Notice to Members
Notice No. 404
10/21/2003
Changes in Final Settlement Date for the WTI Crude Oil, New York Harbor Gasoline, and New York Harbor Heating Oil Calendar Swaps
The New York Mercantile Exchange, Inc., today announced that beginning with the December 2003 contracts, the final settlement date for the West Texas Intermediate Crude Oil Calendar Swap, New York Harbor Gasoline Calendar Swap, and New York Harbor Heating Oil Calendar Swap will change from the first business day after the contract month to the last business day of the contract month. This change is being implemented to create a consistent final cash settlement date for average price options and their underlying contracts.

The commodity codes for these products are as follows:

West Texas Intermediate (WTI) Crude Oil Calendar Swap CS
New York Harbor Gasoline Calendar Swap MS
New York Harbor Heating Oil Calendar Swap MP
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com