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Home > Client Services Trading & Capital Markets Commodities
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


Unl. Gasoline (RB) 36110.90 36110.90 36110.90

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