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SCSCommoditiesCorp.

24HourOrderExecutionDesk:6468253880

NYMEX WTI (CL)


Settle

J2
Change

K2
-45
K2

M2
-88
-43
M2

J/K
K/M
M/N
N/Q
Q/U
U/V
V/X
X/Z
Z/F
F/G
G/H

-45
-43
-30
-5
9
12
12
11
18
25
36

M2/Z2
Z2/M3
M3/Z3
Z3/M4
M4/Z4
Z4/M5
M5/Z5

Settle
9
220
268
297
238
192
149

J2
K2
M2
N2
Q2
U2
V2
X2
Z2
F3
G3
H3
J3

10707
10752
10795
10825
10830
10821
10809
10797
10786
10768
10743
10707
10664

52
52
50
47
44
40
38
37
37
37
36
36
35

Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

Settle
488
535
341
170
100
80
55

Change
-1
-22
-34
-34
-15
-17
-11

CLH2
CLJ2
CLK2
CLM2
CLZ2
CLZ3
CLZ5
CLZ6
CLZ7
CLZ8

Q2
-123
-78
-35
-5
Q2

U2
-114
-69
-26
4
9
U2

Print Date
2/29/2012 15:43

Settle
Change

2013
10538
36

2014
9986
50

Change
13
3
4
11
11
17
-17

NYMEX WTI (CL)


Settle
Z5/M6
91
M6/Z6
79
Z6/M7
61
M7/Z7
39
Z7/M8
40
M8/Z8
40
Z8/M9
28

V2
-102
-57
-14
16
21
12
V2

X2
-90
-45
-2
28
33
24
12
X2

2015
9564
79

2016
9326
113

Change
-17
-17
-7
-8
-9
-8
-5

Z2/Z3/Z4
Z3/Z4/Z5
Z4/Z5/Z6
Z5/Z6/Z7
Z6/Z7/Z8
Z7/Z8/Z9

Volume
Open Int.
OI Change
Last Price
Settle
Net Change
High
Low
ord could notcord could notcord could not brecord could not be fcord could not b record could not be fcord could not bord could not
106.86
107.07
107.43
106.86
104.84
330572
263,792
-638
107.33
107.52
107.87
107.33
105.3
78908
136,569
1614
107.7
107.95
108.29
107.7
105.73
82378
142,230
-2043
107.52
107.86
108.39
107.52
105.71
52011
200,226
275
102.66
102.98
103.35
102.66
101
21383
126,528
1979
Volume
Open Int.
OI Change
Last Price
Settle
Net Change
High
Low
93.93
94.22
94.1
93.93
93
1409
28,959
696
91.89
92.52
92.41
91.89
91.89
676
16,652
-42
90.09
91.52
#N/A
90.09
#N/A
276
6,722
223
89.12
90.72
#N/A
89.12
#N/A
178
5,884
70
EIA Inventory Data
Last

344.868
229.927
141.44
83.6
695.951

Total Crude
Total Gasoline
Total Distillate
Refinery Util.
SPR

Oil

N2
-118
-73
-30
N2

4.16
1.6
2.069
1.9
0

EIA Inventory Data (Million Barrels)


Last
Change

PADD1
PADD2
Cushing
PADD3
PADD4
PADD5

10.847
97.047
33813
163.758
16.693
56.524

+
+
+
+
+

0.047
1.667
1648
1.912
0.034
0.595

API Inventory Data (Million Barrels)


Last
Total Crude
341.905
Cushing OK
33.796
230.734
Total Gasoline
140.082
Total Distillate
Jet Kerosene
42.11
Refinery Runs
14.294
Refinery Inputs
22.501
Utilization
84.4
Crude Imports
9.676

Settle
-47
194
171
70
20
25

Expiry
ord could not be found
3/20/2012
4/20/2012
5/22/2012
11/16/2012
11/20/2013
Expiry
11/20/2015
11/21/2016
11/20/2017
11/19/2018

