Thomson Reuters European Crude and Products Swap ...

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If the crack spread for some quarter maturities is not available, then the data for the

months applying in that quarter is extrapolated and then the quarter is calculated from

the months. (screenshot below – where the 2Q12 is calculated from the extrapolated

month values)

Extrapolated

as no Crack

Spreads

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If the crack spread for some quarter maturities is not available, then the data for the months applying in that quarter is extrapolated and then the quarter is calculated from the months. (screenshot below – where the 2Q12 is calculated from the extrapolated month values) Extrapolated as no Crack Spreads

How To Chart The Term Structure? 1. Insert in new frame (or pop-up) an empty chart object. 2. Right click on the chart object and select ‘Insert Analysis’

Page 1 and 2: THOMSON REUTERS EUROPEAN AND U.S. C
Page 3 and 4: The close value for the calendar st
Page 5 and 6: RIC Structure Explanation Calendar
Page 7 and 8: Continuous RICs and Chains The firs
Page 9 and 10: RIC Structure Explanation for BOM,
Page 11 and 12: Where: is the future fair value co
Page 13: If the crack spread for some month
Page 18 and 19: 7. The Term Structure will be displ
Page 20 and 21: Fuel Oil 3.5% CIF NWE Outright Swap

Thomson Reuters European Crude and Products Swap ...

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