 31.080 33000 ---- ---- ---- ---- 21.200 +120 21.080 35000 ---- ---- ---- ---- 19.200 +120 19.080 25 40000 ---- ---- ---- ---- 14.275 +145 14.130 1 41000 ---- ---- ---- ---- 13.310 +140 13.170 50 42000 ---- ---- ---- ---- 12.365 +145 12.220 40 45000 ---- ---- ---- ---- 9.585 +100 9.485 48000 ---- ---- ---- ---- 7.120 +70 7.050 49000 ---- ---- ---- ---- 6.365 +75 6.290 34 50000 ---- ---- ---- ---- 5.655 +90 5.565 52 50500 ---- ---- ---- ---- 5.320 +80 5.240 51000 ---- ---- ---- ---- 4.995 +60 4.935 449 52000 ---- ---- ---- ---- 4.415 +60 4.355 850 53000 ---- ---- ---- ---- 3.890 +60 3.830 514 54000 ---- ---- ---- ---- 3.410 +15 3.395 1669 55000 ---- ---- ---- ---- 3.000 +25 11 2.975 226 1833 56000 ---- ---- ---- ---- 2.610 +30 2.580 1619 56500 ---- ---- ---- ---- 2.430 +30 2.400 12 57000 ---- ---- ---- ---- 2.260 +30 2.230 498 58000 1.750 1.900B 1.750 1.800 1.950 +35 144 1.915 325 1898 59000 ---- ---- ---- ---- 1.630 -30 1.660 1964 59500 ---- ---- ---- ---- 1.480 -65 1.545 60000 1.500 1.500 1.250A 1.400 1.345 -95 484 1.440 225 3063 61000 1.250 1.250 1.100 1.100 1.100 -145 36 1.245 2 993 61500 ---- ---- ---- ---- 1.045 -115 1.160 500 62000 ---- ---- ---- ---- .990 -90 1.080 2845 63000 ---- ---- ---- ---- .895 -50 .945 870 64000 ---- ---- ---- ---- .820 -10 .830 100 2256 65000 ---- ---- ---- ---- .750 +20 10 .730 1 7020 66000 ---- ---- ---- ---- .670 UNCH .670 2187 67000 ---- ---- ---- ---- .605 -10 4 .615 203 67500 ---- ---- ---- ---- .575 -20 .595 451 68000 ---- ---- ---- ---- .545 -25 .570 960 68500 ---- ---- ---- ---- .520 -30 .550 50 69000 ---- ---- ---- ---- .495 -40 .535 1356 70000 .500 .500 .500 .500 .450 -50 15 .500 22 5158 71000 ---- ---- ---- ---- .385 -50 .435 40 72000 ---- ---- ---- ---- .330 -55 .385 1052 73000 ---- ---- ---- ---- .280 -55 .335 69 74000 ---- ---- ---- ---- .240 -55 .295 1761 75000 ---- ---- .250A .250A .205 -55 .260 2179 76000 ---- ---- ---- ---- .175 -55 .230 126 77000 ---- ---- ---- ---- .150 -50 .200 604 78000 ---- ---- ---- ---- .125 -55 .180 273 79000 ---- ---- ---- ---- .105 -55 .160 114 80000 ---- ---- ---- ---- .090 -50 .140 2517 82000 ---- ---- ---- ---- .075 -20 .095 100 955 83000 ---- ---- ---- ---- .070 -10 .080 201 88000 ---- ---- ---- ---- .050 +20 .030 90000 ---- ---- ---- ---- .045 +25 .020 3331 92000 ---- ---- ---- ---- .040 +25 .015 3 94000 ---- ---- ---- ---- .040 +30 .010 3 95000 ---- ---- ---- ---- .035 +30 .005 2 13 TFPRS OYC JAN09 Soybean Oil Options CALL 54000 ---- ---- ---- ---- 4.115 -50 4.165 125 55000 ---- ---- ---- ---- 3.750 UNCH 3.750 50 55500 ---- ---- ---- ---- 3.545 +5 3.540 62000 ---- ---- ---- ---- 1.665 -25 1.690 63000 ---- ---- ---- ---- 1.485 -20 1.505 64000 ---- ---- ---- ---- 1.325 -20 1.345 75 65000 ---- ---- ---- ---- 1.180 -20 1.200 150 65500 ---- ---- ---- ---- 1.115 -20 1.135 5 66000 ---- ---- ---- ---- 1.060 -15 1.075 100 67000 ---- ---- ---- ---- .950 -15 .965 90 68000 ---- ---- ---- ---- .860 -5 .865 352 73500 ---- ---- ---- ---- .480 -10 .490 5 TFPRS OYC MAR09 Soybean Oil Options CALL 10000 ---- ---- ---- ---- 45.300 +120 45.180 53000 ---- ---- ---- ---- 5.760 +280 5.480 300 54000 ---- ---- ---- ---- 5.245 +250 4.995 250 55000 ---- ---- ---- ---- 4.760 +60 4.700 230 55500 ---- ---- ---- ---- 4.560 +65 4.495 56000 ---- ---- ---- ---- 4.360 +60 4.300 257 57000 ---- ---- ---- ---- 3.990 +60 3.930 58000 ---- ---- ---- ---- 3.655 +55 3.600 200 59000 ---- ---- ---- ---- 3.340 +50 3.290 700 60000 ---- ---- ---- ---- 3.055 +45 3.010 300 61000 ---- ---- ---- ---- 2.785 +45 2.740 61500 ---- ---- ---- ---- 2.655 +40 2.615 300 62000 ---- ---- ---- ---- 2.535 +40 2.495 1000 63000 ---- ---- ---- ---- 2.305 +35 2.270 64000 ---- ---- ---- ---- 2.100 +35 2.065 115 64500 ---- ---- ---- ---- 2.005 +35 1.970 174 65000 ---- ---- ---- ---- 1.910 +30 1.880 66000 ---- ---- ---- ---- 1.740 +30 1.710 200 67000 ---- ---- ---- ---- 1.590 +30 1.560 300 68000 ---- ---- ---- ---- 1.445 +25 1.420 200 72000 ---- ---- ---- ---- 1.000 +20 .980 50 74500 ---- ---- ---- ---- .795 +15 .780 10 77000 ---- ---- ---- ---- .640 +15 .625 300 78000 ---- ---- ---- ---- .580 +10 .570 100 80000 ---- ---- ---- ---- .490 +10 .480 408 90000 ---- ---- ---- ---- .220 +5 .215 TFPRS OYC MAY09 Soybean Oil Options CALL 53000 ---- ---- ---- ---- 7.415 +70 7.345 54000 ---- ---- ---- ---- 6.605 +70 6.535 56000 ---- ---- ---- ---- 5.065 +65 5.000 58000 ---- ---- ---- ---- 3.995 +55 3.940 4 63000 ---- ---- ---- ---- 2.695 +40 2.655 64000 ---- ---- ---- ---- 2.610 +40 2.570 50 65000 ---- ---- ---- ---- 2.535 +35 2.500 66000 ---- ---- ---- ---- 2.360 +35 2.325 10 68000 ---- ---- ---- ---- 2.040 +30 2.010 100 75000 ---- ---- ---- ---- .765 +15 .750 10 TFPRS OYC JLY09 Soybean Oil Options CALL 53000 ---- ---- ---- ---- 7.225 +75 7.150 55000 ---- ---- ---- ---- 6.380 +65 6.315 64000 ---- ---- ---- ---- 3.560 +45 3.515 50 66000 ---- ---- ---- ---- 3.130 +40 3.090 5 68000 ---- ---- ---- ---- 2.795 +35 2.760 75 70000 ---- ---- ---- ---- 2.505 +35 2.470 75000 2.000 2.000 2.000 2.000 1.940 +25 12 1.915 6 TFPRS OYC DEC09 Soybean Oil Options CALL 100000 ---- ---- ---- ---- 1.250 -55 1.305 10 54000 ---- ---- ---- ---- 8.340 -225 8.565 48 55000 ---- ---- ---- ---- 7.855 -225 8.080 18 TOTAL EST. VOL VOL OPEN INT. TOTAL 1128 1843 73631 TFPRS OYC OCT08 Soybean Oil Options PUT 32000 ---- ---- ---- ---- .005 UNCH .005 35000 ---- ---- ---- ---- .005 UNCH .005 47000 ---- ---- ---- ---- .200 +100 .100 407 48000 ---- ---- ---- ---- .270 +65 .205 203 49000 ---- ---- ---- ---- .385 +20 .365 551 49500 ---- ---- ---- ---- .460 -15 .475 230 50000 ---- ---- ---- ---- .545 -60 .605 2136 51000 ---- ---- ---- ---- .855 -20 .875 49 1710 52000 ---- ---- ---- ---- 1.250 +30 1.220 12 220 53000 1.500 1.500 1.500 1.500 1.730 +80 24 1.650 38 54000 ---- ---- ---- ---- 2.110 -50 2.160 438 55000 ---- ---- ---- ---- 2.710 +55 2.655 206 56000 ---- ---- ---- ---- 3.390 +30 3.360 215 57000 ---- ---- ---- ---- 4.135 +5 4.130 8 58000 ---- ---- ---- ---- 4.925 -20 4.945 396 59000 ---- ---- ---- ---- 5.790 -20 5.810 50 60000 ---- ---- ---- ---- 6.685 -20 6.705 379 62000 ---- ---- ---- ---- 8.540 -30 8.570 4 63000 ---- ---- ---- ---- 9.460 -70 9.530 525 64000 ---- ---- ---- ---- 10.410 -85 10.495 102 65000 ---- ---- ---- ---- 11.370 -105 11.475 100 66000 ---- ---- ---- ---- 12.355 -100 12.455 40 67000 ---- ---- ---- ---- 13.340 -100 13.440 68000 ---- ---- ---- ---- 14.330 -95 14.425 18 TFPRS OYC DEC08 Soybean Oil Options PUT 10000 ---- ---- ---- ---- .005 UNCH .005 18000 ---- ---- ---- ---- .005 UNCH .005 18500 ---- ---- ---- ---- .005 UNCH .005 20000 ---- ---- ---- ---- .005 UNCH .005 21000 ---- ---- ---- ---- .005 UNCH .005 22000 ---- ---- ---- ---- .005 UNCH .005 23000 ---- ---- ---- ---- .005 UNCH .005 25000 ---- ---- ---- ---- .005 UNCH .005 29000 ---- ---- ---- ---- .005 UNCH .005 30000 ---- ---- ---- ---- .005 UNCH .005 32000 ---- ---- ---- ---- .005 UNCH .005 33000 ---- ---- ---- ---- .005 UNCH .005 162 35000 ---- ---- ---- ---- .005 UNCH .005 117 36500 ---- ---- ---- ---- .015 UNCH .015 5 37000 ---- ---- ---- ---- .025 +5 .020 153 38000 ---- ---- ---- ---- .045 +10 .035 24 39000 ---- ---- ---- ---- .080 +20 .060 89 40000 .250 .250 .250 .250 .130 +30 12 .100 2765 41000 ---- ---- ---- ---- .165 +25 .140 132 42000 ---- ---- ---- ---- .215 +25 .190 18 43000 ---- ---- ---- ---- .270 +10 .260 513 44000 ---- ---- ---- ---- .345 UNCH .345 51 45000 ---- ---- ---- ---- .430 -20 .450 5 3828 46000 ---- ---- ---- ---- .570 -30 .600 201 46500 ---- ---- ---- ---- .650 -35 .685 135 47000 .750 .750 .750 .750 .740 -40 36 .780 1712 48000 ---- ---- ---- ---- .950 -50 1.000 260 7227 49000 ---- ---- ---- ---- 1.195 -40 1.235 1302 49500 ---- ---- ---- ---- 1.330 -35 1.365 100 50000 ---- ---- 1.500A 1.500B 1.480 -25 1.505 25 11438 50500 ---- ---- ---- ---- 1.640 -40 1.680 800 51000 ---- ---- ---- ---- 1.810 -60 1.870 300 2218 52000 ---- ---- 2.250A 2.250A 2.225 -60 2.285 106 2215 53000 ---- ---- ---- ---- 2.695 -60 2.755 2111 54000 ---- ---- 3.250A 3.250A 3.210 -105 3.315 1793 55000 ---- ---- ---- ---- 3.795 -95 3.890 5583 56000 ---- ---- ---- ---- 4.400 -90 4.490 3854 56500 ---- ---- ---- ---- 4.715 -90 4.805 57000 ---- ---- ---- ---- 5.045 -90 5.135 215 58000 ---- ---- ---- ---- 5.730 -85 5.815 3568 59000 ---- ---- ---- ---- 6.405 -150 6.555 3034 59500 ---- ---- ---- ---- 6.750 -185 6.935 465 60000 ---- ---- ---- ---- 7.115 -215 7.330 3884 61000 ---- ---- ---- ---- 7.865 -265 8.130 1244 62000 ---- ---- ---- ---- 8.750 -210 8.960 1170 63000 ---- ---- ---- ---- 9.650 -170 9.820 939 64000 ---- ---- ---- ---- 10.570 -130 10.700 1171 65000 ---- ---- ---- ---- 11.495 -100 11.595 858 66000 ---- ---- ---- ---- 12.410 -120 12.530 1021 67000 ---- ---- ---- ---- 13.345 -125 13.470 251 67500 ---- ---- ---- ---- 13.810 -140 13.950 68500 ---- ---- ---- ---- 14.755 -145 14.900 50 69000 ---- ---- ---- ---- 15.225 -160 15.385 80 70000 ---- ---- ---- ---- 16.180 -165 16.345 72000 ---- ---- ---- ---- 18.055 -170 18.225 200 75000 ---- ---- ---- ---- 20.925 -170 21.095 TFPRS OYC JAN09 Soybean Oil Options PUT 37000 ---- ---- ---- ---- .585 +530 .055 5 39000 ---- ---- ---- ---- 1.315 +1185 .130 4 42000 ---- ---- ---- ---- 1.315 +1005 .310 4 47000 ---- ---- ---- ---- .885 -75 .960 90 48000 ---- ---- ---- ---- 1.100 -90 1.190 118 51000 ---- ---- ---- ---- 2.050 -145 2.195 2 54000 ---- ---- ---- ---- 3.400 -180 3.580 100 55000 ---- ---- 4.000A 4.000A 4.030 -125 4.155 400 55500 ---- ---- ---- ---- 4.320 -125 4.445 5 62000 ---- ---- ---- ---- 8.895 -150 9.045 300 63000 ---- ---- ---- ---- 9.705 -150 9.855 500 64000 ---- ---- ---- ---- 10.540 -150 10.690 325 65000 ---- ---- ---- ---- 11.390 -150 11.540 200 66000 ---- ---- ---- ---- 12.265 -140 12.405 200 68000 ---- ---- ---- ---- 14.055 -130 14.185 TFPRS OYC MAR09 Soybean Oil Options PUT 10000 ---- ---- ---- ---- .005 UNCH .005 39000 ---- ---- ---- ---- .195 -5 .200 5 40000 ---- ---- ---- ---- .265 -5 .270 16 47000 ---- ---- ---- ---- 1.385 -25 1.410 300 50000 ---- ---- ---- ---- 2.275 -35 2.310 122 53000 ---- ---- ---- ---- 3.485 +160 3.325 225 53500 ---- ---- ---- ---- 3.720 +145 3.575 54000 ---- ---- ---- ---- 3.960 +130 3.830 100 54500 ---- ---- ---- ---- 4.170 +40 4.170 55000 ---- ---- ---- ---- 4.465 -55 4.520 25 380 55500 ---- ---- ---- ---- 4.760 -50 4.810 10 56000 ---- ---- ---- ---- 5.050 -60 5.110 286 57000 ---- ---- ---- ---- 5.670 -60 5.730 500 58000 ---- ---- ---- ---- 6.325 -65 6.390 600 59000 ---- ---- ---- ---- 7.000 -70 7.070 200 60000 ---- ---- ---- ---- 7.705 -75 7.780 1024 61000 ---- ---- ---- ---- 8.425 -75 8.500 185 61500 ---- ---- ---- ---- 8.790 -80 8.870 40 62000 ---- ---- ---- ---- 9.165 -80 9.245 300 63000 ---- ---- ---- ---- 9.925 -85 10.010 100 64000 ---- ---- ---- ---- 10.710 -85 10.795 200 64500 ---- ---- ---- ---- 11.110 -85 11.195 65000 ---- ---- ---- ---- 11.510 -90 11.600 1500 66000 ---- ---- ---- ---- 12.330 -90 12.420 400 67000 ---- ---- ---- ---- 13.175 -85 13.260 68000 ---- ---- ---- ---- 14.020 -95 14.115 90000 ---- ---- ---- ---- 34.735 -115 34.850 TFPRS OYC MAY09 Soybean Oil Options PUT 53000 ---- ---- ---- ---- 4.755 -45 4.800 854 54000 ---- ---- ---- ---- 4.930 -50 4.980 900 55000 ---- ---- ---- ---- 5.125 -50 5.175 25 56000 ---- ---- ---- ---- 5.360 -55 5.415 30 58000 ---- ---- ---- ---- 6.260 -65 6.325 827 63000 ---- ---- ---- ---- 9.895 -75 9.970 700 64000 ---- ---- ---- ---- 10.795 -80 10.875 65000 ---- ---- ---- ---- 11.710 -80 11.790 200 TFPRS OYC JLY09 Soybean Oil Options PUT 50000 ---- ---- ---- ---- 2.745 -35 2.780 450 51000 ---- ---- ---- ---- 3.190 -35 3.225 300 300 53000 ---- ---- ---- ---- 4.180 -40 4.220 450 54000 ---- ---- ---- ---- 4.725 -45 4.770 400 55000 ---- ---- ---- ---- 5.300 -50 5.350 1800 64000 ---- ---- ---- ---- 11.325 -75 11.400 TFPRS OYC DEC09 Soybean Oil Options PUT 54000 ---- ---- ---- ---- 6.000 -340 6.340 48 55000 ---- ---- ---- ---- 6.490 -340 6.830 18 TOTAL EST. VOL VOL OPEN INT. TOTAL 72 1082 90420 TFPRS OB SEP08 CME BRITISH POUND OPTIONS CALL 1810 1.72 1.72 1.72 1.72 1.40 -85 5 2.25 33 21 1820 ---- ---- ---- ---- .85 -70 1.55 31 127 1830 .56 .56 .51 .51 .47 -51 160 .98 53 107 1840 .36 .36 .24 .24 .22 -37 10 .59 171 270 1850 ---- ---- ---- ---- .09 -24 32 .33 541 695 1860 ---- ---- ---- ---- .03 -14 .17 145 624 1870 ---- ---- ---- ---- .02 -6 .08 128 589 1880 ---- ---- ---- ---- .01 -2 .03 1 335 1890 ---- ---- ---- ---- CAB -2 .02 2 454 1900 ---- ---- ---- ---- CAB -1 32 .01 169 764 1910 ---- ---- ---- ---- CAB UNCH CAB 275 1920 ---- ---- ---- ---- CAB UNCH CAB 459 1930 ---- ---- ---- ---- CAB UNCH CAB 215 1940 ---- ---- ---- ---- CAB UNCH CAB 24 272 1950 ---- ---- ---- ---- CAB UNCH CAB 524 1960 ---- ---- ---- ---- CAB UNCH CAB 821 1970 ---- ---- ---- ---- CAB UNCH CAB 512 1980 ---- ---- ---- ---- CAB UNCH CAB 330 1990 ---- ---- ---- ---- CAB UNCH CAB 368 2000 ---- ---- ---- ---- CAB UNCH CAB 614 2010 ---- ---- ---- ---- CAB UNCH CAB 328 2020 ---- ---- ---- ---- CAB UNCH CAB 295 2030 ---- ---- ---- ---- CAB UNCH CAB 3 322 2040 ---- ---- ---- ---- CAB UNCH CAB 204 2050 ---- ---- ---- ---- CAB UNCH CAB 332 2060 ---- ---- ---- ---- CAB UNCH CAB 125 2070 ---- ---- ---- ---- CAB UNCH CAB 393 2080 ---- ---- ---- ---- CAB UNCH CAB 296 2090 ---- ---- ---- ---- CAB UNCH CAB 2100 ---- ---- ---- ---- CAB UNCH CAB 394 2110 ---- ---- ---- ---- CAB UNCH CAB 332 2120 ---- ---- ---- ---- CAB UNCH CAB 2130 ---- ---- ---- ---- CAB UNCH CAB 2140 ---- ---- ---- ---- CAB UNCH CAB 2150 ---- ---- ---- ---- CAB UNCH CAB 2160 ---- ---- ---- ---- CAB UNCH CAB 2170 ---- ---- ---- ---- CAB UNCH CAB 2200 ---- ---- ---- ---- CAB UNCH CAB 42 TFPRS OB OCT08 CME BRITISH POUND OPTIONS CALL 1800 ---- ---- ---- ---- 2.59 -71 3.30 2 1810 ---- ---- ---- ---- 2.07 -64 2.71 1 1 1820 ---- ---- ---- ---- 1.64 -56 2.20 14 1830 ---- ---- ---- ---- 1.27 -48 1.75 61 1840 1.05 1.05 1.05 1.05 .96 -41 30 1.37 60 1850 ---- ---- ---- ---- .71 -34 1.05 10 175 1860 .77 .77 .77 .77 .53 -27 5 .80 138 179 1870 .43 .43 .43 .43 .39 -21 5 .60 147 1880 ---- ---- ---- ---- .28 -17 .45 126 221 1890 ---- ---- ---- ---- .20 -13 .33 103 1900 ---- ---- ---- ---- .14 -9 .23 51 769 1910 .12 .12 .12 .12 .10 -7 5 .17 70 115 1920 ---- ---- ---- ---- .08 -5 .13 50 105 1930 ---- ---- ---- ---- .06 -3 .09 159 1940 ---- ---- ---- ---- .05 -2 .07 117 1950 ---- ---- ---- ---- .03 -2 .05 84 1960 ---- ---- ---- ---- .02 -1 .03 136 1970 ---- ---- ---- ---- .01 -1 .02 183 1980 ---- ---- ---- ---- CAB -1 .01 32 1990 ---- ---- ---- ---- CAB UNCH CAB 121 2000 ---- ---- ---- ---- CAB UNCH CAB 196 2010 ---- ---- ---- ---- CAB UNCH CAB 56 2020 ---- ---- ---- ---- CAB UNCH CAB 10 2030 ---- ---- ---- ---- CAB UNCH CAB 116 2040 ---- ---- ---- ---- CAB UNCH CAB 2 46 2050 ---- ---- ---- ---- CAB UNCH CAB 63 2060 ---- ---- ---- ---- CAB UNCH CAB 2080 ---- ---- ---- ---- CAB UNCH CAB 2090 ---- ---- ---- ---- CAB UNCH CAB 2130 ---- ---- ---- ---- CAB UNCH CAB 2140 ---- ---- ---- ---- CAB UNCH CAB 2150 ---- ---- ---- ---- CAB UNCH CAB 2160 ---- ---- ---- ---- CAB UNCH CAB 2170 ---- ---- ---- ---- CAB UNCH CAB 2180 ---- ---- ---- ---- CAB UNCH CAB 2190 ---- ---- ---- ---- CAB UNCH CAB 2200 ---- ---- ---- ---- CAB UNCH CAB 2210 ---- ---- ---- ---- CAB UNCH CAB TFPRS OB NOV08 CME BRITISH POUND OPTIONS CALL 1820 ---- ---- ---- ---- 2.54 -58 3.12 1830 ---- ---- ---- ---- 2.14 -52 2.66 1840 ---- ---- ---- ---- 1.79 -45 2.24 86 1850 ---- ---- ---- ---- 1.48 -39 1.87 16 1860 ---- ---- ---- ---- 1.21 -35 1.56 16 1870 ---- ---- ---- ---- .98 -31 1.29 11 1880 ---- ---- ---- ---- .78 -28 1.06 20 1890 ---- ---- ---- ---- .63 -23 .86 15 1900 ---- ---- ---- ---- .51 -19 .70 32 1910 ---- ---- ---- ---- .40 -16 .56 24 1920 ---- ---- ---- ---- .32 -14 .46 15 1930 ---- ---- ---- ---- .25 -12 .37 5 1940 ---- ---- ---- ---- .20 -9 .29 1960 ---- ---- ---- ---- .12 -6 .18 10 2040 ---- ---- ---- ---- .01 -1 .02 2100 ---- ---- ---- ---- CAB UNCH CAB TFPRS OB DEC08 CME BRITISH POUND OPTIONS CALL 1800 ---- ---- ---- ---- 4.10 -67 4.77 8 10 1820 ---- ---- ---- ---- 3.11 -59 3.70 10 1830 ---- ---- ---- ---- 2.69 -54 3.23 2 112 1840 ---- ---- ---- ---- 2.31 -48 1 2.79 1850 ---- ---- ---- ---- 1.97 -44 2.41 94 1860 ---- ---- ---- ---- 1.67 -40 2.07 5 13 1870 ---- ---- ---- ---- 1.42 -35 1.77 5 1880 ---- ---- ---- ---- 1.20 -30 1 1.50 20 1890 ---- ---- ---- ---- 1.00 -26 1.26 16 1900 ---- ---- ---- ---- .84 -22 1.06 21 100 1910 ---- ---- ---- ---- .70 -19 .89 218 1920 ---- ---- ---- ---- .58 -17 .75 13 95 1930 ---- ---- ---- ---- .48 -14 .62 194 1940 ---- ---- ---- ---- .39 -12 .51 12 281 1950 ---- ---- ---- ---- .32 -10 .42 1 134 1960 ---- ---- ---- ---- .27 -8 .35 140 1970 ---- ---- ---- ---- .22 -8 .30 180 1980 ---- ---- ---- ---- .19 -6 .25 180 1990 ---- ---- ---- ---- .16 -4 .20 83 2000 ---- ---- ---- ---- .13 -4 .17 218 2010 ---- ---- ---- ---- .11 -3 .14 71 2020 ---- ---- ---- ---- .09 -3 .12 206 2030 ---- ---- ---- ---- .08 -2 .10 160 2040 ---- ---- ---- ---- .07 -1 .08 24 2050 ---- ---- ---- ---- .06 -1 .07 72 2060 ---- ---- ---- ---- .05 -1 .06 137 2070 ---- ---- ---- ---- .04 -1 .05 37 2080 ---- ---- ---- ---- .02 -2 .04 278 2100 ---- ---- ---- ---- CAB -2 .02 430 2110 ---- ---- ---- ---- CAB -1 .01 2120 ---- ---- ---- ---- CAB UNCH CAB 772 2130 ---- ---- ---- ---- CAB UNCH CAB 2150 ---- ---- ---- ---- CAB UNCH CAB 2160 ---- ---- ---- ---- CAB UNCH CAB 2170 ---- ---- ---- ---- CAB UNCH CAB 2180 ---- ---- ---- ---- CAB UNCH CAB TFPRS OB MAR09 CME BRITISH POUND OPTIONS CALL 1820 ---- ---- ---- ---- 4.06 -54 4.60 1850 ---- ---- ---- ---- 2.93 -44 3.37 1860 ---- ---- ---- ---- 2.61 -42 3.03 9 1870 ---- ---- ---- ---- 2.33 -38 2.71 4 1880 ---- ---- ---- ---- 2.06 -35 2.41 12 1900 ---- ---- ---- ---- 1.60 -30 1.90 9 1910 ---- ---- ---- ---- 1.41 -28 1.69 1920 ---- ---- ---- ---- 1.25 -25 1.50 1950 ---- ---- ---- ---- .84 -18 1.02 4 1960 ---- ---- ---- ---- .74 -16 .90 6 1970 ---- ---- ---- ---- .65 -15 .80 1980 ---- ---- ---- ---- .57 -13 .70 8 1990 ---- ---- ---- ---- .50 -12 .62 3 8 2040 ---- ---- ---- ---- .26 -7 .33 5 2050 ---- ---- ---- ---- .23 -6 .29 2060 ---- ---- ---- ---- .20 -5 .25 4 2100 ---- ---- ---- ---- .11 -4 .15 108 2140 ---- ---- ---- ---- .06 -3 .09 2150 ---- ---- ---- ---- .05 -3 .08 2160 ---- ---- ---- ---- .04 -3 .07 2170 ---- ---- ---- ---- .03 -3 .06 TFPRS OB JUN09 CME BRITISH POUND OPTIONS CALL 1850 ---- ---- ---- ---- 3.34 -39 3.73 1860 ---- ---- ---- ---- 3.00 -37 3.37 1880 ---- ---- ---- ---- 2.39 -32 2.71 1920 ---- ---- ---- ---- 1.43 -22 1.65 1950 ---- ---- ---- ---- .97 -16 1.13 1960 ---- ---- ---- ---- .83 -15 .98 8 6 2000 ---- ---- ---- ---- .46 -9 .55 6 TOTAL EST. VOL VOL OPEN INT. TOTAL 286 1824 19437 TFPRS OB SEP08 CME BRITISH POUND OPTIONS PUT 1670 ---- ---- ---- ---- CAB UNCH CAB 1680 ---- ---- ---- ---- CAB UNCH CAB 1690 ---- ---- ---- ---- CAB UNCH CAB 1700 ---- ---- ---- ---- CAB UNCH CAB 1720 ---- ---- ---- ---- CAB UNCH CAB 1730 ---- ---- ---- ---- .01 UNCH .01 891 1740 ---- ---- ---- ---- .02 UNCH .02 1760 ---- ---- ---- ---- .06 UNCH .06 1770 ---- ---- ---- ---- .11 +2 .09 1780 ---- ---- ---- ---- .18 +3 .15 63 1790 ---- ---- ---- ---- .31 +7 .24 30 708 1800 .37 .37 .37 .37 .52 +14 38 .38 147 328 1810 ---- ---- ---- ---- .84 +25 831 .59 40 119 1820 ---- ---- ---- ---- 1.29 +40 6 .89 117 237 1830 1.48 1.48 1.48 1.48 1.91 +59 395 1.32 107 830 1840 ---- ---- ---- ---- 2.66 +73 1.93 8 452 1850 ---- ---- ---- ---- 3.53 +86 2.67 72 407 1860 ---- ---- ---- ---- 4.47 +96 9 3.51 5 539 1870 ---- ---- ---- ---- 5.46 +104 3 4.42 294 1880 ---- ---- ---- ---- 6.45 +108 5.37 4 946 1890 ---- ---- ---- ---- 7.44 +108 6.36 203 1900 ---- ---- ---- ---- 8.44 +109 7.35 1162 1910 ---- ---- ---- ---- 9.44 +110 8.34 5 350 1920 ---- ---- ---- ---- 10.44 +110 9.34 487 1930 ---- ---- ---- ---- 11.44 +110 10.34 436 1940 ---- ---- ---- ---- 12.44 +110 11.34 624 1950 ---- ---- ---- ---- 13.44 +110 12.34 676 1960 ---- ---- ---- ---- 14.44 +110 13.34 412 1970 ---- ---- ---- ---- 15.44 +110 14.34 121 1980 ---- ---- ---- ---- 16.44 +110 15.34 1 306 1990 ---- ---- ---- ---- 17.44 +110 16.34 63 2000 ---- ---- ---- ---- 18.44 +110 17.34 21 2010 ---- ---- ---- ---- 19.44 +110 18.34 17 2020 ---- ---- ---- ---- 20.44 +110 19.34 7 2030 ---- ---- ---- ---- 21.44 +110 20.34 4 2040 ---- ---- ---- ---- 22.44 +110 21.34 1 2050 ---- ---- ---- ---- 23.44 +110 22.34 16 2060 ---- ---- ---- ---- 24.44 +110 23.34 2 TFPRS OB OCT08 CME BRITISH POUND OPTIONS PUT 1580 ---- ---- ---- ---- .02 UNCH ---- 1660 ---- ---- ---- ---- .06 UNCH .06 1670 ---- ---- ---- ---- .08 UNCH .08 1680 ---- ---- ---- ---- .11 +1 .10 1700 ---- ---- ---- ---- .20 +3 .17 1720 ---- ---- ---- ---- .33 +4 .29 1 67 1740 ---- ---- ---- ---- .56 +9 .47 1750 ---- ---- ---- ---- .72 +13 .59 24 1760 .90 .90 .90 .90 .91 +16 5 .75 1 27 1770 ---- ---- ---- ---- 1.15 +21 12 .94 175 1780 ---- ---- ---- ---- 1.44 +27 1.17 33 1790 ---- ---- ---- ---- 1.79 +33 1.46 167 1800 2.07 2.07 2.07 2.07 2.20 +39 5 1.81 57 1810 ---- ---- ---- ---- 2.68 +46 6 2.22 24 1820 3.00 3.00 3.00 3.00 3.25 +54 5 2.71 13 1830 ---- ---- ---- ---- 3.87 +61 3.26 167 231 1840 ---- ---- ---- ---- 4.56 +69 3.87 2 40 1850 ---- ---- ---- ---- 5.31 +76 4.55 120 311 1860 5.06 5.06 5.06 5.06 6.13 +83 5 5.30 38 1870 5.92 5.92 5.92 5.92 6.99 +89 5 6.10 30 1880 6.72 6.72 6.72 6.72 7.87 +93 5 6.94 5 141 1890 ---- ---- ---- ---- 8.79 +97 7.82 169 1900 ---- ---- ---- ---- 9.73 +101 8.72 462 1910 ---- ---- ---- ---- 10.69 +103 9.66 13 1920 ---- ---- ---- ---- 11.67 +105 32 10.62 19 1930 ---- ---- ---- ---- 12.65 +107 11.58 1 21 1940 ---- ---- ---- ---- 13.64 +108 12.56 7 1950 ---- ---- ---- ---- 14.62 +108 13.54 207 1960 ---- ---- ---- ---- 15.61 +109 14.52 96 1970 ---- ---- ---- ---- 16.61 +110 15.51 47 1980 ---- ---- ---- ---- 17.61 +110 16.51 15 1990 ---- ---- ---- ---- 18.61 +110 17.51 25 TFPRS OB NOV08 CME BRITISH POUND OPTIONS PUT 1600 ---- ---- ---- ---- .05 UNCH ---- 1640 ---- .14B ---- .14B .15 +2 .13 1740 ---- ---- ---- ---- 1.17 +15 1.02 1750 ---- ---- ---- ---- 1.40 +19 1.21 7 1760 ---- ---- ---- ---- 1.66 +22 25 1.44 4 1770 ---- ---- ---- ---- 1.97 +27 25 1.70 20 1780 ---- ---- ---- ---- 2.31 +31 2.00 30 1790 ---- ---- ---- ---- 2.69 +36 2.33 32 1800 ---- ---- ---- ---- 3.12 +41 2.71 38 1810 ---- ---- ---- ---- 3.60 +46 3.14 35 1820 ---- ---- ---- ---- 4.14 +51 3.63 23 1830 ---- ---- ---- ---- 4.74 +58 4.16 50 1840 ---- ---- ---- ---- 5.38 +64 4.74 57 1850 ---- ---- ---- ---- 6.07 +71 5.36 14 1860 ---- ---- ---- ---- 6.79 +74 6.05 37 1870 ---- ---- ---- ---- 7.56 +79 6.77 27 1880 ---- ---- ---- ---- 8.36 +82 7.54 2 1900 ---- ---- ---- ---- 10.08 +91 9.17 7 1920 ---- ---- ---- ---- 11.89 +96 10.93 12 1940 ---- ---- ---- ---- 13.76 +101 12.75 1 1960 ---- ---- ---- ---- 15.68 +104 14.64 2 TFPRS OB DEC08 CME BRITISH POUND OPTIONS PUT 1590 ---- ---- ---- ---- .15 UNCH ---- 1600 .21 .21 .21 .21 .17 +1 5 .16 1620 ---- ---- ---- ---- .25 +2 .23 1640 ---- ---- ---- ---- .35 +3 .32 1650 ---- ---- ---- ---- .42 +4 .38 1670 ---- ---- ---- ---- .58 +6 .52 1690 ---- ---- ---- ---- .79 +8 .71 2 1700 .88 .88 .88 .88 .93 +8 11 ---- 1710 ---- ---- ---- ---- 1.08 +13 .95 1720 ---- ---- ---- ---- 1.25 +15 1.10 85 1740 ---- ---- ---- ---- 1.67 +20 6 1.47 59 1750 ---- ---- ---- ---- 1.93 +24 1.69 3 1760 ---- ---- ---- ---- 2.21 +27 1.94 163 1770 ---- ---- ---- ---- 2.53 +31 2.22 4 138 1780 ---- ---- ---- ---- 2.88 +34 2.54 120 489 1790 ---- ---- ---- ---- 3.28 +39 2.89 154 195 1800 ---- ---- ---- ---- 3.71 +42 1 3.29 38 997 1810 ---- ---- ---- ---- 4.18 +46 3.72 101 1820 ---- ---- ---- ---- 4.71 +50 4.21 291 1830 ---- ---- ---- ---- 5.28 +55 4.73 284 1840 ---- ---- ---- ---- 5.90 +62 3 5.28 10 527 1850 ---- ---- ---- ---- 6.55 +65 1 5.90 2 688 1860 ---- ---- ---- ---- 7.25 +70 6.55 378 1870 ---- ---- ---- ---- 7.99 +74 7.25 2 103 1880 ---- ---- ---- ---- 8.77 +80 7.97 563 1890 ---- ---- ---- ---- 9.56 +83 8.73 1 17 1900 ---- ---- ---- ---- 10.39 +87 9.52 257 1910 ---- ---- ---- ---- 11.25 +91 10.34 78 1920 ---- ---- ---- ---- 12.13 +93 11.20 108 1930 ---- ---- ---- ---- 13.02 +95 12.07 139 1940 ---- ---- ---- ---- 13.93 +98 12.95 520 1950 ---- ---- ---- ---- 14.86 +100 13.86 286 1960 ---- ---- ---- ---- 15.81 +102 14.79 228 1970 ---- ---- ---- ---- 16.76 +103 15.73 177 1980 ---- ---- ---- ---- 17.72 +104 16.68 36 1990 ---- ---- ---- ---- 18.69 +106 17.63 17 2000 ---- ---- ---- ---- 19.67 +107 18.60 6 2030 ---- ---- ---- ---- 22.62 +108 21.54 25 TFPRS OB MAR09 CME BRITISH POUND OPTIONS PUT 1650 ---- ---- ---- ---- 1.15 +11 1.04 1740 ---- ---- ---- ---- 3.20 +28 2.92 1750 ---- ---- ---- ---- 3.55 +32 3.23 70 1780 ---- ---- ---- ---- 4.74 +41 4.33 1790 ---- ---- ---- ---- 5.20 +45 4.75 1800 5.35 5.35 5.35 5.35 5.68 +48 5 5.20 5 18 1820 ---- ---- ---- ---- 6.76 +55 3 6.21 4 4 1850 ---- ---- ---- ---- 8.60 +65 7.95 5 15 1860 9.03 9.03 9.03 9.03 9.26 +66 37 8.60 27 1870 ---- 9.30B ---- 9.30B 9.97 +70 9.27 2 1880 ---- ---- ---- ---- 10.69 +74 9.95 2 1900 ---- ---- ---- ---- 12.21 +79 11.42 7 1910 ---- ---- ---- ---- 13.02 +81 12.21 2 1920 ---- ---- ---- ---- 13.85 +84 13.01 1 1950 ---- ---- ---- ---- 16.42 +92 15.50 11 1960 ---- ---- ---- ---- 17.31 +93 16.38 1970 ---- ---- ---- ---- 18.22 +95 17.27 37 TFPRS OB JUN09 CME BRITISH POUND OPTIONS PUT 1800 ---- ---- ---- ---- 6.85 +55 1 6.30 8 213 1850 ---- ---- ---- ---- 9.79 +69 1 9.10 8 213 1880 ---- ---- ---- ---- 11.80 +77 11.03 1 1920 ---- ---- ---- ---- 14.79 +87 13.92 4 1950 ---- ---- ---- ---- 17.30 +93 16.37 20 TOTAL EST. VOL VOL OPEN INT. TOTAL 1486 1194 21186 TFPRS YB SEP08 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1810 ---- ---- ---- ---- .0140 -85 .0225 1820 ---- ---- ---- ---- .0085 -70 .0155 1830 ---- ---- ---- ---- .0047 -51 .0098 1840 ---- ---- ---- ---- .0022 -37 .0059 77 1850 ---- ---- ---- ---- .0009 -24 .0033 125 137 1860 ---- ---- ---- ---- .0003 -14 .0017 50 1870 ---- ---- ---- ---- .0002 -6 .0008 31 1880 ---- ---- ---- ---- .0001 -2 .0003 1890 ---- ---- ---- ---- CAB -2 .0002 25 1900 ---- ---- ---- ---- CAB -1 .0001 1910 ---- ---- ---- ---- CAB UNCH CAB 2 1920 ---- ---- ---- ---- CAB UNCH CAB 2 1930 ---- ---- ---- ---- CAB UNCH CAB 50 1940 ---- ---- ---- ---- CAB UNCH CAB 185 1950 ---- ---- ---- ---- CAB UNCH CAB 99 1960 ---- ---- ---- ---- CAB UNCH CAB 221 1970 ---- ---- ---- ---- CAB UNCH CAB 175 1980 ---- ---- ---- ---- CAB UNCH CAB 178 1990 ---- ---- ---- ---- CAB UNCH CAB 390 2000 ---- ---- ---- ---- CAB UNCH CAB 130 2010 ---- ---- ---- ---- CAB UNCH CAB 30 2020 ---- ---- ---- ---- CAB UNCH CAB 100 2030 ---- ---- ---- ---- CAB UNCH CAB 454 2040 ---- ---- ---- ---- CAB UNCH CAB 4 2050 ---- ---- ---- ---- CAB UNCH CAB 51 2060 ---- ---- ---- ---- CAB UNCH CAB 3 2070 ---- ---- ---- ---- CAB UNCH CAB 53 2080 ---- ---- ---- ---- CAB UNCH CAB 97 2090 ---- ---- ---- ---- CAB UNCH CAB 52 2100 ---- ---- ---- ---- CAB UNCH CAB 51 2110 ---- ---- ---- ---- CAB UNCH CAB 2120 ---- ---- ---- ---- CAB UNCH CAB 8 2130 ---- ---- ---- ---- CAB UNCH CAB 40 2140 ---- ---- ---- ---- CAB UNCH CAB 164 2150 ---- ---- ---- ---- CAB UNCH CAB 23 2160 ---- ---- ---- ---- CAB UNCH CAB 35 2170 ---- ---- ---- ---- CAB UNCH CAB 18 2200 ---- ---- ---- ---- CAB UNCH CAB TFPRS YB OCT08 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1800 ---- ---- ---- ---- .0259 -71 .0330 1810 ---- ---- ---- ---- .0207 -64 .0271 1820 ---- ---- ---- ---- .0164 -56 .0220 3 1830 ---- ---- ---- ---- .0127 -48 .0175 13 53 1840 ---- ---- ---- ---- .0096 -41 .0137 13 22 1850 ---- ---- ---- ---- .0071 -34 .0105 135 1860 ---- ---- ---- ---- .0053 -27 .0080 75 1870 ---- ---- ---- ---- .0039 -21 .0060 1 1880 ---- ---- ---- ---- .0028 -17 .0045 1890 ---- ---- ---- ---- .0020 -13 .0033 1900 ---- ---- ---- ---- .0014 -9 .0023 12 1910 ---- ---- ---- ---- .0010 -7 .0017 5 1920 ---- ---- ---- ---- .0008 -5 .0013 40 1930 ---- ---- ---- ---- .0006 -3 .0009 2 1940 ---- ---- ---- ---- .0005 -2 .0007 65 1950 ---- ---- ---- ---- .0003 -2 .0005 30 1960 ---- ---- ---- ---- .0002 -1 .0003 7 1970 ---- ---- ---- ---- .0001 -1 .0002 4 1980 ---- ---- ---- ---- CAB -1 .0001 60 1990 ---- ---- ---- ---- CAB UNCH CAB 2000 ---- ---- ---- ---- CAB UNCH CAB 22 2010 ---- ---- ---- ---- CAB UNCH CAB 2 2020 ---- ---- ---- ---- CAB UNCH CAB 2 2030 ---- ---- ---- ---- CAB UNCH CAB 15 2040 ---- ---- ---- ---- CAB UNCH CAB 2050 ---- ---- ---- ---- CAB UNCH CAB 25 2060 ---- ---- ---- ---- CAB UNCH CAB 47 2080 ---- ---- ---- ---- CAB UNCH CAB 100 2090 ---- ---- ---- ---- CAB UNCH CAB 184 2130 ---- ---- ---- ---- CAB UNCH CAB 7 2140 ---- ---- ---- ---- CAB UNCH CAB 27 2150 ---- ---- ---- ---- CAB UNCH CAB 40 2160 ---- ---- ---- ---- CAB UNCH CAB 61 2170 ---- ---- ---- ---- CAB UNCH CAB 48 2180 ---- ---- ---- ---- CAB UNCH CAB 40 2190 ---- ---- ---- ---- CAB UNCH CAB 27 2200 ---- ---- ---- ---- CAB UNCH CAB 28 2210 ---- ---- ---- ---- CAB UNCH CAB 19 TFPRS YB NOV08 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1800 ---- ---- ---- ---- .0351 -68 .0419 2 2 1820 ---- ---- ---- ---- .0254 -58 .0312 1830 ---- ---- ---- ---- .0214 -52 .0266 1840 ---- ---- ---- ---- .0179 -45 .0224 1850 ---- ---- ---- ---- .0148 -39 .0187 2 1860 ---- ---- ---- ---- .0121 -35 .0156 1870 ---- ---- ---- ---- .0098 -31 .0129 1880 ---- ---- ---- ---- .0078 -28 .0106 1 1890 ---- ---- ---- ---- .0063 -23 .0086 1900 ---- ---- ---- ---- .0051 -19 .0070 50 50 1910 ---- ---- ---- ---- .0040 -16 .0056 1920 ---- ---- ---- ---- .0032 -14 .0046 1930 ---- ---- ---- ---- .0025 -12 .0037 1940 ---- ---- ---- ---- .0020 -9 .0029 1960 ---- ---- ---- ---- .0012 -6 .0018 2040 ---- ---- ---- ---- .0001 -1 .0002 4 2100 ---- ---- ---- ---- CAB UNCH CAB 15 TFPRS YB DEC08 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1800 ---- ---- ---- ---- .0410 -67 .0477 1820 ---- ---- ---- ---- .0311 -59 .0370 1830 ---- ---- ---- ---- .0269 -54 .0323 1840 ---- ---- ---- ---- .0231 -48 .0279 10 1850 ---- ---- ---- ---- .0197 -44 .0241 19 1860 ---- ---- ---- ---- .0167 -40 .0207 15 1870 ---- ---- ---- ---- .0142 -35 .0177 1880 ---- ---- ---- ---- .0120 -30 .0150 1890 ---- ---- ---- ---- .0100 -26 .0126 1900 ---- ---- ---- ---- .0084 -22 .0106 1910 ---- ---- ---- ---- .0070 -19 .0089 1920 ---- ---- ---- ---- .0058 -17 .0075 1930 ---- ---- ---- ---- .0048 -14 .0062 15 1940 ---- ---- ---- ---- .0039 -12 .0051 4 1950 ---- ---- ---- ---- .0032 -10 .0042 15 1960 ---- ---- ---- ---- .0027 -8 .0035 55 1970 ---- ---- ---- ---- .0022 -8 .0030 194 1980 ---- ---- ---- ---- .0019 -6 .0025 150 1990 ---- ---- ---- ---- .0016 -4 .0020 2000 ---- ---- ---- ---- .0013 -4 .0017 2010 ---- ---- ---- ---- .0011 -3 .0014 2020 ---- ---- ---- ---- .0009 -3 .0012 2030 ---- ---- ---- ---- .0008 -2 .0010 2040 ---- ---- ---- ---- .0007 -1 .0008 2050 ---- ---- ---- ---- .0006 -1 .0007 50 2060 ---- ---- ---- ---- .0005 -1 .0006 2070 ---- ---- ---- ---- .0004 -1 .0005 2080 ---- ---- ---- ---- .0002 -2 .0004 25 2100 ---- ---- ---- ---- CAB -2 .0002 33 2110 ---- ---- ---- ---- CAB -1 .0001 50 2120 ---- ---- ---- ---- CAB UNCH CAB 100 2130 ---- ---- ---- ---- CAB UNCH CAB 25 2150 ---- ---- ---- ---- CAB UNCH CAB 25 2160 ---- ---- ---- ---- CAB UNCH CAB 32 2170 ---- ---- ---- ---- CAB UNCH CAB 21 2180 ---- ---- ---- ---- CAB UNCH CAB 26 TFPRS YB MAR09 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1820 ---- ---- ---- ---- .0406 -54 .0460 1850 ---- ---- ---- ---- .0293 -44 .0337 1860 ---- ---- ---- ---- .0261 -42 .0303 1870 ---- ---- ---- ---- .0233 -38 .0271 1880 ---- ---- ---- ---- .0206 -35 .0241 1900 ---- ---- ---- ---- .0160 -30 .0190 1910 ---- ---- ---- ---- .0141 -28 .0169 1920 ---- ---- ---- ---- .0125 -25 .0150 1950 ---- ---- ---- ---- .0084 -18 .0102 1 1960 ---- ---- ---- ---- .0074 -16 .0090 1970 ---- ---- ---- ---- .0065 -15 .0080 1980 ---- ---- ---- ---- .0057 -13 .0070 1990 ---- ---- ---- ---- .0050 -12 .0062 2040 ---- ---- ---- ---- .0026 -7 .0033 2050 ---- ---- ---- ---- .0023 -6 .0029 2060 ---- ---- ---- ---- .0020 -5 .0025 2100 ---- ---- ---- ---- .0011 -4 .0015 2140 ---- ---- ---- ---- .0006 -3 .0009 50 2150 ---- ---- ---- ---- .0005 -3 .0008 111 2160 ---- ---- ---- ---- .0004 -3 .0007 50 2170 ---- ---- ---- ---- .0003 -3 .0006 337 TFPRS YB JUN09 CME EUROPEAN STYLE BRITISH POUND OPTIONS CALL 1850 ---- ---- ---- ---- .0334 -39 .0373 1860 ---- ---- ---- ---- .0300 -37 .0337 1880 ---- ---- ---- ---- .0239 -32 .0271 1920 ---- ---- ---- ---- .0143 -22 .0165 1950 ---- ---- ---- ---- .0097 -16 .0113 1960 ---- ---- ---- ---- .0083 -15 .0098 2000 ---- ---- ---- ---- .0046 -9 .0055 TOTAL EST. VOL VOL OPEN INT. TOTAL 203 5630 TFPRS YB SEP08 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1670 ---- ---- ---- ---- CAB UNCH CAB 150 1680 ---- ---- ---- ---- CAB UNCH CAB 175 1690 ---- ---- ---- ---- CAB UNCH CAB 150 1700 ---- ---- ---- ---- CAB UNCH CAB 233 1720 ---- ---- ---- ---- CAB UNCH CAB 218 1730 ---- ---- ---- ---- .0001 UNCH .0001 216 1740 ---- ---- ---- ---- .0002 UNCH .0002 23 1760 ---- ---- ---- ---- .0006 UNCH .0006 21 1770 ---- ---- ---- ---- .0011 +2 .0009 1 1780 ---- ---- ---- ---- .0018 +3 .0015 13 1790 ---- ---- ---- ---- .0031 +7 .0024 10 1800 ---- ---- ---- ---- .0052 +14 .0038 1 21 1810 ---- ---- ---- ---- .0084 +25 .0059 100 1820 ---- ---- ---- ---- .0129 +40 .0089 1830 ---- ---- ---- ---- .0191 +59 .0132 2 1840 ---- ---- ---- ---- .0266 +73 .0193 124 1850 ---- ---- ---- ---- .0353 +86 .0267 125 183 1860 ---- ---- ---- ---- .0447 +96 .0351 466 1870 ---- ---- ---- ---- .0546 +104 .0442 118 1880 ---- ---- ---- ---- .0645 +108 .0537 37 1890 ---- ---- ---- ---- .0744 +108 .0636 57 1900 ---- ---- ---- ---- .0843 +109 .0734 70 1910 ---- ---- ---- ---- .0943 +110 .0833 26 1920 ---- ---- ---- ---- .1043 +110 .0933 177 1930 ---- ---- ---- ---- .1143 +110 .1033 76 1940 ---- ---- ---- ---- .1243 +110 .1133 87 1950 ---- ---- ---- ---- .1343 +110 .1233 112 1960 ---- ---- ---- ---- .1443 +110 .1333 252 1970 ---- ---- ---- ---- .1543 +110 .1433 32 1980 ---- ---- ---- ---- .1643 +110 .1533 11 1990 ---- ---- ---- ---- .1743 +110 .1633 23 2000 ---- ---- ---- ---- .1843 +110 .1733 5 2010 ---- ---- ---- ---- .1943 +110 .1833 89 2020 ---- ---- ---- ---- .2043 +110 .1933 88 2030 ---- ---- ---- ---- .2143 +110 .2033 2040 ---- ---- ---- ---- .2243 +111 .2132 2050 ---- ---- ---- ---- .2343 +111 .2232 2060 ---- ---- ---- ---- .2442 +110 .2332 TFPRS YB OCT08 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1580 ---- ---- ---- ---- .0002 UNCH ---- 1660 ---- ---- ---- ---- .0006 UNCH .0006 14 64 1670 ---- ---- ---- ---- .0008 UNCH .0008 2 1680 ---- ---- ---- ---- .0011 +1 .0010 26 1700 ---- ---- ---- ---- .0020 +3 .0017 8 8 1720 ---- ---- ---- ---- .0033 +4 .0029 24 1740 ---- ---- ---- ---- .0056 +9 .0047 10 11 1750 ---- ---- ---- ---- .0072 +13 .0059 44 1760 ---- ---- ---- ---- .0091 +16 .0075 284 1770 ---- ---- ---- ---- .0115 +21 .0094 3 42 1780 ---- ---- ---- ---- .0144 +27 .0117 23 113 1790 ---- ---- ---- ---- .0179 +33 .0146 3 1800 ---- ---- ---- ---- .0220 +39 .0181 1 1810 ---- ---- ---- ---- .0268 +46 .0222 1820 ---- ---- ---- ---- .0325 +54 .0271 6 51 1830 ---- ---- ---- ---- .0387 +61 .0326 70 1840 ---- ---- ---- ---- .0456 +69 .0387 10 1850 ---- ---- ---- ---- .0531 +76 .0455 206 1860 ---- ---- ---- ---- .0612 +82 .0530 129 1870 ---- ---- ---- ---- .0698 +89 .0609 1880 ---- ---- ---- ---- .0787 +93 .0694 25 1890 ---- ---- ---- ---- .0879 +97 .0782 26 1900 ---- ---- ---- ---- .0972 +101 .0871 45 1910 ---- ---- ---- ---- .1068 +103 .0965 1920 ---- ---- ---- ---- .1166 +105 .1061 1930 ---- ---- ---- ---- .1263 +106 .1157 1940 ---- ---- ---- ---- .1362 +108 .1254 1950 ---- ---- ---- ---- .1460 +108 .1352 50 1960 ---- ---- ---- ---- .1559 +109 .1450 50 1970 ---- ---- ---- ---- .1657 +109 .1548 1980 ---- ---- ---- ---- .1756 +109 .1647 1990 ---- ---- ---- ---- .1856 +110 .1746 TFPRS YB NOV08 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1600 ---- ---- ---- ---- .0005 UNCH ---- 1640 ---- ---- ---- ---- .0015 +2 .0013 8 8 1740 ---- ---- ---- ---- .0117 +15 .0102 75 75 1750 ---- ---- ---- ---- .0140 +19 .0121 50 1760 ---- ---- ---- ---- .0166 +22 .0144 2 1770 ---- ---- ---- ---- .0197 +27 .0170 9 1780 ---- ---- ---- ---- .0231 +31 .0200 1790 ---- ---- ---- ---- .0269 +36 .0233 1800 ---- ---- ---- ---- .0312 +41 .0271 54 1810 ---- ---- ---- ---- .0360 +46 .0314 1820 ---- ---- ---- ---- .0414 +51 .0363 1830 ---- ---- ---- ---- .0474 +58 .0416 1 1840 ---- ---- ---- ---- .0538 +64 .0474 1850 ---- ---- ---- ---- .0606 +70 .0536 1860 ---- ---- ---- ---- .0679 +75 .0604 4 1870 ---- ---- ---- ---- .0755 +78 .0677 1880 ---- ---- ---- ---- .0835 +82 .0753 1900 ---- ---- ---- ---- .1007 +91 .0916 1920 ---- ---- ---- ---- .1186 +95 .1091 1940 ---- ---- ---- ---- .1373 +100 .1273 1960 ---- ---- ---- ---- .1564 +103 .1461 TFPRS YB DEC08 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1590 ---- ---- ---- ---- .0015 UNCH ---- 1600 ---- ---- ---- ---- .0017 +1 .0016 131 1620 ---- ---- ---- ---- .0025 +2 .0023 2 1640 ---- ---- ---- ---- .0035 +3 .0032 203 1650 ---- ---- ---- ---- .0042 +4 .0038 11 10 1670 ---- ---- ---- ---- .0058 +6 .0052 9 20 1690 ---- ---- ---- ---- .0079 +8 .0071 19 1700 ---- ---- ---- ---- .0093 UNCH ---- 1710 ---- ---- ---- ---- .0108 +13 .0095 2 1720 ---- ---- ---- ---- .0125 +15 .0110 9 1740 ---- ---- ---- ---- .0167 +20 .0147 1750 ---- ---- ---- ---- .0193 +24 .0169 1760 ---- ---- ---- ---- .0221 +27 .0194 223 1770 ---- ---- ---- ---- .0253 +31 .0222 35 1780 ---- ---- ---- ---- .0288 +34 .0254 1790 ---- ---- ---- ---- .0328 +39 .0289 1800 ---- ---- ---- ---- .0371 +42 .0329 55 1810 ---- ---- ---- ---- .0418 +46 .0372 30 1820 ---- ---- ---- ---- .0471 +50 .0421 27 1830 ---- ---- ---- ---- .0528 +55 .0473 30 1840 ---- ---- ---- ---- .0589 +61 .0528 60 1850 ---- ---- ---- ---- .0654 +65 .0589 1860 ---- ---- ---- ---- .0724 +70 .0654 5 1870 ---- ---- ---- ---- .0798 +74 .0724 4 1880 ---- ---- ---- ---- .0875 +79 .0796 1890 ---- ---- ---- ---- .0954 +83 .0871 1900 ---- ---- ---- ---- .1037 +87 .0950 1910 ---- ---- ---- ---- .1123 +91 .1032 30 1920 ---- ---- ---- ---- .1210 +92 .1118 35 1930 ---- ---- ---- ---- .1299 +95 .1204 1940 ---- ---- ---- ---- .1389 +97 .1292 6 1950 ---- ---- ---- ---- .1481 +99 .1382 40 1960 ---- ---- ---- ---- .1576 +102 .1474 63 1970 ---- ---- ---- ---- .1670 +101 .1569 100 1980 ---- ---- ---- ---- .1766 +103 .1663 150 1990 ---- ---- ---- ---- .1862 +105 .1757 2000 ---- ---- ---- ---- .1959 +106 .1853 2030 ---- ---- ---- ---- .2251 +107 .2144 TFPRS YB MAR09 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1650 ---- ---- ---- ---- .0115 +11 .0104 1 1740 ---- ---- ---- ---- .0320 +28 .0292 25 1750 ---- ---- ---- ---- .0355 +32 .0323 25 1780 ---- ---- ---- ---- .0474 +41 .0433 80 1790 ---- ---- ---- ---- .0520 +45 .0475 16 1800 ---- ---- ---- ---- .0568 +48 .0520 1820 ---- ---- ---- ---- .0675 +54 .0621 1850 ---- ---- ---- ---- .0857 +64 .0793 1860 ---- ---- ---- ---- .0924 +67 .0857 1870 ---- ---- ---- ---- .0994 +70 .0924 1880 ---- ---- ---- ---- .1066 +74 .0992 1900 ---- ---- ---- ---- .1217 +79 .1138 1910 ---- ---- ---- ---- .1296 +80 .1216 1920 ---- ---- ---- ---- .1379 +84 .1295 1950 ---- ---- ---- ---- .1633 +90 .1543 1960 ---- ---- ---- ---- .1722 +93 .1629 37 1970 ---- ---- ---- ---- .1811 +93 .1718 74 TFPRS YB JUN09 CME EUROPEAN STYLE BRITISH POUND OPTIONS PUT 1800 ---- ---- ---- ---- .0685 +55 .0630 1850 ---- ---- ---- ---- .0975 +68 .0907 1880 ---- ---- ---- ---- .1174 +76 .1098 1920 ---- ---- ---- ---- .1469 +86 .1383 1950 ---- ---- ---- ---- .1716 +92 .1624 TOTAL EST. VOL VOL OPEN INT. TOTAL 293 6400 TFPRS PY OCT08 Corn Options CALL 2000 ---- ---- ---- ---- 385'0 -26 387'6 5100 ---- ---- ---- ---- 78'7 -31 82'0 1 5200 78'4 78'4 78'4 78'4 70'2 -30 24 73'2 664 5250 ---- ---- ---- ---- 66'1 -30 69'1 1 5300 ---- ---- ---- ---- 62'0 -30 65'0 15 5350 ---- ---- ---- ---- 58'0 -30 61'0 183 5400 ---- ---- ---- ---- 54'2 -27 57'1 30 94 5500 52'0 52'0 52'0 52'0 46'7 -26 24 49'5 1067 5550 ---- ---- ---- ---- 43'3 -30 46'3 1 5600 ---- ---- ---- ---- 39'7 -31 43'0 1986 5650 ---- ---- ---- ---- 36'5 -32 39'7 1 5700 ---- ---- ---- ---- 33'3 -34 36'7 1 535 5750 ---- ---- ---- ---- 30'3 -36 34'1 295 5800 ---- ---- ---- ---- 27'4 -37 31'3 4 922 5850 ---- ---- ---- ---- 24'6 -41 28'7 1 255 5900 ---- ---- ---- ---- 22'1 -43 20 26'4 101 1423 5950 ---- ---- ---- ---- 20'1 UNCH ---- 6000 25'0 25'0 20'0 20'0 18'3 -40 1201 22'3 258 4888 6050 ---- ---- ---- ---- 16'6 -37 20'5 6100 ---- ---- ---- ---- 15'2 -35 512 18'7 39 129 6150 ---- ---- ---- ---- 13'7 -34 17'3 457 6200 17'0 17'0 13'6 13'6 12'5 -32 159 15'7 351 4161 6250 13'6 13'6 13'6 13'6 11'4 -31 25 14'5 5 6300 ---- ---- ---- ---- 10'4 -27 13'3 104 1175 6350 ---- ---- ---- ---- 9'5 -26 12'3 4 6400 11'4 11'4 10'4 10'4 8'6 -24 72 11'2 86 1510 6450 ---- ---- ---- ---- 8'0 -23 1 10'3 23 6500 10'0 10'0 8'0 8'0 7'2 -22 292 9'4 259 2506 6550 ---- ---- ---- ---- 6'4 -22 8'6 5 6600 9'0 9'0 9'0 9'0 5'7 -21 24 8'0 52 3623 6650 ---- ---- ---- ---- 5'3 -20 7'3 10 6700 ---- ---- ---- ---- 4'7 -17 6'6 3 100 6750 ---- ---- ---- ---- 4'3 -16 6'1 1 6800 5'2 6'0 5'2 6'0 4'0 -15 58 5'5 8 1325 6900 4'4 4'4 4'4 4'4 3'2 -14 24 4'6 206 6950 ---- ---- ---- ---- 2'7 -14 4'3 7000 3'6 3'6 3'6 3'6 2'5 -13 982 4'0 22 941 7050 ---- ---- ---- ---- 2'2 -13 3'5 1 7100 ---- ---- ---- ---- 2'1 -11 3'2 37 7200 ---- ---- ---- ---- 1'5 -11 2'6 21 7300 ---- ---- ---- ---- 1'3 -7 2'2 1428 7500 ---- ---- ---- ---- '7 -5 1'4 10129 