06/12/2006
Contract Months: All Months
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NOTE: For Inter-Commodity Spread Credits, the new GLOBEX products will be treated as follows:
GLOBEX WTI Crude Oil Penultimate (WS) = WTI Crude Oil (CL)
GLOBEX Heating Oil Penultimate (BH) = Heating Oil (HO)
GLOBEX RBOB Gasoline Penultimate (RT) = RBOB Gasoline (RB)
GLOBEX Natural Gas Penultimate (HP) = Natural Gas (NG)
GLOBEX Natural Gas Last Day (HH) = Natural Gas (NG)
Accordingly, the following defined Inter-commodity spread credits for RT and WS will be eliminated. RT and WS, however, will still be afforded the below listed credits but will be reported under the "Combined Commodity" code RB and CL, respectively.
Spread |
Priority |
Ratio |
% Credit |
RT:RB |
49 |
1:01 |
98 |
WS:BB |
118 |
1:01 |
95 |
RT:HU |
121 |
1:01 |
95 |
RT:MS |
122 |
1:01 |
95 |
RT:GS |
144 |
1:01 |
90 |
RT:HO |
254 |
1:01 |
73 |
RT:MP |
255 |
1:01 |
73 |
RT:GP |
256 |
1:01 |
73 |
RT:GR |
257 |
1:01 |
73 |
RT:CL |
278 |
1:01 |
70 |
RT:CS |
341 |
1:01 |
65 |
For a complete list of the inter-commodity spread credits for all NYMEX Division products and regular traded products click here.