|
 |
Press Release |
|
|
Wednesday, August 9, 2006
On July 12, 2006
Goldman, Sachs & Co. ("Goldman Sachs") announced that, for the roll
occurring in September 2006 (the "September Roll") in relation to the Goldman
Sachs Commodity Index ("GSCI") futures contract expiring in October 2006, it
would roll the existing portion of the GSCI that is attributable to the
Reformulated Gasoline Blendstock for Oxygen Blending ("RB") futures contract on
the New York Mercantile Exchange but would not roll any portion of the GSCI that
is attributable to the New York Harbor Unleaded Gasoline contract ("HU")
contract into the RB contract. Goldman Sachs has determined to follow this
same procedures with respect to the roll of the GSCI occurring in October 2006
(the "October Roll") in relation to the GSCI futures contract expiring in
November 2006. Accordingly, for the October Roll, the portion of the GSCI
attributable to the RB contract will be rolled into the prompt month RB contract
and the portion of the GSCI attributable to the HU contract will be distributed
to other contracts included in the non-RB petroleum product complex of the
GSCI. The precise weights of the contracts to be included in the GSCI for
purposes of the GSCI futures contract expiring in November 2006 are
attached. Goldman Sachs will continue to monitor market conditions and
keep market participants apprised of its intentions with respect to the GSCI and
the gasoline futures market, and will make additional announcements, as
necessary or appropriate in connection with any further developments.
| Contract |
Aug Roll |
Sep Roll |
Oct Roll |
|
|
|
|
| Crude WTI |
11730.68 |
12121.69 |
12512.70 |
| Crude Brent |
5555.881 |
5741.070 |
5926.259 |
| No 2 Heating
Oil |
111515.9 |
115233.0 |
118950.0 |
| Gasoil |
194.4298 |
200.9106 |
207.3913 |
| Unl. Gasoline
(HU) |
72221.80 |
36110.90 |
0 |
| Unl. Gasoline
(RB) |
36110.90 |
36110.90 |
36110.90 |
|
|
|
|
|
