Futures Margin Requirements

Last updated: 16/01/2017

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margin
FKLI 08/08/16 RM 4,000 RM 4,000 RM 500 -
FCPO 25/08/16 RM 6,000 RM 6,000 RM 1,200 RM 6,250
FPKO 25/08/16 RM 6,000 RM 6,000 RM 1,200 RM 6,250
FKB3  06/09/11  RM 1,000   RM 1,000 RM 250 -
FMG3 15/02/16 RM 500 RM 500 RM 250 -
FMG5 08/02/11 RM 600 RM 600 RM 250 -
FMGA 19/09/16 RM 700 RM 700 RM 250 -
FUPO 16/02/15 USD 2,000 USD 2,000 USD 450 -
FGLD 25/08/16 RM 1,000 RM 1,000 RM 250 -
FPOL 04/08/14 USD 1,300 USD 1,300 USD 400 USD 1,400
FTIN 31/10/16 USD 1,000 USD 1,000 USD 350

FOREIGN

Exchange Product Effective Date Initial Margin Maintenance Margin
HKEX   HSI – Hang Seng  03/01/17   HKD 68,250 HKD 54,600
HKEX   MHI – Mini Hang Seng  03/01/17   HKD 13,650 HKD 10,920
HKEX   HHI – H-share  03/01/17   HKD 29,250 HKD 23,400
HKEX   MCH – MINI H-share  03/01/17   HKD 5,850 HKD 4,680
SGX   IN – S&P CNX Nifty  08/07/16   USD 660 USD 600
SGX   SG – MSCI  18/11/16   SGD 1,100 SGD 1,000
SGX   NK – Nikkei 225  23/12/16   JPY 385,000 JPY 350,000
SGX   TW – MSCI Taiwan  01/11/16   USD 1,320 USD 1,200
SGX   CN – FTSE China A50  03/01/17   USD 440 USD 400
TOCOM   81 – Rubber  04/01/17   JPY 90,000 JPY 90,000
TOCOM   JGA – Gold  16/01/17   JPY 102,000 JPY 102,000
CBOT   YM – E Mini Dow ($5)  04/11/16   USD 4,235 USD 3,850
CBOT   ZM – Soybean Meal Futures  24/10/16   USD 1,980 USD 1,800
CBOT   ZS – Soybean  10/10/16   USD 2,640 USD 2,400
CBOT   ZL – Soybean Oil  01/12/16   USD 907.50 USD 825
CBOT   ZC – Corn Futures  10/10/16   USD 990 USD 900
CBOT   ZW – Wheat Futures  24/10/16   USD 1,100 USD 1,000
CBOT   ZT – 2 years US Treasury          Note  11/11/16   USD 715 USD 650
CBOT   ZF – 5 years US Treasury        Note  04/11/16   USD 935 USD 935
CBOT   ZN – 10 years US Treasury      Note  14/11/16   USD 1,595 USD 1,450
CBOT   ZB – 30 years US Treasury     Bond  14/11/16   USD 4,840 USD 4,400
CME   NQ – E-Mini NASDAQ 100  19/12/16   USD 3,960 USD 3,600
CME   GE – Eurodollar  21/11/16   USD 665.50 USD 605
CME   ES – E-MINI S&P 500  04/11/16   USD 5,225 USD 4,750
COMEX   GC – Gold  04/11/16   USD 6,600 USD 6,000
COMEX   MGC – E-Micro Gold  04/11/16   USD 660 USD 600
COMEX   SI – Silver  21/11/16   USD 7,150 USD 6,500
COMEX   HG – Copper Futures  21/11/16   USD 3,025 USD 2,750
NYMEX   CL – Light Sweet Crude Oil  06/12/16   USD 3,520 USD 3,200
NYMEX   QM – E-Mini Crude Oil  06/12/16   USD 1,760 USD 1,600
NYMEX   NG – Natural Gas  26/12/16   USD 3,410 USD 3,100
NYMEX   RB – RBOB Gasoline  15/12/16   USD 5,115 USD 4,650
NYMEX   HO – Heating Oil  15/12/16   USD 4,565 USD 4,150
NYMEX   PL – Platinum Futures  16/05/16   USD 2,640 USD 2,400
EUREX   FESX – Euro Stoxx 50  13/01/17   EUR 2,399.07 EUR 2,399.07
EUREX   FDAX – DAX  13/01/17   EUR 21,872.02 EUR 21,872.02
EUREX   FDXM – Mini DAX  13/01/17   EUR 4,374.40 EUR 4,374.40
EUREX   FGBL – Euro Bund  13/01/17   EUR 2,624.74 EUR 2,624.74
EUREX   FGBM – Euro Bobl  13/01/17   EUR 1,040.50 EUR 1,040.50
LIFFE   C-Cocoa  18/01/17   GBP 1,100 GBP 1,100
LIFFE   W – White Sugar  18/01/17   GBP 1,843 GBP 1,843
ICE   B – Brent Crude Oil  21/10/16   USD 4,180 USD 3,800
NYBOT   CC – COCOA  15/12/16   USD 1,430 USD 1,300
NYBOT   KC – COFFEE C  15/12/16   USD 2,970 USD 2,700
NYBOT   CT – COTTON No.2  15/12/16   USD 1,650 USD 1,500
NYBOT   SB – SUGAR No.11  15/12/16   USD 1,540 USD 1,400
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