SCSCommoditiesCorp.

24HourOrderExecutionDesk:6468253880

NYMEX WTI (CL)

Settle

J2
Change

K2
-48
K2

M2
-98
-50
M2

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

-48
-50
-40
-29
-15
-3
6
6
11
22
32

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

10658
10706
10756
10796
10825
10840
10843
10837
10831
10820
10798
10766
10725

42
41
38
34
36
39
42
40
38
37
37
38
41

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

Settle
453
563
385
226
160
110
86

Change
-28
-34
-29
-8
5
-4
11

CLJ2
CLK2
CLM2
CLN2
CLZ2
CLZ3
CLZ5
CLZ6
CLZ7
CLZ8

Last Price
Settle
106.85
106.58
107.35
107.06
107.82
107.56
108.15
107.96
108.29
108.31
103.6
103.78
Last Price
Settle
94.52
94.3
91.35
92.04
89.88
90.44
87.98
89.34
EIA Inventory Data
Last

345.7
229.531
139.496
83.9
695.951

Total Crude
Total Gasoline
Total Distillate
Refinery Util.
SPR

Oil

11.45
98.865
36178
161.164
17.142
57.079

Q2
-167
-119
-69
-29
Q2

U2
-182
-134
-84
-44
-15
U2

Print Date
3/8/2012 16:51

Settle
Change

2013
10606
51

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

Settle
-75
196
257
313
250
218
167

Change
0
11
17
17
17
14
-15

NYMEX WTI (CL)

Settle
Z5/M6
119
M6/Z6
107
Z6/M7
90
M7/Z7
70
Z7/M8
55
M8/Z8
55
Z8/M9
43

Net Change
107.2
107.67
108.2
108.6
108.91
104.07
Net Change
94.52
91.96
90.27
88.03

High
106.85
107.35
107.82
108.15
108.29
103.6
High
94.52
91.35
89.88
87.98

Low
105.84
106.33
106.86
107.35
107.74
102.94
Low
92.85
90.67
89.26
#N/A

Volume
256713
83436
80746
38742
54223
24478
Volume
6142
1771
380
51

2014
10049
84

Open Int.
213,908
197,095
156,508
94,620
198,245
132,239
Open Int.
28,065
17,412
7,382
6,027

V2
-185
-137
-87
-47
-18
-3
V2

X2
-179
-131
-81
-41
-12
3
6
X2

2015
9590
116

2016
9303
133

Change
-4
-4
3
2
-2
-2
5

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

OI Change
(20,688)
13224
647
-117
-1352
1986
OI Change
-495
165
219
33

Expiry
3/20/2012
4/20/2012
5/22/2012
6/20/2012
11/16/2012
11/20/2013
Expiry
11/20/2015
11/21/2016
11/20/2017
11/19/2018

Change

+
+

0.832
0.396
1.944
0.3
0

EIA Inventory Data (Million Barrels)

Last
Change

PADD1
PADD2
Cushing
PADD3
PADD4
PADD5

N2
-138
-90
-40
N2

+
+
+
+
+

0.603
1.818
2365
2.594
0.449
0.555

API Inventory Data (Million Barrels)

Last
Total Crude
346.488
Cushing OK
36.173
228.482
Total Gasoline
141.006
Total Distillate
Jet Kerosene
41.091
Refinery Runs
14.503
Refinery Inputs
22.305
Utilization
84.2
Crude Imports
8.318

Change
+ 4.583
+ 2.377
- 2.252
+ 0.924
- 1.019
+ 0.209
- 0.196
- 0.000
- 1.358

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

Z2
-173
-125
-75
-35
-6
9
12
6
Z2

Settle
-110
178
159
66
50
24

F3
-162
-114
-64
-24
5
20
23
17
11
F3

G3
-140
-92
-42
-2
27
42
45
39
33
22
G3

H3
-108
-60
-10
30
59
74
77
71
65
54
32
H3

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

-271
-61
-56
63
32
51

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

J3
-67
-19
31
71
100
115
118
112
106
95
73
41
J3

Settle
48
12
17
20
15
0

Indication Values of End of Day WTI Staddles

Month
Strike Price Straddle Bid Straddle Offer
CL J2
106.5
285
306
CL K2
107
785
805
CL M2
107.5
1105
1125
CL N2
108
1335
1355
CL Q2
108.5
1540
1565
CL U2
108.5
1730
1760
CL Z2
108.5
2140
2170
CL M3
106.5
2605
2645
CL Z3
104
2835
2875
CL Z4
98
3100
3170
CL Z5
94
3300
3400
0
0
0
0
0
0
0
0

NYMEX CL Commitment of Traders

1,517,833
Non-Commercial Long
Non-Commercial Short
394,656
140,097
Non-Commercial Spread
445,692
Non-Commercial Net
254,559
Managed Long
261,729
Managed Short
Managed Spread
33,337
246,586
Managed Net
228,392
Commercial Long
580,262
Commercial Short
Commercial Net
871,812
Producer Long
-291,550
Producer Short
226,530
Producer Net
311,236
Total Long
-84,706
Total Short
1,420,610
Total Net
1,457,601
Last Updated
2-Mar-12

SCSCommoditiesCorp.
24HourOrderExecutionDesk:6468253880
J2
ICE Brent (B)
Settle
J2
12544
K2
12496
M2
12447
N2
12395
Q2
12335
U2
12264
V2
12195
X2
12131
Z2
12064
F3
12000
G3
11935
H3
11867
J3
11797
K3
11723
Settle
Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

K2
48
K2
Change
132
141
141
141
141
140
139
136
132
128
126
123
118
117

M2
97
49
M2

N2
149
101
52
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

48
49
52
60
71
69
64
67
Settle
64
Change
65
68
70
ICE Brent (B)
Change

Change

Settle

Q2
209
161
112
60
Q2

U2
280
232
183
131
71
U2

V2
349
301
252
200
140
69
V2

X2
413
365
316
264
204
133
64
X2

Z2
480
432
383
331
271
200
131
67
Z2

2013
11607
115

2014
10734
96

2015
10021
92

2016
9544
97

9
17
9
10
6
-3

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

Low

Volume

Open Interest

123.8
123.19
122.71
122.2
121.62
121.05
120.62
120.12
119.07
#N/A
#N/A
115.59
111.13
107.18
#N/A
96.63
92.75
#N/A
91.26
#N/A
#N/A
#N/A

187597
136866
100976
39981
22359
18826
11837
7810
51005
3023
1971
8795
17933
430
0
2385
1023
0
1161
0
11
0

859
847
609
372
172
124
24

26
16
0
-12
0
0
0

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

383
420
439
444
403
316

Last Price

Settle

High

125.51
124.97
124.47
123.81
123.34
122.62
121.93
121.28
120.45
118.72
118.09
116.42
112.04
107.52
99.49
97.57
93.55
91.89
91.26
90.41
89.79
89.67

125.44
124.96
124.47
123.95
123.35
122.64
121.95
121.31
120.64
120
119.35
116.44
112.05
107.61
100.42
97.49
93.77
92.91
92.05
91.43
90.81
90.69

126.34
125.74
125.18
124.61
123.97
123.21
122.5
121.86
121.2
#N/A
#N/A
116.77
112.5
107.52
#N/A
97.57
93.55
#N/A
91.5
#N/A
#N/A
#N/A

Settle
293
191
181
86
86
62
62
12

Change
3
-6
-6
0
0
0
0
0

F3
544
496
447
395
335
264
195
131
64
F3

H2
J2
K2
M2
N2
Q2
Z2
Z3
Z4
Z5
Z6

G3
609
561
512
460
400
329
260
196
129
65
G3

H3
677
629
580
528
468
397
328
264
197
133
68
H3

Brent/WTI Arbitrage
Settle
Change
#VALUE!
#VALUE!
-1886
-90
-1790
-100
-1691
-103
-1599
-107
-1510
-105
-1233
-94
-827
-43
-543
6
-319
35
-173
35

J3
747
699
650
598
538
467
398
334
267
203
138
70
J3

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

K3
821
773
724
672
612
541
472
408
341
277
212
144
74
K3
WTI/Brent Box Spread
Settle
-96
Z2/Z3
-99
Z3/Z4
-92
Z4/Z5
-89
Z5/Z6
-86
Z6/Z7
-72
Z7/Z8
-58
Z8/Z9
-61
M2/Z2
-53
Z2/M3

ICE Brent (B)

LCOJ2
LCOK2
LCOM2
LCON2
LCOQ2
LCOU2
LCOV2
LCOX2
LCOZ2
LCOF3
LCOG3
LCOM3
LCOZ3
LCOM4
LCOM5
LCOZ5
LCOZ6
LCOM7
LCOZ7
LCOM8
LCOZ8
LCOM9

151,357
206,144
143,648
66,771
49,836
65,930
45,230
26,849
102,566
17,375
10,514
26,593
59,268
8,659
1,839
11,821
5,176
5,483
3,217
-

OI Change

Expiry

-5,374
16,536
3,967
2,743
-665
-337
524
-335
2,085
-153
-87
1,565
-544
149
0
-13
67
0
90
0
0
0

3/15/2012
4/13/2012
5/16/2012
6/14/2012
7/16/2012
8/16/2012
9/13/2012
10/16/2012
11/15/2012
12/14/2012
1/16/2013
5/16/2013
11/14/2013
5/15/2014
5/14/2015
11/13/2015
11/15/2016
5/16/2017
11/15/2017
5/16/2018
11/15/2018
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
14.43
14.69
15.12

Settle
-406
-284
-224
-146
-12
-14
86
-458
-224

SCSCommoditiesCorp.
24HourOrderExecutionDesk:6468253880
Nymex Heating Oil (HO)
HOJ2
HOK2
HOM2
HON2
HOQ2
HOU2
HOV2
HOX2
HOZ2
HOF3
HOG3
HOH3

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.2711
3.2783
3.2811
3.2921
3.2962
3.304
3.3088
3.3076
3.3258
3.3244
3.2807
3.2592

