Crude oil - the different benchmarks for traders and investors

Transactions in crude oil are carried out all over thethe benchmark for US crude prices.
world, and there can be a bewildering variety ofBrent
contracts and vehicles at different prices, so it can beBrent, or actually Brent Blend, is a combination of crude
confusing for traders looking for a suitable benchmark.oil from 15 different oil fields in the Brent and Ninian
In addition, each type of vehicle has many differentsystems in the North Sea. Its API gravity is 38.3
options and futures with various expiry dates, so thisdegrees, slightly heavier than WTI but still light, and it
brief paper describes the main vehicles for CFDcontains about 0.37% of sulphur, again sweet but less
traders.so than WTI.
The two main crude oils which are either tradedBrent blend is ideal for making gasoline and middle
themselves or whose prices are reflected in otherdistillates, both of which are consumed in large
types of crude oil are West Texas Intermediate andquantities in the North Western Europe, where it is
Brent.normally refined. There are times though when the
Types of crudearbitrage between Brent and other crude oils makes it
The main differences in the type of extracted crudeworth exporting. Brent has been known to be refined
relate to viscosity and sulphur content. Viscosity isin the United States (typically the East Coast or the
measured by API gravity, which is a measure of howGulf Coast) or the Mediterranean region.
heavy or light the petroleum liquid is compared toBrent blend production is also in decline, but it remains
water. The higher viscous crudes are called "heavy",the major benchmark for other crude oils in Europe or
and those with a lower API figure are classed asAfrica. It is generally priced at about a $4 per-barrel
"light".premium to the OPEC Basket price or about a $1 to
Those crudes with higher sulphur content are called$2 per-barrel discount to WTI, although on a daily basis
"sour", and the lower sulphurs are "sweet".the pricing relationships can vary greatly.
The heavier and more sour the extracted crude is, theNYMEX Futures
more difficult and expensive it is to turn into usableThe NYMEX (New York Mercantile Exchange) futures
refined products, so the benchmarks usually chosenprice for crude oil, which is another major benchmark,
are for light, sweet crudes.represents on a per barrel basis the market value of a
Typically, there is a price differential between lightfutures contract to either buy or sell 1,000 barrels of
sweet crudes and heavier sour issues, but this hasWTI or some other light, sweet crude oil at a specified
risen in recent years as a result of the decrease in thetime.
supply of light, sweet crude, which means. HigherAlthough most NYMEX crude oil contracts are never
quality crude supplies are always consumed first, andexecuted for physical delivery, the NYMEX market
the world is now increasingly reliant on a lower qualitysupplies important price information to US buyers and
product.sellers of crude oil in the US and around the world,
Data from OPEC suggests that global production ofmaking WTI the benchmark for many different crude
light, sweet crude actually declined between 2000 andoils, especially in the Americas.
2004, so this might be seen as the beginning of theTypically, the NYMEX futures prices tracks very
'peak oil' scenario.closely the WTI spot price as above, although since
West Texas Intermediate (WTI)the NYMEX futures contract for a given month
This is a major benchmark for oil traders and is theexpires 3 days before WTI spot trading for the same
underlying commodity of the New York Mercantilemonth ceases, there can be a period in which the
Exchange's oil futures contracts. Although WTI hasdifference between the NYMEX futures price and the
traditionally had a higher price than that of Brent crude,WTI spot price widens noticeably.
recently this has contracted and even reversed atOPEC Basket Price
times.For more detailed crude oil pricing, OPEC collects
WTI is a light crude and with an API gravity of 39.6pricing data on a basket of seven crude oils, including:
degrees it is lighter than Brent Crude. It contains aboutAlgeria's Saharan Blend, Indonesia's Minas, Nigeria's
0.24% sulphur, and it is also sweeter than Brent. It is ofBonny Light, Saudi Arabia's Arab Light, Dubai's Fateh,
very high quality and is excellent for refining a largerVenezuela's Tia Juana Light, and Mexico's Isthmus (a
portion of gasoline.non-OPEC crude oil).
Although the production of WTI crude oil is on theOPEC uses the price of this basket to monitor world
decline, it still is the major benchmark of crude oil in theoil market conditions. Because WTI crude oil is a very
Americas. WTI has generally been priced at about alight, sweet crude, it is generally more expensive than
$5 to $6 per-barrel premium to the OPEC Basketthe OPEC basket, which is an average of light sweet
price (see below) and about $1 to $2 per-barrelcrude oils such as Algeria's Saharan Blend and heavier
premium to Brent, although on a daily basis the pricingsour crude oils, such as Dubai's Fateh. Brent is also
relationships between these can vary greatly.lighter, sweeter, and more expensive than the OPEC
Our analysis of crude oil at Blue Index uses WTI asbasket, although less so than WTI.