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SCSCommoditiesCorp.
SCSOTCCorp.
NaturalGasOptions/Swaps/FuturesOTCDesk:6468253890
J2

J12
K12
M12
N12
Q12
U12
V12
X12
Z12
F13
G13
H13
J13
K13
M13

Settle
2356
2462
2554
2636
2679
2693
2748
2925
3223
3357
3370
3350
3322
3362
3412

K2
-106
K2
Change
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

M2
-198
-92
M2

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

N2
-280
-174
-82
N2
-106
-92
-82
-43
-14
-55
-177
-298
-134
-13
20

J13-V13
J14-V14
J15-V15
J16-V16
J17-V17
J18-V18
J19-V19
J20-V20
J21-V21
J22-V22
J23-V23

2590
3428
3816
4074
4308
4534
4759
4985
5224
5474
5740
6021

U2
-337
-231
-139
-57
-14
U2

V2
-392
-286
-194
-112
-69
-55
V2

Print Date
3/6/2012 18:27

X2
-569
-463
-371
-289
-246
-232
-177
X2

Last

2.339
2.445
2.554
2.636
2.679
2.693
2.732
2.925
3.223
3.357
3.37
3.35

2013
3459

2014
3880

2015
4150

2016
4389

2017
4621

Settle

2018
4854

2019
5088

2020
5335

2021
5594

2022
5867

X13-H14
X14-H15
X15-H16
X16-H17
X17-H18
X18-H19
X19-H20
X20-H21
X21-H22
X22-H23

H2
J2
K2
M2
N2
Q2
U2
V2

57.25
57.3
55.94
57.3
55.94
57
57.7
58.7

2.356
2.462
2.554
2.636
2.679
2.693
2.748
2.925
3.223
3.357
3.37
3.35

Net Chng.

3245
3831
4157
4408
4644
4892
5134
5385
5653
5931
6220

-609
-424
-375
-375
-375
-390
-407
-428
-451
-478
-490

V12/F13
V13/F14
V14/F15
V15/F16
V16/F17
V17/F18
V18/F19
V19/F20
V20/F21
V21/F22
V22/F23

H13/J13
H14/J14
H15/J15
H16/J16
H17/J17
H18/J18
H19/J19
H20/J20
H21/J21
H22/J22
H23/J23

High

2.341
2.447
2.596
2.681
2.723
2.735
2.732
2.971
3.275
3.407
3.423
3.405

Low

2.332
2.44
2.536
2.619
2.661
2.679
2.729
2.911
3.207
3.341
3.357
3.336

Volume

219
6
1
1
0
0
16
0
0
1
0
0

Open Int.

OI Chng.

208490
246417
67563
111599
40283
67475
124887
49218
46531
61592
17721
26844

6197
-570
-2395
1017
-1100
2314
363
53
288
1167
133
-298

Expiry

40996
4/26/2012
5/29/2012
6/27/2012
7/27/2012
8/29/2012
9/26/2012
10/29/2012
11/28/2012
12/27/2012
1/29/2013
2/26/2013

ICE National Balancing Point UK Natural Gas


Last

Settle

56.92
56.99
55.84
56.99
55.84
57.04
57.65
58.57

G3
-1014
-908
-816
-734
-691
-677
-622
-445
-147
-13
G3

H3
-994
-888
-796
-714
-671
-657
-602
-425
-127
7
20
H3

J3
-966
-860
-768
-686
-643
-629
-574
-397
-99
35
48
28
J3

2023
6152

Natural Gas Seasonal Spreads


Settle
Net Chng.
Settle Net Chng.
H12/J12

X12-H13

Settle

F3
-1001
-895
-803
-721
-678
-664
-609
-432
-134
G3

Settle

Henry Hub Natural Gas Futures


H2
J2
K2
M2
N2
Q2
N2
Q2
U2
V2
X2
Z2

Z2
-867
-761
-669
-587
-544
-530
-475
-298
Z2

CFTC Commitment of Traders

Natural Gas Seasonal Strips


Settle Net Chng.
Settle
J12-V12

Q2
-323
-217
-125
-43
Q2

High

57.4
57.55
55.94
57.55
55.94
57
57.75
58.7

Low

56.63
56.75
55.61
56.75
55.61
57
57.7
58.2

Volume

8150
1885
630
1885
630
5
80
95

Open Int.

26735
20965
17660
20965
17660
16820
15310
15950

OI Chng.

1492
790
80
790
80
340
205
240

Expiry

3/29/2012
4/27/2012
5/30/2012
4/27/2012
5/30/2012
6/28/2012
7/30/2012
8/30/2012

######
28
120
145
163
175
200
220
240
260
280
295

Nymex Natural Gas

1,204,381

Non-Commercial Long

245,919

Non-Commercial Short

377,375

Non-Commercial Spread

403,822

Non-Commercial Net

-131,456

Managed Long

205,842

Managed Short

287,578

Managed Spread

285,498

Managed Net

-81,736

Commercial Long

484,555

Commercial Short

377,433

Commercial Net

107,122

Producer Long

131,609

Producer Short

155,960

Producer Net

-24,351

Total Long

1,134,296

Total Short

1,158,630

Total Net

-24,334

NG J12
NG K12
NG M12
NG N12
NG Q12
NG U12
NG V12
NG X12
NG Z12
NG F13
NG G13
NG H13
NG J13
NG K13
NG M13
NG N13
NG Q13
NG U13
NG V13
NG X13
NG Z13
NG F14
NG G14
NG H14
NG J14
NG K14
NG M14
NG N14
NG Q14
NG U14
NG V14
NG X14
NG Z14
NG F15
NG G15
NG H15
NG J15
NG K15
NG M15
NG N15
NG Q15
NG U15
NG V15
NG X15
NG Z15
NG F16
NG G16
NG H16
NG J16
NG K16
NG M16
NG N16
NG Q16
NG U16
NG V16
NG X16
NG Z16
NG F17
NG G17
NG H17
NG J17
NG K17
NG M17
NG N17
NG Q17
NG U17