3.2695
3.2763
3.282
3.2885
3.2955
3.3023
3.3086
3.3155
3.3203
3.3228
3.3158
3.2938

3.28
3.29
3.30
3.30
3.31
3.32
3.31
3.31
3.34
3.32
#N/A
#N/A

3.2711
3.2783
3.2811
3.2921
3.2962
3.304
3.3088
3.3076
3.3258
3.3244
3.2807
3.2592

3.2111
3.2217
3.2289
3.2375
3.2465
3.254
3.267
3.2925
3.2779
3.321
#N/A
#N/A

50854
30911
38019
15108
4353
2707
447
629
7403
1147
65
79

86412
48442
54355
23872
12685
14092
5856
3786
30666
4566
684
1143

-1573
1375
1099
-633
1016
-754
8
38
270
117
-45
37

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
2/28/2013

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!
13606.46
13635.5
13659.93
13687.75
13717.75
13747.02
13774.17

Gas Cracks
Settle
Net Chng.

NYMEX RBOB Gasoline (RB)

RBJ2
RBK2
RBM2
RBN2
RBQ2
RBU2
RBV2
RBX2
RBZ2
RBF3
RBG3
RBH3

Heat Cracks
Settle
Net Chng.
#VALUE!
#VALUE!
#VALUE!
#VALUE!
3073
168
3054
164
3028
158
3015
154
3016
147
3029
140
3053
131

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.3123
3.3094
3.2954
3.2556
3.218
3.1687
3.0097
2.9583
2.934
2.922
2.8977
2.9062

3.314
3.3138
3.2934
3.2609
3.2178
3.1654
3.0062
2.9593
2.9318
2.921
2.9273
2.9366

3.3295
3.3292
3.3097
3.2781
3.2334
3.1821
3.0209
2.9719
2.9459
2.93
2.9218
#N/A

3.3123
3.3094
3.2954
3.2556
3.218
3.1687
3.0097
2.9583
2.934
2.922
2.8977
2.9062

3.2828
3.2817
3.2598
3.2234
3.1944
3.1469
2.9737
2.9258
2.889
2.904
2.9096
#N/A

43930
36620
27059
12772
7728
7404
3927
1581
2409
271
25
5

106878
71395
59550
38811
22918
20293
16794
6638
20590
5244
1796
992

-1060
3353
807
318
990
311
62
-35
252
261
0
-1

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
2/28/2013

High

Low

Volume

Open Int.

OI Chng.

Expiry

G2
H2
J2
K2
M2
N2
Q2
U2
V2

#VALUE!
#VALUE!
3260
3211
3076
2899
2689
2454
1783

#VALUE!
#VALUE!
70
85
99
103
101
93
87

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
1032.75
1034.25
1011.75
30862
33596
-13851
3/12/2012
1036
1038
1015.5
118990
145173
463
4/12/2012
1037.5
1039.25
1019.5
71001
82203
2042
5/10/2012
1038
1039.75
1020.5
55465
56709
-866
6/12/2012
1038.75
1040.5
1021.75
19977
28611
-1730
7/12/2012
1039.5
1041
1022.75
9287
21170
1172
8/10/2012
1039.25
1040.25
1023.75
5074
19469
-206
9/12/2012
1038
1039.75
1027.5
2334
13953
-148
10/11/2012
1036.25
1037.25
1025.75
1801
10250
-208
11/12/2012
1034.5
1036
1016.75
16193
41703
1138
12/12/2012
1032.75
1028
1028
1104
11077
128
1/10/2013

CFTC Commitment of Traders

330,872
NYMEX HO Total
74,261
Non-Commercial Long
42,783
Non-Commercial Short
26,044
Non-Commercial Spread
31,478
Non-Commercial Net
56,162
Managed Long
12,503
Managed Short
15,345
Managed Spread
43,659
Managed Net
18,099
Commercial Long
214,110
Commercial Short
-59,573
Commercial Net
94,327
Producer Long
182,996
Producer Short
-88,669
Producer Net
254,842
Total Long
282,937
Total Short
-28,095
Total Net
2-Mar-12
Last Updated

CFTC Commitment of Traders

356,553
NYMEX RBOB Total
Non-Commercial Long
113,571
19,805
Non-Commercial Short
32,549
Non-Commercial Spread
93,766
Non-Commercial Net
96,096
Managed Long
21,188
Managed Short
21,188
Managed Spread
93,195
Managed Net
184,153
Commercial Long
292,610
Commercial Short
-108,457
Commercial Net
Producer Long
133,542
Producer Short
260,909
Producer Net
-127,367
Total Long
330,273
Total Short
344,964
Total Net
-14,691
2-Mar-12
Last Updated

Indication Values of End of Day HO Staddles

Month
Strike Price
Straddle Bid
328
2150
HO K 12
HU J12
331
1400
HU K12
332
2400
HU M12
330
3200
HU N12
327
3800

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

Straddle Ask

2350
1600
2600
3400
4000

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

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