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CME Group and Citadel to Launch First Integrated, Centrally Cleared Credit Default Swaps Platform
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
$9,113
$7,425
$6,750
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*
$450*
$350*
$350*
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 - 11th nearby
Group (Tier) 3: 12th - 35th nearby
Group (Tier) 4: Greater than 35th nearby
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