Options Activity – Highlights – as of July 30,2009
(high volume trades and significant OTC structures)

Corn Options Activity (7.30.09):

Contract Strike Instrument Volume Comment
U09 280 P 2000 trds .875
         
Z09 300 P 400 trds 10.5
         
Z09 480 C 100 trds 3.5
         
Z09 340 C 200  
Z09 340 P 200 sprd trds 53. prem to call
         
U09 300 P 500  
U09 340 C 500 sprd trds 6.25 call over
         
Z09 350 C 500 trds 22.5

 

Wheat Options Activity (7.30.09):

Contract Strike Instrument Volume Comment
Z09 400 P 300 trds 2.25
         
Z09 550 P 600 trds 42
         
U09 520 C 100  
U09 540 C 100 sprd trds 8
         
Z09 730 C 200 trds 6.5 and 7

 

Soy Options Activity (7.30.09):

Contract Strike Instrument Volume Comment
X09 900 P 200 trd 39
         
X09 900 P 250 trd 42
         
X09 1060 C 400 trd 42.5
         
N10 900 P 300  
N10 760 P 600 trd 22 cr for 760p
         
X09 1060 C 700  
X09 1160 C 700 sprd trds 17.25