CROSS-MARGINING AGREEMENTCross-Margining Agreement • March 23rd, 2016 • New York
where FOM is the Figure-of-Merit, N is the total number of delta equivalents in the strip, D is the depth of the strip, n is the number of delta equivalents in the ith expiry month, and q is the serial number of the ith expiry quarter (q ranges from 1 to a maximum of 40). The depth of a strip is the serial number of the expiry quarter of the most-deferred contract in the strip . The Treasury Equivalent (TE) of the jth long strip is:
SERVICES AGREEMENT EFFECTIVE THIS 6th DAY OF APRIL, 2006Cross-Margining Agreement • August 14th, 2006 • Nymex Holdings Inc • Security & commodity brokers, dealers, exchanges & services • Illinois
The New York Mercantile Exchange, Inc. (“NYMEX”), a Delaware corporation having an office at One North End Avenue, World Financial Center, New York, New York 10282 U.S.A. and Chicago Mercantile Exchange Inc., (“CME”), a business corporation organized under the laws of the State of Delaware and having its principal office situated at 20 South Wacker Drive, Chicago, Illinois 60606 U.S.A. (each an “Exchange” and collectively “the Exchanges”), in anticipation of certain NYMEX products being listed for trading on Globex®, and the corresponding need to administer and enforce the rules of their respective Exchanges, desire to amend and restate their existing Information Sharing Agreement, dated as of June 6, 2002, and have reached the following understanding:
SERVICES AGREEMENT EFFECTIVE THIS 6th DAY OF APRIL, 2006Cross-Margining Agreement • November 1st, 2006 • Nymex Holdings Inc • Security & commodity brokers, dealers, exchanges & services • Illinois
The New York Mercantile Exchange, Inc. (“NYMEX”), a Delaware corporation having an office at One North End Avenue, World Financial Center, New York, New York 10282 U.S.A. and Chicago Mercantile Exchange Inc., (“CME”), a business corporation organized under the laws of the State of Delaware and having its principal office situated at 20 South Wacker Drive, Chicago, Illinois 60606 U.S.A. (each an “Exchange” and collectively “the Exchanges”), in anticipation of certain NYMEX products being listed for trading on Globex®, and the corresponding need to administer and enforce the rules of their respective Exchanges, desire to amend and restate their existing Information Sharing Agreement, dated as of June 6, 2002, and have reached the following understanding:
SERVICES AGREEMENTCross-Margining Agreement • March 1st, 2007 • Chicago Mercantile Exchange Holdings Inc • Security & commodity brokers, dealers, exchanges & services • Illinois
The New York Mercantile Exchange, Inc. (“NYMEX”), a Delaware corporation having an office at One North End Avenue, World Financial Center, New York, New York 10282 U.S.A. and Chicago Mercantile Exchange Inc., (“CME”), a business corporation organized under the laws of the State of Delaware and having its principal office situated at 20 South Wacker Drive, Chicago, Illinois 60606 U.S.A. (each an “Exchange” and collectively “the Exchanges”), in anticipation of certain NYMEX products being listed for trading on Globex®, and the corresponding need to administer and enforce the rules of their respective Exchanges, desire to amend and restate their existing Information Sharing Agreement, dated as of June 6, 2002, and have reached the following understanding:
