Hydrocarbons

DGCX Brent Crude Oil Futures (DBRC) will allow DGCX participants to trade in the biggest Crude Oil benchmarks globally. Linking up the European referenced market to that of the Americas in WTI. The use of DBRC as a reference pricing mechanism extends far beyond the UK, Europe and other regional markets. The product design of DBRC brings one of the most heavily traded energy products to the DGCX. Alongside WTI, DBRC pricing accounts for over 50% of global supply, with price movements having an impact on prices in territories as far afield as the Middle East, China and the Americas.

Paired with the DGCX’s existing Hydrocarbons portfolio, the DBRC futures contract draws a greater appeal to existing contracts on other exchanges which are of a differing specification. The DBRC contract will help facilitate price discovery by new and existing market participants, offering protection and hedging opportunities to an increasingly motivated trading community.

  • Trade your views, tax free on the Brent Crude Oil Futures market
  • Arbitrage opportunity with global commodity exchanges as well as existing DGCX WTI Futures contracts.
  • Low cost structure with 80% trading margin offset against the major DGCX WTI and Mini WTI Futures contract.
  • 100% trading margin credit on calendar spreads.
  • Greater access to international energy markets with clear, understandable rules, regulations and contract specifications
  • Unique trading opportunity in the region to participate in global oil markets
  • Unique contract size that can be compared directly or as a ratio to other global exchanges
  • USD denominated, Cash settled with a tick size of USD $10
  • Tax Free – No transaction Tax and Zero Capital Gains tax
  • Market hours encompassing the largest global liquidity pools
  • Traded on a secure regulated marketplace permitting global participation

Dubai India Crude Oil (DICO) will allow participants to trade in a Crude Oil futures benchmark referencing the Indian Rupee, whilst trading in US Dollars. The use of DICO as a reference pricing mechanism extends far beyond its local and regional markets. The product design of DICO brings together both the DGCX WTI prices and the flagship USDINR contract. With WTI pricing accounting for over 25% of global supply, the DICO futures contract provides accessibility to the Indian energy markets to a wider range of participants.

Paired with the DGCX’s existing INR currency suite and WTI offerings, the DICO futures contract draws a stronger appeal to existing contracts on other exchanges which are of a differing size. The DICO contract will help facilitate price discovery by new and existing market participants, offering protection and hedging opportunities to an increasingly motivated trading community.

  • Trade your views, tax free on an Indian Rupee linked benchmark to the international Crude Oil market
  • Arbitrage opportunity with global commodity exchanges as well as existing Energy contracts
  • Low cost structure with additional margin credit against the major DGCX WTI and Mini WTI Futures contracts
  • Greater access to international energy markets with clear, understandable rules, regulations and contract specifications
  • Unique trading opportunity in the region to participate in global oil markets
  • Unique contract size that can be compared as a ratio to other global exchanges
  • Indian Rupee based, USD denominated, cash settled with a tick size of USD $3
  • Tax Free – No transaction Tax and Zero Capital Gains tax
  • Traded on a secure regulated marketplace permitting global participation
  • Market hours encompassing the largest global liquidity pools
  • Market hours from 7.00 AM till 11.55 AM UAE time
  • Overlaps most trading zones including Europe and United States

WTI (West Texas Intermediary) is one of the premier oil benchmarks in the world. The use of WTI as a pricing mechanism extends far beyond its local and refined export markets. With production accounting for over 10% of global demand, and pricing accounting for over 25% of global supply, the DGCX mini WTI futures contract provides accessibility to the global energy market to a wider range of participants.

Paired with the DGCX’s existing USD currency suite, the Mini WTI futures contract will draw a stronger appeal to existing contracts on other global exchanges which are of a larger size. The DGCX Mini WTI contract size will help facilitate price discovery by new market participants, offering protection and hedging opportunities to all.

  • Trade your views, tax free on the international Crude oil market
  • Arbitrage opportunity with global commodity exchanges as well as existing DGCX WTI futures contract.
  • Low cost structure with 100% trading margin credit against the major DGCX WTI futures contract and on spread contracts too.
  • Greater access to international energy markets with clear, understandable regulations
  • Unique trading opportunity in the region to participate in global oil markets
  • Smaller contract size, ideal for optimal risk control
  • USD denominated, Cash settled with a tick size of USD $1
  • Tax Free – No transaction Tax and Zero Capital Gains tax
  • Market hours encompassing the largest global liquidity pools
  • Basis 100 Barrels contract, traded on a secure regulated marketplace

Price risk exists at all stages where materials are bought and sold in an industrial supply chain.The risk occurs from the timing difference between production and selling of the products. The risk is greater when the supply chain is not fully integrated. Price volatility is a significant issue for the plastics industry and it exposes all participants to risk.

One of the principal functions of the DGCX Plastics contract is to allow participants in the petrochemicals to discover prices which can be used as a reference or pricing for physical transactions. DGCX prices are the result of trading on the exchange platform, conducted and channeled through the DGCX member firms, and therefore representative of real deals between buyers and sellers of plastics. Physical delivery helps ensure price convergence between the DGCX futures market and the physical market.

  • Compulsory physical delivery contract with transparent pricing
  • Cash settled mini contract for financial participants
  • Settle prices with physical delivered contract
  • 100% intercommodity spread credit benefits with ratio of 1:5 (PP vs Mini)
  • DGCX provides a transparent market for the trading of Polypropylene futures contracts.
  • All participants in the plastics supply chain, including producers, traders, convertors and end users will be able to hedge their polymer price risk.
  • Physical delivery will ensure price convergence between the futures market and the physical market

Price risk exists at all stages where materials are bought and sold in an industrial supply chain.The risk occurs from the timing difference between production and selling of the products. The risk is greater when the supply chain is not fully integrated. Price volatility is a significant issue for the plastics industry and it exposes all participants to risk.

One of the principal functions of the DGCX Plastics contract is to allow participants in the petrochemicals to discover prices which can be used as a reference or pricing for physical transactions. DGCX prices are the result of trading on the exchange platform, conducted and channeled through the DGCX member firms, and therefore representative of real deals between buyers and sellers of plastics. Physical delivery helps ensure price convergence between the DGCX futures market and the physical market.

  • Compulsory physical delivery contract with transparent pricing
  • Cash settled mini contract for financial participants
  • Settle prices with physical delivered contract
  • 100% intercommodity spread credit benefits with ratio of 1:5 (PP vs Mini)
  • DGCX provides a transparent market for the trading of Polypropylene futures contracts.
  • All participants in the plastics supply chain, including producers, traders, convertors and end users will be able to hedge their polymer price risk.
  • Physical delivery will ensure price convergence between the futures market and the physical market

Paired with the DGCX’s existing USD currency suite, the WTI futures contract will draw a stronger appeal to existing contracts on other global exchanges which are of a larger size. The DGCX WTI contract will help facilitate price discovery by new market participants, offering protection and hedging opportunities to all.

  • Trade your views, tax free on the international Crude oil market
  • Arbitrage opportunity with global commodity exchanges as well as existing DGCX Mini WTI Futures contract.
  • Low cost structure with 100% trading margin credit against the major DGCX Mini WTI Futures contract, as well as the main WTI contract spreads.
  • Greater access to international energy markets with clear, understandable regulations
  • Unique trading opportunity in the region to participate in global oil markets
  • Larger contract size in line with other global exchanges
  • USD denominated, Cash settled with a tick size of USD $10
  • Tax Free – No transaction Tax and Zero Capital Gains tax
  • Market hours encompassing the largest global liquidity pools
  • Basis 1,000 Barrels contract, traded on a secure regulated marketplace