Contracts:
- DME Oman Crude Oil Futures Contract (OQ)
-
DME
Oman
Crude Oil Financial Contract (ZG)
- DME Brent Crude
Oil Financial Contract (ZO)
Contract Months: All Months
Effective Date:
Thursday, July 31, 2008 (close of business)
DME Oman Crude Oil Futures Contract (OQ)
OQ Intra-Commodity Spread Tiers
| Tiers |
Months |
| 1 |
1st Nearby |
| 2 |
2nd -
18th Nearby |
| 3 |
19th - 42nd Nearby |
| 4 |
Greater than 42nd Nearby |
Outright (Scan) Spread Tiers for OQ
|
Tiers |
Months |
|
1 |
All Months |
OQ Intra-Commodity Spread Margins
|
Tiers |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial Margin |
|
|
New |
New |
New |
|
1 |
$450 |
$495 |
$608 |
|
2 |
$400 |
$440 |
$540 |
|
3 |
$300 |
$330 |
$405 |
|
4 |
$300 |
$330 |
$405 |
NYMEX Clearinghouse Outright (Scan) Margins on OQ
|
Commodities |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial
Margin |
|
|
New |
New |
New |
| OQ |
$11,500 |
$12,650 |
$15,525 |
Spot Month Assessment Margins For OQ
|
Contract |
DME Clearing Member
Assessments |
DME Member or
NYMEX Member
Assessments |
DME Guaranteed Customer
(Non-Member)
Assessments |
| |
New |
New |
New |
| OQ |
$3,000 |
$3,300 |
$4,050 |
DME
Oman
Crude Oil Financial Contract (ZG)
Since the margin rates of DME Oman Crude Oil Financial Contract (ZG) will be
reported under the Business Function Combined Commodity Code (BFCC) of DME Oman
Crude Oil Futures Contract (OQ), any margin rates (except spot month assessment
margins), tier structures, and spread credits related to OQ will be applied to
ZG. The following tables show the intra-commodity spread margins and outright
margins for ZG.
ZG Intra-Commodity Spread Margins
|
Tiers |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial Margin |
|
|
New |
New |
New |
|
1 |
$450 |
$495 |
$608 |
|
2 |
$400 |
$440 |
$540 |
|
3 |
$300 |
$330 |
$405 |
|
4 |
$300 |
$330 |
$405 |
NYMEX Clearinghouse Outright (Scan) Margins on ZG
|
Commodities |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial
Margin |
|
|
New |
New |
New |
| ZG |
$11,500 |
$12,650 |
$15,525 |
DME Brent Crude Oil Financial Contract (ZO)
Intra-Commodity Spread Tiers for ZO
| Tiers |
Months |
| 1 |
1st Nearby |
| 2 |
2nd -
18th Nearby |
| 3 |
19th - 42nd Nearby |
| 4 |
Greater than 42nd Nearby |
Outright (Scan) Spread Tiers for ZO
|
Tiers |
Months |
|
1 |
All Months |
ZO Intra-Commodity Spread Margins
|
Tiers |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial Margin |
|
|
New |
New |
New |
|
1 |
$450 |
$495 |
$608 |
|
2 |
$400 |
$440 |
$540 |
|
3 |
$300 |
$330 |
$405 |
|
4 |
$300 |
$330 |
$405 |
NYMEX Clearinghouse Outright (Scan) Margins on ZO
|
Commodities |
DME Clearing Member
Initial Margin/
Maintenance Margin |
DME Member or
NYMEX Member
Initial Margin |
DME Guaranteed Customer
(Non-Member)
Initial
Margin |
|
|
New |
New |
New |
| ZO |
$9,500 |
$10,450 |
$12,825 |
*All Fees are in US Dollars
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