235
245
255
265
265
270
275
290
320
335
335
335
330
335
340
345
345
345
350
360
380
390
390
385
375
375
380
380
385
385
385
395
415
425
420
415
400
400
405
410
410
410
415
420
440
450
450
440
425
425
430
430
435
435
435
445
465
475
470
465
445
450
450
455
455
455

Indication Values of End of Day Natural Gas Staddles


23
24.5
50
53
51.5
33
34.5
45.3
47.4
46.35
40
42
41.9
44.1
43
48
50
41.15
42.85
42
54.5
56.5
41.3
42.85
42.075
63
65
42.65
44
43.325
70
72
43.25
44.5
43.875
74
76
40.35
41.45
40.9
76
78
35.25
36.25
35.75
79
81
33.45
34.3
33.875
82
84
32.9
34.7
33.8
83.5
85.5
32.3
33
32.65
83
85
31.35
32.1
31.725
84.5
86.5
30.35
31
30.675
86
89
29.25
30.35
29.8
88.5
91.5
28.9
29.9
29.4
92
95
29.1
30.05
29.575
96
99
29.5
30.45
29.975
101.5
104.5
30
31
30.5
102
105
28.5
29.4
28.95
102.5
105.5
26.5
27.35
26.925
104
107
25.85
26.6
26.225
104.5
107.5
25.45
26.2
25.825
105.5
108.5
25.55
26.3
25.925
99.5
102.5
24.35
25.05
24.7
102
105
24.45
25.2
24.825
104.5
107.5
24.35
25.05
24.7
107.5
110.5
24.55
25.25
24.9
110.5
113.5
24.6
25.25
24.925
114
117
25
25.65
25.325
119
122
25.6
26.25
25.925
119
122
24.6
25.25
24.925
123
126
23.95
24.5
24.225
123
127
23
23.8
23.4
123.5
127.5
23
23.75
23.375
124
128
23.15
23.9
23.525
118
122
22.6
23.35
22.975
119
123
22.5
23.25
22.875
121
125
22.6
23.15
22.875
123.5
127.5
22.4
23.1
22.75
126
130
22.5
23.25
22.875
129
133
22.85
23.55
23.2
134
138
23.25
23.95
23.6
135
139
22.75
23.5
23.125
137.5
141.5
22
22.65
22.325
139
144
21.5
22.3
21.9
139
144
21.4
22.2
21.8
140
145
21.8
22.6
22.2
133
138
21.25
22.05
21.65
134
139
21.25
22.05
21.65
135.5
140.5
21.1
21.9
21.5
138
143
21.25
22
21.625
140.5
145.5
21.3
22.05
21.675
144
149
21.65
22.4
22.025
150
155
22.3
23.05
22.675
151
156
21.85
22.55
22.2
155
160
21.3
22
21.65
155.5
161.5
21
21.85
21.425
155.5
161.5
21
21.85
21.425
156.5
162.5
21.35
22.25
21.8
147
153
20.75
21.6
21.175
148
154
20.65
21.5
21.075
149.5
155.5
20.65
21.5
21.075
152
158
20.7
2.5
11.6
157
163
21.2
22
21.6
162.5
168.5
21.8
22.65
22.225

-0.05
-0.575
1.1
-0.325
-0.375
-0.25
-0.25
0.4
0.3
0.175
1.2
0.575
0.25
0.225
0.2
-0.075
0.1
0.45
0.375
0.175
0.3
0.05
0.05
0.05
un
0.025
un
0.025
0.05
0.05
0.05
0.05
0.025
0.175
0.225
0.05
0.3
0.275
0.2
0.125
0.1
0.15
0.15
0.25
0.15
0.075
-0.075
0.025
-0.075
-0.025
-0.05
0.075
-0.025
0.025
0.125
0.025
-0.025
-0.275
-0.2
-0.25
-0.2
-0.3
-0.3
-0.275
-0.175
-0.125

7.6
7.1
6.9
7.0
7.0
7.3
7.5
7.4
7.2
7.1
7.1
6.8
6.5
6.4
6.3
6.3
6.4
6.5
6.7
6.5
6.4
6.4
6.3
6.2
5.8
5.8
5.9
5.9
6.0
6.1
6.2
6.2
6.3
6.2
6.1
6.1
5.7
5.7
5.8
5.8
5.9
5.9
6.1
6.1
6.1
6.2
6.1
6.1
5.8
5.8
5.8
5.8
5.9
6.0
6.2
6.2
6.3
6.4
6.3
6.3
5.9
5.9
5.9
3.3
6.1
6.3

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