SCSCommoditiesCorp.

24HourOrderExecutionDesk:6468253880

NYMEX WTI (CL)

Settle

J2
Change

K2
-47
K2

M2
-93
-46
M2

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

-47
-46
-40
-30
-14
0
8
11
15
25
33

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

10740
10787
10833
10873
10903
10917
10917
10909
10898
10883
10858
10825
10784

82
81
77
77
78
77
74
72
67
63
60
59
59

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

Settle
472
550
350
180
142
110
86

Change
19
-13
-35
-46
-18
0
0

CLJ2
CLK2
CLM2
CLN2
CLZ2
CLZ3
CLZ5
CLZ6
CLZ7
CLZ8

Last Price
Settle
107.53
107.4
107.99
107.87
108.43
108.33
108.81
108.73
109.05
108.98
104.25
104.26
Last Price
Settle
95.24
95.26
92.97
93.46
90.8
92.04
90.95
90.94
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
-163
-116
-70
-30
Q2

U2
-177
-130
-84
-44
-14
U2

Print Date
3/9/2012 16:14

Settle
Change

2013
10661
55

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

Settle
-65
207
265
311
239
201
149

Change
10
11
8
2
11
17
-18

NYMEX WTI (CL)

Settle
Z5/M6
96
M6/Z6
84
Z6/M7
81
M7/Z7
61
Z7/M8
55
M8/Z8
55
Z8/M9
43

Net Change
108.2
108.65
109.1
109.46
109.57
104.65
Net Change
95.24
92.98
91.37
90.95

High
107.53
107.99
108.43
108.81
109.05
104.25
High
95.24
92.97
90.8
90.95

Low
106.13
106.62
107.14
107.57
107.95
103.52
Low
94.31
92.26
90.64
90.8

Volume
272152
97638
67982
33849
43908
22813
Volume
4130
1664
213
25

2014
10102
53

Open Int.
189,298
206,042
161,806
95,652
192,177
131,317
Open Int.
28,096
17,563
7,375
6,024

V2
-177
-130
-84
-44
-14
0
V2

X2
-169
-122
-76
-36
-6
8
8
X2

2015
9670
80

2016
9424
121

Change
-23
-23
-9
-9
0
0
0

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

OI Change
(24,610)
8947
5298
1032
-6068
-922
OI Change
31
151
-7
-3

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
-133
-86
-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
-158
-111
-65
-25
5
19
19
11
Z2

Settle
-78
200
170
38
32
24

F3
-143
-96
-50
-10
20
34
34
26
15
F3

G3
-118
-71
-25
15
45
59
59
51
40
25
G3

H3
-85
-38
8
48
78
92
92
84
73
58
33
H3

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

-272
-58
-46
72
38
52

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

J3
-44
3
49
89
119
133
133
125
114
99
74
41
J3

Settle
53
12
3
20
6
0

Indication Values of End of Day WTI Staddles

Month
Strike Price Straddle Bid Straddle Offer
CL J2
107.5
260
280
CL K2
108
755
775
CL M2
108.5
1090
1110
CL N2
108.5
1330
1350
CL Q2
109
1535
1560
CL U2
109
1725
1750
CL Z2
109
2135
2175
CL M3
107
2590
2640
CL Z3
104
2830
2890
CL Z4
99
3090
3170
CL Z5
95
3385
3485
0
0
0
0
0
0
0
0

NYMEX CL Commitment of Traders

1,584,849
Non-Commercial Long
Non-Commercial Short
396,749
159,797
Non-Commercial Spread
475,269
Non-Commercial Net
236,952
Managed Long
255,274
Managed Short
Managed Spread
45,739
263,664
Managed Net
209,535
Commercial Long
615,643
Commercial Short
Commercial Net
889,263
Producer Long
-273,620
Producer Short
256,041
Producer Net
330,889
Total Long
-74,848
Total Short
1,487,661
Total Net
1,524,329
Last Updated
9-Mar-12

SCSCommoditiesCorp.
24HourOrderExecutionDesk:6468253880
J2
ICE Brent (B)
Settle
J2
12598
K2
12535
M2
12484
N2
12430
Q2
12367
U2
12294
V2
12222
X2
12155
Z2
12085
F3
12018
G3
11951
H3
11882
J3
11813
K3
11740
Settle
Z2/Z3
Z3/Z4
Z4/Z5
Z5/Z6
Z6/Z7
Z7/Z8
Z8/Z9

