Depends... usually JFK.

I would like to book: CMB -> JKF -> DXB -> CMB

This time for example I was going to use MXP as my stop over city so: CMB -> MXP -> JFK -> CMB.

But right now apparently there is a fare restriction for premium fares ex CMB so the rule is that it will be booked as two tickets, first being CMB - DXB round trip and second is DXB - XXX. The ex DXB tickets are much more expensive than the ex CMB fares so the benefit is lost.