Thomson Reuters European Crude and Products Swap ...

Conversion Factor
Expiry Schedules
BBL/TONNE
Brent Crude 7.4
WTI Crude 7.33
Propane 12.409
Naphtha 8.9
RBOB Gasoline 8.45
Gasoline 8.405
Jet Fuel 7.88
Gas Oil 7.45
Heating Oil 7.5
Diesel 7.5
High Sulphur Fuel Oil 6.317
Low Sulphur Fuel Oil 6.368
All the calendar strips and swaps which were previously following the expiry pattern of the
respective future contracts will now follow calendar expiry pattern.
Expiry pattern for Forward contracts
All forward month contracts will expire on last day of the month preceeding the contract month.
Ex: will expire last day of Feb i.e., 28th Feb 2013.
All forward quarter contracts will expire on last day of the preceeding quarter.
Ex: will expire last day of March i.e., 31st March 2013.
All forward year contracts will expire on last day of the preceeding year.
Ex: will expire last day of December i.e., 3st Dec 2013.
Expiry pattern for ‘Balance Of’ contracts
The BOM (Balance of Month) contract will expire last day of the contract month.
Ex: will expire last day of Feb i.e., 28th Feb 2013.
The BOQ (Balance of Quarter) contract will expire last day of the quarter.
Ex: will expire last day of March i.e., 31st March 2013.
The BOY (Balance of Year) contract will expire last day of the year.
Ex: will expire last day of December i.e., 31st Dec 2013.
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