Futures Margin Requirements

Last updated: 17/05/2017

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 04/04/17 RM 5,000 RM 5,000 RM 1,000 RM 5,250
FPKO 04/04/17 RM 5,000 RM 5,000 RM 1,000 RM 5,250
FKB3  06/09/11  RM 1,000   RM 1,000 RM 250 -
FMG3 15/02/16 RM 500 RM 500 RM 250 -
FMG5 08/02/16 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 04/04/17 RM 700 RM 700 RM 200 -
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  02/05/17   HKD 79,933 HKD 63,946
HKEX   MHI – Mini Hang Seng  02/05/17   HKD 15,986 HKD 12,788
HKEX   HHI – H-share  02/05/17   HKD 33,383 HKD 26,706
HKEX   MCH – MINI H-share  02/05/17   HKD 6,676 HKD 5,340
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  02/05/17   USD 550 USD 500
TOCOM   81 – Rubber  16/05/17   JPY 90,000 JPY 90,000
TOCOM   JGA – Gold  17/04/17   JPY 96,000 JPY 96,000
CBOT   YM – E Mini Dow ($5)  01/05/17   USD 4,125 USD 3,750
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  06/03/17   USD 1,045 USD 950
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  01/05/17   USD 517 USD 470
CBOT   ZF – 5 years US Treasury        Note  01/05/17   USD 825 USD 750
CBOT   ZN – 10 years US Treasury      Note  15/05/17   USD 1,430 USD 1,300
CBOT   ZB – 30 years US Treasury     Bond  15/05/17   USD 3,850 USD 3,500
CME   NQ – E-Mini NASDAQ 100  13/02/17   USD 4,290 USD 3,900
CME   GE – Eurodollar  02/05/17   USD 627 USD 570
CME   ES – E-MINI S&P 500  15/05/17   USD 5,060 USD 4,600
COMEX   GC – Gold  03/04/17   USD 4,620 USD 4,200
COMEX   MGC – E-Micro Gold  03/04/17   USD 462 USD 420
COMEX   SI – Silver  10/04/17   USD 5,500 USD 5,000
COMEX   HG – Copper Futures  10/04/17   USD 3,025 USD 2,750
NYMEX   CL – Light Sweet Crude Oil  06/04/17   USD 2,970 USD 2,700
NYMEX   QM – E-Mini Crude Oil  06/04/17   USD 1,485 USD 1,350
NYMEX   BZ – Brent Oil Last Day  06/04/17   USD 3,080 USD 2,800
NYMEX   NG – Natural Gas  02/05/17   USD 2,090 USD 1,900
NYMEX   RB – RBOB Gasoline  24/03/17   USD 4,675 USD 4,250
NYMEX   HO – Heating Oil  10/03/17   USD 3,685 USD 3,350
NYMEX   PL – Platinum Futures  24/03/17   USD 2,090 USD 1,900
EUREX   FESX – Euro Stoxx 50  16/05/17   EUR 2,640.36 EUR 2,640.36
EUREX   FDAX – DAX  16/05/17   EUR 24,275.36 EUR 24,275.36
EUREX   FDXM – Mini DAX  16/05/17   EUR 4,855.07 EUR 4,855.07
EUREX   FGBL – Euro Bund  16/05/17   EUR 2,482.29 EUR 2,482.29
EUREX   FGBM – Euro Bobl  16/05/17   EUR 1,105.79 EUR 1,105.79
LIFFE   C-Cocoa  03/04/17   GBP 1,180 GBP 1,180
LIFFE   W – White Sugar  03/04/17   GBP 1,644 GBP 1,644
ICE   B – Brent Crude Oil  24/03/17   USD 4,070 USD 3,700
NYBOT   CC – COCOA  18/01/17   USD 1,595 USD 1,450
NYBOT   KC – COFFEE C  15/12/16   USD 2,970 USD 2,700
NYBOT   CT – COTTON No.2  15/05/17   USD 2,530 USD 2,300
NYBOT   SB – SUGAR No.11  07/04/17   USD 1,232 USD 1,120
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