Futures Margin Requirements

Last updated: 24/02/2017

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  01/02/17   HKD 71,650 HKD 57,350
HKEX   MHI – Mini Hang Seng  01/02/17   HKD 14,330 HKD 11,470
HKEX   HHI – H-share  01/02/17   HKD 30,450 HKD 24,350
HKEX   MCH – MINI H-share  01/02/17   HKD 6,090 HKD 4,870
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  10/02/17   USD 1,210 USD 1,100
SGX   CN – FTSE China A50  10/02/17   USD 440 USD 400
TOCOM   81 – Rubber  16/01/17   JPY 105,000 JPY 105,000
TOCOM   JGA – Gold  16/01/17   JPY 102,000 JPY 102,000
CBOT   YM – E Mini Dow ($5)  13/02/17   USD 4,400 USD 4,000
CBOT   ZM – Soybean Meal Futures  24/10/16   USD 1,980 USD 1,800
CBOT   ZS – Soybean  23/01/17   USD 2,310 USD 2,100
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  01/08/16   USD 605 USD 550
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  13/02/17   USD 4,290 USD 3,900
CME   GE – Eurodollar  13/02/17   USD 693 USD 630
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  06/02/17   USD 3,410 USD 3,100
NYMEX   CL – Light Sweet Crude Oil  06/12/16   USD 3,520 USD 3,200
NYMEX   QM – E-Mini Crude Oil  17/02/17   USD 1,595 USD 1,450
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  23/02/17   EUR 2,441 EUR 2,441
EUREX   FDAX – DAX  23/02/17   EUR 22,770 EUR 22,770
EUREX   FDXM – Mini DAX  23/02/17   EUR 4,554 EUR 4,554
EUREX   FGBL – Euro Bund  23/02/17   EUR 2,623 EUR 2,623
EUREX   FGBM – Euro Bobl  23/02/17   EUR 1,013 EUR 1,013
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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