"CalculationPeriod" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.) |
"FirstNearby" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract. |
"SecondNearby" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract. |
"ThirdNearby" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract. |
"SixthNearby" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract. |
"TwelfthNearby" |
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The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract. |
"Spot" |
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The Delivery Date of the underlying Commodity shall be the spot date. |