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Home > Client Services Trading & Capital Markets Commodities
Press Release
Wednesday, July 12, 2006

On June 29, 2006 Goldman, Sachs & Co. ("Goldman Sachs") announced that it was giving further consideration to the question of whether, and the extent to which, the portion of the Goldman Sachs Commodity Index ("GSCI") attributable to the New York Harbor Unleaded Gasoline ("HU") futures contract would be rolled into the Reformulated Gasoline Blendstock for Oxygen Blending ("RB") futures contract on the New York Mercantile Exchange.

Goldman Sachs has determined that for the roll occurring in September 2006 (the "September Roll") in relation to the GSCI futures contract expiring in October 2006 it will roll the existing portion of the GSCI that is attributable to RB contract but will not roll any portion of the GSCI that is attributable to the HU contract into the RB contract. Accordingly, for the September Roll one half of the portion of the GSCI that, as of the time immediately preceding such roll, is 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 October 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

Crude WTI 11730.68 12121.69
Crude Brent 5555.881 5741.070
No 2 Heating Oil 111515.9 115233.0
Gasoil 194.4298 200.9106
Unl. Gasoline (HU) 72221.80 36110.90
Unl. Gasoline (RB) 36110.90 36110.90

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