SCSCommoditiesCorp.

24HourOrderExecutionDesk:6468253880

NYMEX WTI (CL)

Settle

J2
Change

K2
-46
K2

M2
-91
-45
M2

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

-46
-45
-31
-12
-1
7
9
8
16
29
42

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

10672
10718
10763
10794
10806
10807
10800
10791
10783
10767
10738
10696
10644

2
1
-1
-2
0
2
5
8
12
15
15
14
13

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

Settle
532
567
369
201
150
112
75

Change
-4
-9
0
4
3
2
0

CLJ2
CLK2
CLM2
CLN2
CLZ2
CLZ3
CLZ5
CLZ6
CLZ7
CLZ8

Last Price
Settle
107.09
106.72
107.53
107.18
108
107.63
108.31
107.94
108.09
107.83
102.7
102.51
Last Price
Settle
93.03
93.15
91.2
91.14
90
89.64
88.36
88.52
EIA Inventory Data
Last

344.868
229.927
141.44
83.6
695.951

Total Crude
Total Gasoline
Total Distillate
Refinery Util.
SPR

Oil

10.847
97.047
33813
163.758
16.693
56.524

Q2
-134
-88
-43
-12
Q2

U2
-135
-89
-44
-13
-1
U2

Print Date
3/5/2012 16:38

Settle
Change

2013
10507
14

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

Settle
-20
253
279
320
247
205
164

Change
13
0
4
3
6
0
0

NYMEX WTI (CL)

Settle
Z5/M6
106
M6/Z6
95
Z6/M7
85
M7/Z7
65
Z7/M8
56
M8/Z8
56
Z8/M9
38

Net Change
107.42
107.84
108.24
108.54
108.16
102.7
Net Change
93.22
91.2
90
#N/A

High
107.09
107.53
108
108.31
108.09
102.7
High
93.03
91.2
90
88.36

Low
105.5
105.94
106.38
106.67
106.32
101.1
Low
92.41
90.02
89.26
88.14

Volume
224486
60214
55230
20276
40925
17925
Volume
831
100
60
110

2014
9918
20

Open Int.
248,609
162,040
153,917
89,839
199,633
127,184
Open Int.
27,946
17,093
6,911
6,003

V2
-128
-82
-37
-6
6
7
V2

X2
-119
-73
-28
3
15
16
9
X2

2015
9471
25

2016
9202
23

Change
2
2
1
2
1
1
0

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

OI Change
(7,755)
2668
1308
-931
-1558
-2398
OI Change
-1019
430
-5
0

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

+
-

4.16
1.6
2.069
1.9
0

EIA Inventory Data (Million Barrels)

Last
Change

PADD1
PADD2
Cushing
PADD3
PADD4
PADD5

N2
-122
-76
-31
N2

+
+
+
+
+

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

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

Z2
-111
-65
-20
11
23
24
17
8
Z2

Settle
-35
198
168
51
38
37

F3
-95
-49
-4
27
39
40
33
24
16
F3

G3
-66
-20
25
56
68
69
62
53
45
29
G3

H3
-24
22
67
98
110
111
104
95
87
71
42
H3

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

-273
-26
-41
73
42
41

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

J3
28
74
119
150
162
163
156
147
139
123
94
52
J3

Settle
58
11
10
20
9
0

Indication Values of End of Day WTI Staddles

Month
Strike Price Straddle Bid Straddle Offer
CL J2
107
410
430
CL K2
107
860
880
CL M2
107.5
1175
1200
CL N2
108
1395
1425
CL Q2
108
1590
1620
CL U2
108
1770
1800
CL Z2
107.5
2155
2185
CL M3
105.5
2580
2630
CL Z3
102.5
2820
2880
CL Z4
97
3090
3170
CL Z5
93
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
12380
K2
12294
M2
12232
N2
12173
Q2
12109
U2
12033
V2
11960
X2
11893
Z2
11826
F3
11762
G3
11698
H3
11628
J3
11557
K3
11481
Settle
Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

K2
86
K2
Change
15
33
42
50
55
58
60
61
64
68
73
74
74
74

M2
148
62
M2

N2
207
121
59
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

86
62
59
64
76
73
67
67
Settle
64
Change
64
70
71
ICE Brent (B)
Change

Change

Settle

Q2
271
185
123
64
Q2

U2
347
261
199
140
76
U2

V2
420
334
272
213
149
73
V2

X2
487
401
339
280
216
140
67
X2

Z2
554
468
406
347
283
207
134
67
Z2

2013
11376
70

2014
10566
47

2015
9903
21

2016
9460
-1

-22
-9
11
12
15
12

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

Low

Volume

Open Interest

122.66
121.61
120.86
120.23
119.56
118.81
118.1
117.46
116.8
117.5
117
112.77
108.85
104.74
#N/A
96.18
92.34
#N/A
92.18
#N/A
#N/A
#N/A

158796
103161
72700
25029
15526
15748
8460
4363
33224
2235
3288
4153
9189
12
0
494
157
0
650
0
640
0

830
778
564
349
160
124
24

2
27
26
19
18
0
0

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

406
423
407
403
375
300

Last Price

Settle

High

124.15
123.27
122.71
122.2
121.49
120.84
120.14
119.47
118.79
116.94
116.25
114.27
110.31
105.43
98.95
96.18
93.15
92.44
91.73
91.11
90.49
90.37