K2
63
K2
Change
54
39
37
35
32
30
27
24
21
18
16
15
16
17

M2
114
51
M2

N2
168
105
54
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

63
51
54
63
73
72
67
70
Settle
67
Change
67
69
69
ICE Brent (B)
Change

Change

Settle

Q2
231
168
117
63
Q2

U2
304
241
190
136
73
U2

V2
376
313
262
208
145
72
V2

X2
443
380
329
275
212
139
67
X2

Z2
513
450
399
345
282
209
137
70
Z2

2013
11625
18

2014
10775
41

2015
10114
93

2016
9677
133

16
3
-4
-17
-23
-31

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

Low

Volume

Open Interest

124.69
124.24
123.78
123.27
122.66
121.93
121.27
120.66
119.93
#N/A
#N/A
115.82
111.59
107.68
#N/A
97.58
94.4
#N/A
#N/A
#N/A
#N/A
#N/A

137956
112739
75086
26612
16522
15925
9245
6256
32984
2728
1276
4942
8137
61
0
1145
375
0
289
0
10
0

858
807
559
334
168
120
24

-1
-40
-50
-38
-4
-4
0

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

399
423
435
427
380
285

Last Price

Settle

High

126.01
125.35
124.84
124.3
123.66
122.93
122.26
121.6
120.94
120
119.35
116.66
112.33
107.68
100.42
98.75
94.4
92.91
92.05
91.43
90.81
90.69

125.98
125.35
124.84
124.3
123.67
122.94
122.22
121.55
120.85
120.18
119.51
116.62
112.27
108
101.35
98.61
95.27
94.43
93.59
92.99
92.39
92.27

126.37
125.83
125.31
124.76
124.12
123.39
122.56
121.82
121.24
#N/A
#N/A
116.82
112.55
107.68
#N/A
98.75
94.43
#N/A
#N/A
#N/A
#N/A
#N/A

Settle
274
172
162
84
84
60
60
12

Change
-19
-19
-19
-2
-2
-2
-2
0

F3
580
517
466
412
349
276
204
137
67
F3

H2
J2
K2
M2
N2
Q2
Z2
Z3
Z4
Z5
Z6

G3
647
584
533
479
416
343
271
204
134
67
G3

H3
716
653
602
548
485
412
340
273
203
136
69
H3

Brent/WTI Arbitrage
Settle
Change
#VALUE!
#VALUE!
-1858
28
-1748
42
-1651
40
-1557
42
-1464
46
-1187
46
-801
28
-544
2
-335
-17
-181
-8

J3
785
722
671
617
554
481
409
342
272
205
138
69
J3

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

K3
858
795
744
690
627
554
482
415
345
278
211
142
73
K3
WTI/Brent Box Spread
Settle
-110
Z2/Z3
-97
Z3/Z4
-94
Z4/Z5
-93
Z5/Z6
-87
Z6/Z7
-72
Z7/Z8
-59
Z8/Z9
-59
M2/Z2
-52
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

132,143
207,575
147,824
68,890
48,914
66,551
46,098
28,127
102,398
17,790
10,534
27,680
57,811
8,976
1,839
12,222
6,055
7,028
3,228
-

OI Change

Expiry

-19,214
1,431
4,176
2,119
-922
621
868
1,278
-168
415
20
1,087
-1,457
317
0
401
879
0
1,545
0
11
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
14.97
15.08
15.49

Settle
-386
-257
-209
-154
-26
-10
86
-464
-216

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

3.2704
3.2783
3.286
3.2928
3.3008
3.3098
3.3115
3.31
3.3257
3.3303
3.3099
3.29

3.2638
3.2729
3.2799
3.2874
3.2959
3.3038
3.3104
3.3173
3.3221
3.3248
3.3178
3.2963

