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sd-10-EFTA01363684Dept. of Justice

EFTA Document EFTA01363684

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Average Price of Heating Oil Spot Futures in Calculation Period: Arithmetic average of settlement price of HO1 <comdty> on all commodity business days during Calculation Period. Notional: in gallons (e.g. 12,000,000 gallons) Brent (CO1) Historical Prices (September 2010 - September 2015) Options on Brent: Cal16 swap ref: 55.41 Cal16 APO (Average Price Option) Calls: Strike / Premium 55: $7.83/bbl 60: $5.72/bbl 65: $4.13/bbl Single Asianed call, with Asianing period 1-Jan-16 to 31-Dec

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Dept. of Justice
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sd-10-EFTA01363684
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