Notice to Members
Notice No. 51
01/25/2007
Clarification of Pricing Methodology for Various European Swaps Contracts Listed on NYMEX ClearPort™
As clarification, the Dated-to-Frontline Brent Swap Contract (code FY) utilizes “Common” pricing methodology as the basis of its final settlement price.

The following European swaps contracts utilize “Non-Common” pricing as the basis of the final settlement price:

Symbol Contract Name
BK WTI-Brent (ICE) Calendar Swap
DB Brent-Dubai Swap
FI 1% Fuel Oil NWE Crack Spread Swap
FL 3.5% Fuel Oil FOB MED Crack Spread Swap
FO 3.5% Fuel Oil Rdam Crack Spread Swap
FK 3.5% Fuel Oil Rdam vs. 3.5% FOB MED Spread Swap
RG European Argus Gasoline Crack Spread Swap
EX European Gasoil 0.2 CIF MED vs. Gasoil Futures Swap
EC European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap
EF European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap
EI European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap
ET European Gasoil 10PPM Rdam Barges vs. Gasoil Futures Swap
GZ European Gasoil Crack Spread Swap
JC European Jet CIF NWE vs. Gasoil Futures Swap
JR European Jet Rdam Barges vs. Gasoil Futures Swap
EN European Naphtha Crack Spread Futures
EP European Platts Gasoline MED Crack Spread Swap
EE European ULSD 50PPM CIF MED vs. Gasoil Futures
EY European ULSD 50PPM CIF NWE vs. Gasoil Futures
EO European ULSD 50PPM FOB MED vs. Gasoil Futures
HA Heating Oil Arb Swap: NYMEX HO v. Rdam Gasoil
FS High-Low Sulfur Fuel Oil Spread Swap
EW East-West Fuel Oil Spread Swap
GA Singapore Gasoil v. Rdam Gasoil Swap


Should you have any questions or require any further information, please contact exchangeinfo@nymex.com