Notice to Members
Notice No. 202
7/18/2002
Inter-Commodity Spread Credits for NYMEX OTC Futures Crude Oil Contracts
Effective Date: Friday July 19, 2002 (close of business)
Futures Contracts: WTI Calendar Swap (CS), Dubai Calendar Swap (DC), Light Louisiana Sweet Crude Oil Physical (LS), West Texas Sour Crude Oil Physical (TS), WTI Midland Crude Oil Physical (CM), Mars Blend Crude Oil Physical (MB)
Contract Months: All Months
Rate Change:

NYMEX Division Inter-Commodity Spread Credits


Spread Ratio % Credit $ Requirement Priority
CS/DC 1:01 85% $660 52
CS/LS 1:01 85% $660 53
CS/TS 1:01 85% $660 54
CS/CM 1:01 85% $660 55
CS/MB 1:01 85% $660 56
DC/LS 1:01 85% $720 57
DC/TS 1:01 85% $720 58
DC/CM 1:01 85% $720 59
DC/MB 1:01 85% $720 60
LS/TS 1:01 85% $720 61
LS/CM 1:01 85% $720 62
TS/CM 1:01 85% $720 63
TS/CM 1:01 85% $720 64
TS/MB 1:01 85% $720 65
CM/MB 1:01 85% $720 66
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com