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Light Sweet Crude Oil
Market Data
Current Session Overview
Current Expanded Table
Previous Session Overview
Previous Expanded Table
Contract Detail
Description
Specifications
Margins
Termination Schedule
Request for Information
Non-Member Customer Initial
Member Customer Initial
Clearing Member and Customer Maintenance
$11,813 (Jul08 thru Dec08)
$9,625 (Jul08 thru Dec08)
$8,750 (Jul08 thru Dec08)
Non-Member Customer Initial
Member Customer Initial
Clearing Member and Customer Maintenance
$11,475 (all other months)
$9,350 (all other months)
$8,500 (all other months)
Non-Member Customer Initial
Member Customer Initial
Clearing Member and Customer Maintenance
Group 1
Group 2
Group 3
Group 4
Group 5
Group 6
Group 7
Group 8
135%
110%
$450*
$400*
$300*
$300*
N/A
N/A
N/A
N/A
Pair Commodities Per Net Delta Position
Net Delta Position
Percentage of Initial Margin
HC:CL:HO
1:1:1
95
UC:CL:HU
1:1:1
95
CL:HU:HO
3:2:1
75
CL:HO
1:1
65
CL:HU
1:1
65
CL:PN
1:1
40
CL:GU:HO
3:2:1
75
CL:GU
1:1
65
Volatility Scan Range
Volatility Weight Factor
Extreme Move Value
Extreme Move Coverage
Short Option Minimum
2.5
0
3
33
$10
NOTES:
†
The spot month assessment will take place in two increments. First, $100 on positions at the close of business on the business day preceding termination. Second, an additional $2,900 on positions at the close of business on the day of termination.
Intra-Commodity Spread Tiers
*
Group (Tier) 1: 1st nearby
Group (Tier) 2: 2nd - 18th nearby
Group (Tier) 3: 19th - 42nd nearby
Group (Tier) 4: Greater than 42nd nearby
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