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CME Group and Citadel to Launch First Integrated, Centrally Cleared Credit Default Swaps Platform
Propane
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Contract Details
Description
Specifications
Margins
Termination Schedule
Request for Information
Non-Member Customer Initial
Member Customer Initial
Clearing Member and Customer Maintenance
$4,388
$3,575
$3,250
Volatility Scan Range
Volatility Weight Factor
Extreme Move Value
Extreme Move Coverage
Short Option Minimum
N/A
N/A
3
33
N/A
Pair Commodities Per Net Delta Position
Net Delta Position
Percentage of Initial Margin
NG:PN
2.5
40
NG:PN
1:1
40
CL:PN
1:1
40
HO:PN
1:1
50
GU:PN
1:1
50
Non-Member Customer Initial
Member Customer Initial
Clearing Member and Customer Maintenance
Assessments Spot Month
Group 1
Group 2
Group 3
Group 4
Group 5
Group 6
Group 7
Group 8
135%
110%
$400*
$250*
N/A
N/A
N/A
N/A
N/A
N/A
$3,000†
NOTES:
†
The spot month assessment will take place in two increments. First, $600 on positions at the close of business on the business day preceding termination. Second, an additional $2,400 on positions at the close of business on the day of termination.
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