Change

+
-

Z2
-79
-34
9
39
44
35
23
11
Z2

Change
+ 0.521
+ 1.639
- 0.916
- 3.311
- 0.803
- 0.523
- 0.109
- 0.002
+ 0.709

SCSCommoditiesCorp
SCSOTCCorp.
www.scsotc.com
24HourExecutionDesk:6468253893

F3
-61
-16
27
57
62
53
41
29
18
F3

G3
-36
9
52
82
87
78
66
54
43
25
G3

H3
0
45
88
118
123
114
102
90
79
61
36
H3

Settle
M2/Z2/M3
Z2/M3/Z3
M3/Z3/M4
Z3/M4/Z4
M4/Z4/M5
Z4/M5/Z5

-211
-48
-29
59
46
43

M5/Z5/M6
Z5/M6/Z6
M6/Z6/M7
Z6/M7/Z7
M7/Z7/M8
Z7/M8/Z8

J3
43
88
131
161
166
157
145
133
122
104
79
43
J3

Settle
58
12
18
22
-1
0

Indication Values of End of Day WTI Staddles


Month
Strike Price Straddle Bid Straddle Offer
CL J2
107
500
520
CL K2
107.5
925
950
CL M2
108
1225
1255
CL N2
108
1440
1470
CL Q2
108
1625
1655
CL U2
108
1790
1820
CL Z2
108
2175
2195
CL M3
106
2570
2630
CL Z3
103
2830
2900
CL Z4
98
3060
3150
CL Z5
94
3270
3370
0
0
0
0
0
0
0
0

NYMEX CL Commitment of Traders


1,441,526
Non-Commercial Long
Non-Commercial Short
367,380
139,200
Non-Commercial Spread
439,787
Non-Commercial Net
228,180
Managed Long
247,891
Managed Short
Managed Spread
32,089
238,369
Managed Net
215,802
Commercial Long
542,767
Commercial Short
Commercial Net
804,445
Producer Long
-261,678
Producer Short
199,034
Producer Net
280,423
Total Long
-81,389
Total Short
1,349,934
Total Net
1,383,432
Last Updated
24-Feb-12

SCSCommoditiesCorp.
24HourOrderExecutionDesk:6468253880
J2
ICE Brent (B)
Settle
J2
12266
K2
12156
M2
12085
N2
12024
Q2
11960
U2
11886
V2
11817
X2
11755
Z2
11692
F3
11629
G3
11565
H3
11503
J3
11441
K3
11376
Settle
Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

K2
110
K2
Change
111
93
77
63
53
46
39
34
30
27
25
25
25
23

M2
181
71
M2

N2
242
132
61
N2

G/H
H/J
J/K
K/M
M/N
N/Q
Q/U
U/V
V/X
F/G
G/H
H/J

110
71
61
64
74
69
62
63
Settle
63
Change
64
62
62
ICE Brent (B)
Change

Change

Settle

744
702
493
296
138
100
40

7
-13
-31
-40
-24
-46
-2

M2/Z2
Z2/M3
M3/Z3
Z3/M4
M4/Z4
Z4/M5

393
381
363
361
341
269

Last Price

Settle

High

Low

Q2
306
196
125
64
Q2

U2
380
270
199
138
74
U2

V2
449
339
268
207
143
69
V2

X2
511
401
330
269
205
131
62
X2

Z2
574
464
393
332
268
194
125
63
Z2

2013
11283
22

2014
10562
29

2015
9965
51

2016
9588
90

47
9
-2
-4
-9
-12

M5/Z5
Z5/M6
M6/Z6
Z6/M7
M7/Z7
Z7/M8
M8/Z8
Z8/M9

Volume

Open Interest

Settle
224
157
139
69
69
50
50
20

Change
-19
-21
-19
-12
-12
-23
-23
-1

F3
637
527
456
395
331
257
188
126
63
F3

H2
J2
K2
M2
N2
Q2
Z2
Z3
Z4
Z5
Z6

G3
701
591
520
459
395
321
252
190
127
64
G3

H3
763
653
582
521
457
383
314
252
189
126
62
H3

Brent/WTI Arbitrage
Settle
Change
#VALUE!
#VALUE!
-1559
-59
-1404
-41
-1290
-27
-1199
-16
-1130
-9
-906
7
-650
15
-483
23
-331
29
-205
21

J3
825
715
644
583
519
445
376
314
251
188
124
62
J3

H/J
J/K
K/M
M/N
N/Q
Q/U
U/V
V/X
X/Z

K3
890
780
709
648
584
510
441
379
316
253
189
127
65
K3
WTI/Brent Box Spread
Settle
-155
Z2/Z3
-114
Z3/Z4
-91
Z4/Z5
-69
Z5/Z6
-65
Z6/Z7
-57
Z7/Z8
-50
Z8/Z9
-52
M2/Z2
-45
Z2/M3

ICE Brent (B)


LCOH2
LCOJ2
LCOK2
LCOM2
LCON2
LCOQ2
LCOU2
LCOV2
LCOX2
LCOZ2
LCOF3
LCOM3
LCOZ3
LCOM4
LCOM5
LCOZ5
LCOZ6
LCOM7
LCOZ7
LCOM8
LCOZ8
LCOM9