7800 ---- ---- ---- ---- '3 -3 '6 16 8000 ---- ---- ---- ---- '2 -2 '4 19 9000 ---- ---- ---- ---- '1 UNCH '1 100 100 TFPRS PY NOV08 Corn Options CALL 5900 ---- ---- ---- ---- 33'0 -34 36'4 2 6000 ---- ---- ---- ---- 28'4 -37 32'3 50 6450 ---- ---- ---- ---- 23'0 +40 19'0 1 6500 ---- ---- ---- ---- 21'6 +36 18'0 101 6900 ---- ---- ---- ---- 8'4 -14 10'0 15 7500 ---- ---- ---- ---- 4'0 -10 5'0 100 TFPRS PY DEC08 Corn Options CALL 1000 ---- ---- ---- ---- 485'0 -26 24 487'6 8 7 10000 1'1 1'1 1'1 1'1 1'0 -1 48 1'1 4 28161 11000 ---- ---- ---- ---- '5 -1 '6 10 1143 12000 ---- ---- ---- ---- '4 UNCH '4 1661 1400 ---- ---- ---- ---- 445'0 -26 447'6 1500 ---- ---- ---- ---- 435'0 -26 437'6 1600 ---- ---- ---- ---- 425'0 -26 427'6 1700 ---- ---- ---- ---- 415'0 -26 417'6 1800 ---- ---- ---- ---- 405'0 -26 407'6 2000 ---- ---- ---- ---- 385'0 -26 387'6 12 2200 ---- ---- ---- ---- 365'0 -26 367'6 2300 ---- ---- ---- ---- 355'0 -26 357'6 2400 ---- ---- ---- ---- 345'0 -26 140 347'6 336 527 2500 ---- ---- ---- ---- 335'0 -26 337'6 136 269 2600 ---- ---- ---- ---- 325'0 -26 327'6 49 2700 ---- ---- ---- ---- 315'0 -26 317'6 2800 ---- ---- ---- ---- 305'0 -26 100 307'6 200 297 2900 ---- ---- ---- ---- 295'0 -26 297'6 3000 ---- ---- ---- ---- 285'0 -26 287'6 2458 3100 ---- ---- ---- ---- 275'0 -26 277'6 36 3200 ---- ---- ---- ---- 265'0 -26 267'6 1613 3300 ---- ---- ---- ---- 255'0 -26 257'6 792 3400 ---- ---- ---- ---- 245'0 -26 247'6 2052 3500 ---- ---- ---- ---- 235'0 -27 237'7 276 3600 226'0 226'0 226'0 226'0 225'1 -27 48 228'0 1932 3700 ---- ---- ---- ---- 215'1 -30 218'1 4 3800 ---- ---- ---- ---- 205'2 -30 208'2 4700 3900 ---- ---- ---- ---- 195'3 -31 198'4 2018 4000 ---- ---- ---- ---- 185'5 -31 188'6 15102 4100 ---- ---- ---- ---- 175'7 -32 179'1 573 4200 ---- ---- ---- ---- 166'2 -32 169'4 4300 4300 ---- ---- ---- ---- 156'5 -34 160'1 3080 4400 156'4 156'4 156'4 156'4 147'1 -35 24 150'6 12400 4500 ---- ---- ---- ---- 137'7 -35 100 141'4 9963 4600 ---- ---- ---- ---- 128'5 -36 132'3 5617 4700 128'4 128'4 127'0 127'0 119'6 -37 72 123'5 1970 4800 ---- ---- ---- ---- 111'0 -41 115'1 5900 4900 ---- ---- ---- ---- 102'4 -44 107'0 5250 5000 ---- ---- ---- ---- 94'3 -45 220 99'0 1654 23807 5100 ---- ---- ---- ---- 86'4 -47 91'3 3886 5200 83'0 89'0 83'0 89'0 78'7 -50 74 83'7 166 15143 5300 ---- ---- ---- ---- 72'1 -47 77'0 100 22986 5400 ---- ---- ---- ---- 65'6 -44 70'2 3 8809 5500 65'0 65'0 65'0 65'0 59'7 -41 124 64'0 511 25396 5600 61'0 61'0 56'0A 58'0 54'7 -37 50 58'6 10 15133 5700 54'4 54'4 54'4 54'4 49'0 -42 30 53'2 8118 5800 44'0 44'0 44'0 44'0 44'2 -42 200 48'4 648 12233 5900 44'0 49'0 42'4 43'0 39'7 -41 652 44'0 1057 9706 6000 38'4 43'4 36'0 36'0 36'0 -37 4564 39'7 5344 38028 6100 35'0 35'0 34'0 34'0 32'3 -35 572 36'0 64 8499 6200 32'0 36'4 28'0 28'0 29'3 -33 1013 32'6 1019 18013 6300 30'0 30'0 27'0 29'0 26'5 -32 215 29'7 44 14971 6400 28'0 28'0 23'0 23'0 24'2 -27 732 27'1 65 13517 6500 26'0 26'0 21'0 21'0 22'0 -26 673 24'6 1010 41103 6600 21'0 21'0 20'0 20'0 19'5 -26 146 22'3 440 10428 6700 22'0 22'0 19'0 19'0 17'4 -25 632 20'1 426 10164 6800 18'0 19'0 18'0 18'0 15'4 -25 218 18'1 81 13495 6900 16'0 16'0 16'0 16'0 13'6 -25 24 16'3 1 7828 7000 14'0 16'0 12'4 12'4 12'2 -24 4825 14'6 875 37436 7100 ---- ---- ---- ---- 11'2 -21 13'3 15 3292 7200 12'0 13'0 12'0 12'0 10'2 -17 282 12'1 47 9199 7300 ---- ---- ---- ---- 9'3 -15 2 11'0 378 9832 7400 10'0 10'4 10'0 10'0 8'5 -13 72 10'0 1 7901 7500 9'0 9'0 8'0 8'0 7'6 -12 381 9'0 685 26328 7600 8'0 8'0 8'0 8'0 7'0 -11 44 8'1 2 15551 7700 ---- ---- ---- ---- 6'3 -10 7'3 1 2914 7800 7'0 7'4 7'0 7'4 5'6 -10 144 6'6 11 7597 7900 ---- 5'0 5'0 5'0 5'2 -7 48 6'1 2353 8000 5'6 6'0 5'0 5'0 4'6 -6 438 5'4 1249 46446 8100 5'0 5'0 5'0 5'0 4'2 -6 53 5'0 1 959 8200 4'4 4'4 4'4 4'4 3'7 -5 72 4'4 3540 8300 4'6 4'6 4'4 4'4 3'4 -5 72 4'1 15 1985 8400 4'2 4'2 4'0 4'0 3'1 -5 72 3'6 2360 8500 3'4 4'0 3'4 3'4 2'7 -5 192 3'4 25 10115 8600 3'4 3'4 3'4 3'4 2'5 -4 24 3'1 2911 8700 3'2 3'2 3'2 3'2 2'3 -4 24 2'7 1 974 8800 ---- ---- ---- ---- 2'1 -4 2'5 1 7685 8900 ---- ---- ---- ---- 1'7 -5 2'4 3753 9000 2'4 2'4 2'0 2'2 1'6 -4 117 2'2 253 33504 9100 ---- ---- ---- ---- 1'5 -4 2 2'1 636 9200 1'6 1'7 1'6 1'7 1'4 -4 74 2'0 15 2358 9300 ---- ---- ---- ---- 1'4 -3 1'7 1 2274 9400 ---- ---- ---- ---- 1'3 -3 1'6 1510 9500 2'0 2'0 2'0 2'0 1'2 -3 120 1'5 6766 9600 ---- ---- ---- ---- 1'2 -2 1'4 31 9800 ---- ---- ---- ---- 1'1 -2 1'3 9 272 TFPRS PY MAR09 Corn Options CALL 1000 ---- ---- ---- ---- 504'0 -26 506'6 11 2 10000 4'0 4'0 4'0 4'0 5'1 +5 34 4'4 1 2378 1400 ---- ---- ---- ---- 464'0 -26 466'6 1500 ---- ---- ---- ---- 454'0 -26 456'6 1600 ---- ---- ---- ---- 444'0 -26 446'6 1700 ---- ---- ---- ---- 434'0 -26 436'6 25 2000 ---- ---- ---- ---- 404'0 -26 406'6 3100 ---- ---- ---- ---- 294'0 -26 296'6 4000 ---- ---- ---- ---- 205'2 -30 208'2 4200 ---- ---- ---- ---- 186'6 -26 189'4 2 4400 ---- ---- ---- ---- 168'7 -24 171'3 88 4500 ---- ---- ---- ---- 160'0 -27 162'7 4600 ---- ---- ---- ---- 151'3 -30 154'3 420 4700 ---- ---- ---- ---- 143'0 -32 146'2 53 4900 ---- ---- ---- ---- 126'7 -35 130'4 200 5000 ---- ---- ---- ---- 119'1 -36 500 122'7 240 5100 ---- ---- ---- ---- 111'5 -40 115'5 3 5200 ---- ---- ---- ---- 104'5 -41 108'6 15 5300 ---- ---- ---- ---- 97'6 -42 102'0 451 5400 102'0 102'0 100'0 100'0 91'1 -43 96 95'4 501 5500 ---- ---- ---- ---- 85'0 -45 89'5 1563 5600 ---- ---- ---- ---- 79'3 -45 84'0 1087 5700 ---- ---- ---- ---- 74'0 -45 78'5 335 5800 74'0 74'0 74'0 74'0 69'0 -45 24 73'5 765 5900 ---- ---- ---- ---- 64'2 -44 68'6 20 822 6000 ---- ---- ---- ---- 59'6 -45 8 64'3 3440 9189 6100 60'0 60'0 58'0 58'0 55'6 -43 589 60'1 66 4078 6200 60'0 62'0 59'0 62'0 52'5 -34 208 56'1 123 4602 6300 56'0 56'0 51'0 51'0 48'5 -37 141 52'4 218 2261 6400 ---- ---- ---- ---- 45'3 -37 5 49'2 2 2945 6500 ---- ---- ---- ---- 42'2 -37 76 46'1 226 4429 6600 ---- 40'0 40'0 40'0