SCSCommoditiesCorp.

24HourOrderExecutionDesk:6468253880

NYMEX WTI (CL)

Settle

J2
Change

K2
-51
K2

M2
-105
-54
M2

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

-51
-54
-41
-21
-9
-1
2
1
8
21
32

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

10470
10521
10575
10616
10637
10646
10647
10645
10644
10636
10615
10583
10539

-202
-197
-188
-178
-169
-161
-153
-146
-139
-131
-123
-113
-105

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

Settle
455
541
360
193
141
112
75

Change
-77
-26
-9
-8
-9
0
0

CLJ2
CLK2
CLM2
CLN2
CLZ2
CLZ3
CLZ5
CLZ6
CLZ7
CLZ8

Last Price
Settle
104.94
104.7
105.43
105.21
105.93
105.75
106.39
106.16
106.69
106.44
101.96
101.89
Last Price
Settle
92.94
92.88
90.9
90.95
89.56
89.54
88.52
88.42
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
-167
-116
-62
-21
Q2

U2
-176
-125
-71
-30
-9
U2

Print Date
3/6/2012 16:09

Settle
Change

2013
10416
-91

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

Settle
-69
203
252
304
237
200
160

Change
49
50
27
16
10
5
-4

NYMEX WTI (CL)

Settle
Z5/M6
102
M6/Z6
91
Z6/M7
80
M7/Z7
61
Z7/M8
56
M8/Z8
56
Z8/M9
38

Net Change
107.34
107.71
108.14
108.37
108.1
102.64
Net Change
93.13
91.13
89.56
#N/A

High
104.94
105.43
105.93
106.39
106.69
101.96
High
92.94
90.9
89.56
88.52

Low
104.51
105.01
105.52
105.97
106.13
101.5
Low
92.29
90.31
89
#N/A

Volume
313450
97391
73989
33027
52997
23914
Volume
2724
891
332
0

2014
9872
-46

Open Int.
238,507
169,148
151,807
92,459
199,317
128,014
Open Int.
28,009
17,102
6,876
5,994

V2
-177
-126
-72
-31
-10
-1
V2

X2
-175
-124
-70
-29
-8
1
2
X2

2015
9439
-31

2016
9180
-23

Change
-4
-4
-5
-4
0
0
0

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

OI Change
(10,102)
7108
-2110
2620
-316
830
OI Change
63
9
-35
-9

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
-146
-95
-41
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
-174
-123
-69
-28
-7
2
3
1
Z2

Settle
-86
181
167
52
29
37

F3
-166
-115
-61
-20
1
10
11
9
8
F3

G3
-145
-94
-40
1
22
31
32
30
29
21
G3

H3
-113
-62
-8
33
54
63
64
62
61
53
32
H3

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

-272
-49
-52
67
37
40

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

J3
-69
-18
36
77
98
107
108
106
105
97
76
44
J3

Settle
58
11
11
19
5
0

Indication Values of End of Day WTI Staddles

Month
Strike Price Straddle Bid Straddle Offer
CL J2
105
400
415
CL K2
105.5
850
870
CL M2
106
1165
1185
CL N2
106.5
1385
14-5
CL Q2
106.5
1585
1615
CL U2
106.5
1760
1790
CL Z2
106.5
2150
2180
CL M3
104.5
2590
2640
CL Z3
102
2830
2900
CL Z4
96.5
3090
3180
CL Z5
93
3290
3390
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
12198
K2
12141
M2
12092
N2
12044
Q2
11988
U2
11920
V2
11854
X2
11795
Z2
11735
F3
11676
G3
11616
H3
11552
J3
11487
K3
11419
Settle
Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

K2
57
K2
Change
-182
-153
-140
-129
-121
-113
-106
-98
-91
-86
-82
-76
-70
-62

M2
106
49
M2

N2
154
97
48
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

57
49
48
56
68
66
59
60
Settle
59
Change
60
64
65
ICE Brent (B)
Change

Change

Settle

Q2
210
153
104
56
Q2

U2
278
221
172
124
68
U2

V2
344
287
238
190
134
66
V2

X2
403
346
297
249
193
125
59
X2

Z2
463
406
357
309
253
185
119
60
Z2

2013
11315
-60

2014
10524
-42

2015
9875
-27

2016
9446
-14

-49
-36
-8
-3
-9
-8

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

Low

Volume

Open Interest

121.59
121.01
120.54
120.04
119.51
118.84
118.18
117.59
116.93
#N/A
#N/A
113.04
109.09
105.36
#N/A
95.88
92.82
#N/A
91.3
#N/A
#N/A
#N/A

219996
173695
120499
41408
22253
20675
13307
7827
45550
4038
2139
6732
11050
94
0
1511
515
0
272
0
0
0

786
766
552
333
160
124
24

-44
-12
-12
-16
0
0
0

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

357
387
399
400
366
292

Last Price

Settle

High

122.16
121.56
121.12
120.66
120.02
119.44
118.77
118.07
117.55
117.62
116.98
113.61
109.51
105.36
99.18
96.37
92.82
92.25
91.32
90.83
90.21
90.09