OI Change

Expiry

cord could not bcord could not bcord could not b


e record could not be fo
ecord could not bee record could not be focord could not bcord could not be found
122.87
122.66
123.2
120.5
235454
208,548
1,047
3/15/2012
121.77
121.56
122.08
119.41
131577
149,637
-3,755
4/13/2012
121.03
120.85
121.36
118.71
105470
134,256
3,365
5/16/2012
120.4
120.24
120.79
118.06
44731
58,152
1,101
6/14/2012
119.74
119.6
120.17
117.43
22079
48,931
105
7/16/2012
118.97
118.86
119.45
116.7
17733
66,254
-1,269
8/16/2012
118.25
118.17
118.78
116.01
13648
35,634
1,852
9/13/2012
117.59
117.55
118.17
115.39
8786
23,394
2,859
10/16/2012
116.93
116.92
117.56
114.77
41417
108,038
-4,100
11/15/2012
116.3
116.29
116.3
115.2
3670
17,039
495
12/14/2012
113.32
113.11
113.65
111.05
3743
21,794
122
5/16/2013
109.62
109.48
110.06
107.41
9361
58,320
-1,090
11/14/2013
104.96
105.87
105.13
103.9
187
8,120
30
5/15/2014
99.29
99.77
#N/A
#N/A
0
1,839
0
5/14/2015
97.6
97.53
97.6
96.05
801
9,612
97
11/13/2015
93.45
94.57
93.75
93.45
203
4,368
68
11/15/2016
92.69
93.88
#N/A
#N/A
0
0
5/16/2017
91.88
93.19
#N/A
#N/A
195
4,771
-1
11/15/2017
91.15
92.69
#N/A
#N/A
0
0
5/16/2018
90.42
92.19
#N/A
#N/A
155
2,423
0
11/15/2018
90.21
91.99
#N/A
#N/A
0
0
5/16/2019

SCSCommoditiesCorp
SCSOTCCorp.
www.scsotc.com
24HourExecutionDesk:6468253893

DME Oman Crude Oil


Month
Settle

Mar-12
Apr-12
May-12
Jun-12

111.01
110.27
109.35
108.61

Brent/Dubai Arbitrage Spread

Month
F2
G2
H2

Settle
#VALUE!
12.39
12.21

Settle
-256
-167
-152
-126
-38
-20
40
-384
-161

SCSCommoditiesCorp.
24HourOrderExecutionDesk:6468253880
Nymex Heating Oil (HO)
HOH2
HOJ2
HOK2
HOM2
HON2
HOQ2
HOU2
HOV2
HOX2
HOZ2
HOF3
HOG3

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.2013
3.2089
3.207
3.2068
3.2127
3.216
3.2291
3.236
3.2321
3.2385
3.21
3.215

3.188
3.2059
3.205
3.2044
3.2102
3.2159
3.2208
3.2258
3.2313
3.235
3.2375
3.232

3.26
3.26
3.24
3.24
3.24
3.24
3.24
3.24
3.24
3.25
3.24
3.23

3.2013
3.2089
3.207
3.2068
3.2127
3.216
3.2291
3.236
3.2321
3.2385
3.21
3.215

3.1697
3.1605
3.1567
3.1559
3.1635
3.17
3.1726
3.193
3.1851
3.1849
3.21
3.215

7684
88713
44221
46575
11266
5290
4899
845
709
5993
39
5

9224
98736
46142
55992
21865
11144
14195
5480
3589
29125
3845
772

-10172
2114
1238
-1252
-20
549
501
178
-82
-1503
85
-3

2/29/2012
3/30/2012
4/30/2012
5/31/2012
6/29/2012
7/31/2012
8/31/2012
9/28/2012
10/31/2012
11/30/2012
12/31/2012
1/31/2013

G2
H2
J2
K2
M2
N2
Q2
U2
V2

G2
H2
J2
K2
M2
N2
Q2
U2
V2

Heat-Brent
Settle
Net Chng.
#VALUE!
#VALUE!
13342.12
13339.44
13337.63
13362.6
13387.18
13408.5
13430.19

Gas Cracks
Settle
Net Chng.