3.28
3.28
3.29
3.30
3.31
3.31
3.31
3.31
3.33
3.33
3.31
3.29

3.2704
3.2783
3.286
3.2928
3.3008
3.3098
3.3115
3.31
3.3257
3.3303
3.3099
3.29

3.2481
3.2567
3.2639
3.2721
3.2793
3.2862
3.2928
3.2983
3.3022
3.3303
3.3099
3.29

37244
18055
21287
7760
3762
2641
1026
592
3785
254
73
61

87870
48618
55784
23768
12580
14025
5986
3915
30616
4920
650
1146

1458
176
1429
-104
-105
-67
130
129
-50
354
-34
3

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!
13581.98
13620.83
13650.74
13682.78
13719.11
13753.02
13781.46

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!
2967
-106
2959
-95
2942
-86
2934
-82
2939
-76
2958
-71
2986
-66

Last Price

Settle

Net Change

High

Low

Volume

Open Interest

OI Change

Expiry

3.3348
3.3315
3.3128
3.2793
3.2317
3.1764
3.0205
2.9711
2.9446
2.931
2.9273
2.9366

3.3324
3.3292
3.3058
3.2732
3.2301
3.1772
3.0181
2.9699
2.9418
2.9309
2.937
2.9465

3.3407
3.3377
3.3152
3.2829
3.2406
3.1884
3.0279
2.9804
2.9529
2.9392
2.9434
#N/A

3.3348
3.3315
3.3128
3.2793
3.2317
3.1764
3.0205
2.9711
2.9446
2.931
2.9273
2.9366

3.2961
3.2976
3.2785
3.2465
3.2047
3.1522
2.9929
2.9461
2.9179
2.9061
2.9275
#N/A

35856
23885
20950
13652
9514
3277
1680
779
693
114
42
10

100635
74189
59468
39601
23033
20817
17948
6515
21046
5294
1815
995

-6243
2794
-82
790
115
524
1154
-123
456
50
19
3

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!
3256
3195
3051
2874
2663
2427
1759

#VALUE!
#VALUE!
-5
-16
-25
-25
-26
-27
-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
1033.75
1034.75
1025.5
26889
22397
-11199
3/12/2012
1036.75
1038
1028.25
81538
143039
-2134
4/12/2012
1037.75
1038.75
1029.25
45776
85977
3774
5/10/2012
1037.75
1038.25
1029.25
31597
54825
-1884
6/12/2012
1038
1038.5
1031
8381
26720
-1891
7/12/2012
1038.75
1039
1030
5257
22186
1016
8/10/2012
1038.25
1038.25
1030.5
3309
19201
-268
9/12/2012
1036.5
1036.25
1029
2390
13859
-94
10/11/2012
1034
1034
1027.25
1470
10706
456
11/12/2012
1031.75
1032
1024
9106
43116
1413
12/12/2012
1029.75
1027.75
1027.75
585
11546
469
1/10/2013

CFTC Commitment of Traders

NYMEX HO Total
330,872
73,056
Non-Commercial Long
43,445
Non-Commercial Short
32,257
Non-Commercial Spread
29,611
Non-Commercial Net
57,187
Managed Long
12,047
Managed Short
19,499
Managed Spread
45,140
Managed Net
15,869
Commercial Long
187,957
Commercial Short
Commercial Net
-53,918
Producer Long
72,836
Producer Short
159,094
Producer Net
-86,258
Total Long
239,352
263,659
Total Short
Total Net
-24,307
Last Updated
9-Mar-12

CFTC Commitment of Traders

372,660
NYMEX RBOB Total
Non-Commercial Long
118,355
20,776
Non-Commercial Short
39,364
Non-Commercial Spread
97,579
Non-Commercial Net
99,997
Managed Long
25,528
Managed Short
25,528
Managed Spread
96,012
Managed Net
187,459
Commercial Long
299,845
Commercial Short
-112,386
Commercial Net
138,692
Producer Long
267,622
Producer Short
-128,930
Producer Net
345,178
Total Long
359,985
Total Short
-14,807
Total Net
9-Mar-12
Last Updated

Indication Values of End of Day HO Staddles

Month
Strike Price
Straddle Bid
327
2000
HO K 12
HU J12
332
1200
HU K12
332
2250
HU M12
330
3050
HU N12
326
3700

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

Straddle Ask

2200
1400
2450
3250
3900

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!
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