121.98
121.41
120.92
120.44
119.88
119.2
118.54
117.95
117.35
116.76
116.16
113.48
109.49
105.49
98.91
96.31
92.98
92.18
91.38
90.76
90.14
90.02

124.39
123.45
122.83
122.24
121.61
120.85
119.88
119.25
118.73
#N/A
#N/A
114.52
110.45
105.42
#N/A
96.89
93.63
#N/A
92.13
#N/A
#N/A
#N/A

Settle
260
175
158
80
80
62
62
12

Change
-4
-9
-7
0
0
0
0
0

F3
522
465
416
368
312
244
178
119
59
F3

H2
J2
K2
M2
N2
Q2
Z2
Z3
Z4
Z5
Z6

G3
582
525
476
428
372
304
238
179
119
60
G3

H3
646
589
540
492
436
368
302
243
183
124
64
H3

Brent/WTI Arbitrage
Settle
Change
#VALUE!
#VALUE!
-1728
-20
-1620
-44
-1517
-48
-1428
-49
-1351
-48
-1091
-48
-760
-19
-535
-1
-343
-5
-203
-12

J3
711
654
605
557
501
433
367
308
248
189
129
65
J3

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

K3
779
722
673
625
569
501
435
376
316
257
197
133
68
K3
WTI/Brent Box Spread
Settle
-108
Z2/Z3
-103
Z3/Z4
-89
Z4/Z5
-77
Z5/Z6
-77
Z6/Z7
-67
Z7/Z8
-57
Z8/Z9
-59
M2/Z2
-51
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

176,215
177,640
136,939
62,533
51,465
65,198
42,006
26,449
102,923
17,468
10,916
24,773
59,009
8,470
1,839
11,256
4,783
5,182
3,217
-

OI Change

Expiry

-14,554
8,020
4,070
-2
1,296
-187
1,508
870
-4,522
406
1,312
-81
103
-4
0
102
309
0
300
0
515
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
10.97
11.14
11.57

Settle
-331
-225
-192
-140
-19
-12
88
-426
-184

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

3.194
3.2003
3.2088
3.217
3.2215
3.2319
3.238
3.2468
3.2475
3.2505
3.2445
3.221

3.1882
3.195
3.2025
3.2108
3.2185
3.2259
3.2332
3.2406
3.2459
3.2486
3.2424
3.2194

3.23
3.23
3.24
3.24
3.25
3.26
3.27
3.27
3.28
3.26
3.25
3.22

3.194
3.2003
3.2088
3.217
3.2215
3.2319
3.238
3.2468
3.2475
3.2505
3.2445
3.221

3.176
3.1831
3.1903
3.1986
3.2106
3.2174
3.2294
3.234
3.2321
3.2438
3.2378
3.214

38040
19412
22172
8470
2940
2011
557
1006
6472
257
104
141

89040
46217
54229
23722
11607
14708
5815
4104
29822
4655
772
1123

-820
1007
-737
-222
-12
52
124
11
48
130
7
-5

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!
13268.46
13297.59
13329.58
13364.92
13397.82
13429.58
13460.9

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!
2920
79
2898
83
2875
88
2869
82
2880
77
2902
74
2932
70

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.2375
3.2365
3.217
3.1822
3.1452
3.0896
2.9344
2.8875
2.8625
2.8705
2.8766
2.8846

3.2299
3.2293
3.2113
3.181
3.1395
3.0899
2.9338
2.8871
2.86
2.8499
2.8564
2.8649

3.2705
3.2636
3.243
3.2082
3.1665
3.1175
2.9621
2.9139
2.8914
#N/A
#N/A
#N/A

3.2375
3.2365
3.217
3.1822
3.1452
3.0896
2.9344
2.8875
2.8625
2.8705
2.8766
2.8846

3.2138
3.2158
3.1988
3.1697
3.1298
3.0812
2.9235
2.8836
2.8545
#N/A
2.8644
2.8727

38114
36614
28675
15855
7403
5428
3074
2029
2424
271
1
30

106925
64619
55446
36466
21496
19790
16512
6628
19463
4851
1795
988

-849
2569
680
793
1000
644
109
-12
222
40
-59
56

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!
3095
3042
2912
2744
2548
2331
1674

#VALUE!
#VALUE!
84
80
82
79
69
59
53

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
1006
1015.75
999.75
41189
59342
-8957
3/12/2012
1009.25
1018
1002.75
94700
144380
4373
4/12/2012
1011.5
1019.25
1004.75
39891
73951
948
5/10/2012
1012.5
1021
1006
29823
55855
-841
6/12/2012
1013.5
1021
1007
10724
29932
423
7/12/2012
1014
1020
1008.5
7106
19644
-1111
8/10/2012
1014
1019.75
1007.25
6464
20945
-195
9/12/2012
1013
1018.25
1006.75
2743
14236
45
10/11/2012
1011
1015.75
1004.75
1588
11024
-95
11/12/2012
1009
1014.25
1002
12641
41691
85
12/12/2012
1007.25
1006
1004
979
10689
141
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
320
2375
HO K 12
HU J12
323
1650
HU K12
323
2600
HU M12
322
3300
HU N12
318
3900

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

Straddle Ask

2575
1850
2800
3600
4200

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