NYMEX RBOB Gasoline (RB)


RBH2
RBJ2
RBK2
RBM2
RBN2
RBQ2
RBU2
RBV2
RBX2
RBZ2
RBF3
RBG3

Heat Cracks
Settle
Net Chng.
#VALUE!
#VALUE!
#VALUE!
#VALUE!
2757
-112
2709
-72
2663
-47
2657
-36
2676
-24
2706
-14
2739
-9

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.0676
3.261
3.2531
3.2261
3.1845
3.1422
3.0919
2.9325
2.8634
2.8612
2.819
2.8343

3.0423
3.2572
3.2507
3.2224
3.1847
3.1406
3.0908
2.9351
2.8878
2.8579
2.8444
2.8493

3.076
3.2665
3.2593
3.2313
3.1875
3.1478
3.0963
2.9466
2.8997
2.8691
2.819
#N/A

3.0676
3.261
3.2531
3.2261
3.1845
3.1422
3.0919
2.9325
2.8634
2.8612
2.819
2.8343

3.024
3.1968
3.1906
3.1626
3.1271
3.0854
3.0325
2.8761
2.8317
2.7999
2.819
#N/A

6205
47470
27166
19582
9631
5867
5839
2881
1791
2014
394
59

7008
113366
56365
54729
35394
22110
15765
14344
6205
18130
4968
1556

-6915
4632
-110
848
82
407
750
1432
592
269
-40
80

2/29/2012
3/30/2012
4/30/2012
5/31/2012
6/29/2012
7/31/2012
8/31/2012
9/28/2012
10/31/2012
11/30/2012
12/31/2012
1/31/2013

High

Low

Volume

Open Int.

OI Chng.

Expiry

G2
H2
J2
K2
M2
N2
Q2
U2
V2

#VALUE!
#VALUE!
2973
2900
2739
2550
2360
2160
1518

#VALUE!
#VALUE!
84
79
70
64
60
56
42

ICE Rotterdam Gasoil (G)


Settle
LGOG2
LGOH2
LGOJ2
LGOK2
LGOM2
LGON2
LGOQ2
LGOU2
LGOV2
LGOX2
LGOZ2
LGOF3

cord could not bcord could not bcord could not b


e record could not be fo
ecord could not bee record could not be focord could not be found
1002.75
1021.5
996
49539
89599
-9840
3/12/2012
1003.75
1022.5
996.75
125354
133109
4147
4/12/2012
1003.5
1021.5
996.5
73750
70001
-3909
5/10/2012
1002.5
1020
995.75
54714
61253
1101
6/12/2012
1002.75
1019.75
996.75
11888
31017
-176
7/12/2012
1002.5
1017.5
997.5
6761
20302
-44
8/10/2012
1001.5
1018.5
996
5941
21424
201
9/12/2012
999.5
1013
994.5
2324
14631
-262
10/11/2012
996.5
1007.75
994.25
1701
10894
174
11/12/2012
994
1010.75
989
13615
39052
172
12/12/2012
992
1005.25
990.5
2066
10202
32
1/10/2013

CFTC Commitment of Traders


NYMEX HO Total
330,872
67,347
Non-Commercial Long
39,781
Non-Commercial Short
34,093
Non-Commercial Spread
27,566
Non-Commercial Net
53,254
Managed Long
10,047
Managed Short
19,444
Managed Spread
43,207
Managed Net
14,093
Commercial Long
217,049
Commercial Short
Commercial Net
-54,606
Producer Long
103,290
Producer Short
185,721
Producer Net
-82,431
Total Long
263,883
290,923
Total Short
Total Net
-27,040
Last Updated
24-Feb-12

CFTC Commitment of Traders


353,783
NYMEX RBOB Total
Non-Commercial Long
109,875
19,577
Non-Commercial Short
37,081
Non-Commercial Spread
90,298
Non-Commercial Net
94,937
Managed Long
23,504
Managed Short
23,504
Managed Spread
91,640
Managed Net
178,383
Commercial Long
283,692
Commercial Short
-105,309
Commercial Net
128,202
Producer Long
253,347
Producer Short
-125,145
Producer Net
325,339
Total Long
340,350
Total Short
-15,011
Total Net
24-Feb-12
Last Updated

Indication Values of End of Day HO Staddles


Month
Strike Price
Straddle Bid
318
2500
HO K 12
HU J12
321
1800
HU K12
321
2700
HU M12
318
3500
HU N12
314
4050

SCSCommoditiesCorp
SCSOTCCorp.
www.scsotc.com
24HourExecutionDesk:6468253893

Straddle Ask

2800
2000
3000
3800
4350

Indication Values of End of Day RBOB Staddles


Month
Strike Price
Straddle Bid
Straddle Ask

#REF!
#REF!
#REF!
#REF!
0

#REF!
#REF!
#REF!
#REF!
0

#REF!
#REF!
#REF!
#REF!
0

#REF!
#REF!
#REF!
#REF!
0