123.8
122.94
122.32
121.73
121.09
120.33
119.6
118.93
118.26
117.62
116.98
114.03
109.96
105.93
99.18
96.54
93.05
92.25
91.45
90.83
90.21
90.09

124.66
123.66
122.97
122.33
121.66
120.86
120.14
119.47
118.79
117.5
117
114.3
110.31
105.34
#N/A
96.47
93.68
#N/A
92.19
#N/A
#N/A
#N/A

Settle
264
184
165
80
80
62
62
12

Change
14
9
10
9
9
0
0
0

F3
618
532
470
411
347
271
198
131
64
F3

H2
J2
K2
M2
N2
Q2
Z2
Z3
Z4
Z5
Z6

G3
682
596
534
475
411
335
262
195
128
64
G3

H3
752
666
604
545
481
405
332
265
198
134
70
H3

Brent/WTI Arbitrage
Settle
Change
#VALUE!
#VALUE!
-1708
-13
-1576
-32
-1469
-43
-1379
-52
-1303
-55
-1043
-52
-745
-48
-534
-12
-339
14
-191
31

J3
823
737
675
616
552
476
403
336
269
205
141
71
J3

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

K3
899
813
751
692
628
552
479
412
345
281
217
147
76
K3
WTI/Brent Box Spread
Settle
-132
Z2/Z3
-107
Z3/Z4
-90
Z4/Z5
-76
Z5/Z6
-77
Z6/Z7
-66
Z7/Z8
-58
Z8/Z9
-59
M2/Z2
-48
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

190,769
169,620
132,869
62,535
50,169
65,385
40,498
25,579
107,445
17,062
9,604
24,854
58,906
8,474
1,839
11,154
4,474
4,882
2,702
-

OI Change

Expiry

-14,561
3,260
-2,059
2,464
1,382
-44
144
285
134
226
362
1,800
-561
10
0
695
22
0
0
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
12.79
12.67
12.97

Settle
-298
-211
-195
-148
-10
-12
88
-426
-170

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

3.2238
3.2324
3.2374
3.245
3.246
3.2448
3.2644
3.2697
3.2778
3.2775
3.2447
3.248

3.2174
3.2221
3.2264
3.2337
3.2404
3.2466
3.253
3.2592
3.2637
3.2659
3.2596
3.2361

3.23
3.24
3.24
3.25
3.25
3.26
3.26
3.27
3.28
3.28
3.26
3.25

3.2238
3.2324
3.2374
3.245
3.246
3.2448
3.2644
3.2697
3.2778
3.2775
3.2447
3.248

3.1851
3.1905
3.1965
3.2036
3.2227
3.2188
3.252
3.23
3.2312
3.2654
3.244
3.2278

32772
16800
16176
5749
2151
1175
572
233
2930
243
34
30

89860
45210
54966
23944
11619
14656
5691
4093
29774
4525
765
1128

-3518
1752
522
120
162
-413
371
48
106
247
21
-9

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!
13389.28
13409.88
13428.56
13459.81
13488.59
13515.39
13543

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!
2841
64
2814
64
2787
64
2787
63
2803
61
2828
61
2862
61

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.264
3.2672
3.2424
3.2146
3.172
3.116
2.959
2.9106
2.8937
2.869
2.8625
2.87

3.258
3.2571
3.2365
3.2045
3.1632
3.1143
2.9575
2.9102
2.8815
2.8705
2.8766
2.8846

3.2936
3.2836
3.2549
3.22
3.1769
3.1243
2.9709
2.921
2.8937
2.869
#N/A
#N/A

3.264
3.2672
3.2424
3.2146
3.172
3.116
2.959
2.9106
2.8937
2.869
2.8625
2.87

3.2475
3.2421
3.2227
3.1767
3.1406
3.0847
2.9326
2.8834
2.8543
2.869
#N/A
#N/A

32503
26907
18457
12563
6670
4538
2577
768
1107
212
100
88

107774
62050
54766
35673
20496
19146
16403
6640
19241
4811
1854
932

-5121
1691
82
606
-792
1689
551
65
432
8
15
0

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!
3011
2961
2830
2664
2479
2273
1621

#VALUE!
#VALUE!
-61
-46
-21
-1
10
17
24

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
1014.75
1016.75
1002.5
28304
68299
4301
3/12/2012
1017.25
1019.5
1005
76459
140007
-435
4/12/2012
1019
1021.25
1006.75
32740
73003
8073
5/10/2012
1020
1022
1008.75
24536
56696
1915
6/12/2012
1021
1022.75
1009.25
7021
29509
-1374
7/12/2012
1021.5
1021.75
1009.25
4574
20755
-499
8/10/2012
1021
1021.25
1009
3303
21140
521
9/12/2012
1019.25
1019.75
1009.25
1951
14191
-111
10/11/2012
1016.5
1016.75
1005.5
1177
11119
-208
11/12/2012
1013.75
1016
1002.25
6940
41606
387
12/12/2012
1011.5
1013
1001.25
538
10548
-189
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
323
2300
HO K 12
HU J12
326
1600
HU K12
326
2600
HU M12
324
3400
HU N12
322
4000

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

Straddle Ask

2550
1800
2800
3700
4300

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