Futures Margin Requirements

Last updated: 14/08/2020

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margi
FKLI 18/03/20 0RM 4,200 RM 4,200 RM 750
FM70 18/03/20 RM 1,500 RM 1,500 RM 200
FCPO 01/07/20 RM 4,500 Intra Tier:

Tier 1 (CM2-12)

Tier 2 (CM13-18)

Tier 3 (CM19-24)

Inter Tier:

Tier 1 & Tier 2

Tier 2 & Tier 3

Tier 1 & Tier 3

 

RM 1,200

RM 1,000

RM 300

 

RM 1,700

 RM 400

 RM 400

FPKO 08/01/20 RM 4,500 RM 4,500 RM 1,200 RM 4,600
FKB3  06/09/11 RM 1,000 RM 1,000 RM 250
FMG3 08/01/20 RM 600 RM 600 RM 250
FMG5 08/01/20 RM 1,000 RM 1,000 RM 250
FMGA 08/01/20 RM 750 RM 750 RM 250
FUPO 05/03/20 USD 1,200 USD 1,200 USD 300 USD 350
FGLD 18/03/20 RM 1,000 RM 1,000 RM 200
FPOL 08/01/20 USD 1,000 USD 1,000 USD 200
FTIN 31/10/16 USD 1,000 USD 1,000 USD 350
 FCIM  16/03/20  RM 400  RM 400  RM 100
 FDRB  16/03/20  RM 250  RM 250  RM 40
 FGAM  15/04/20  RM 400  RM 400  RM 80
 FGEM  22/06/20  RM 350  RM 350  RM 60
 FGEN  22/06/20  RM 550  RM 550  RM 120
 FHAR  22/06/20  RM 800  RM 800  RM 100
 FINA  16/03/20  RM 200  RM 200  RM 40
 FMEG  22/06/20  RM 250  RM 250  RM 40
 FTEL  16/03/20  RM 350  RM 350  RM 80
 FTOP  22/06/20  RM 1,000  RM 1,000  RM 80

FOREIGN

Exchange Product Effective Date Initial Margin Maintenance Margin
HKEX   HSI – Hang Seng  04/08/20   HKD 123,158 HKD 98,526
HKEX   MHI – Mini Hang Seng  04/08/20   HKD 24,631 HKD 19,704
HKEX   HHI – H-share  04/08/20   HKD 50,141 HKD 40,112
HKEX   MCH – MINI H-share  04/08/20   HKD 10,028 HKD 8,022
SGX   IN – S&P CNX Nifty  19/06/20  USD 2,310 USD 2,100
SGX   SG – MSCI  17/07/20  SGD 2,200 SGD 2,000
SGX   NK – Nikkei 225  19/06/20  JPY 792,000 JPY 770,000
SGX   TW – MSCI Taiwan  03/08/20   USD 2,750 USD 2,500
SGX   CN – FTSE China A50   17/07/20   USD 1,210 USD 1,100
SGX   FEF – TSI Iron ORE CFR China  07/08/20   USD 1,254 USD 1,140
SGX   TF – SICOM TSR20 Rubber  24/05/19   USD 605 USD 550
TOCOM   81 – Rubber  11/08/20   JPY 46,500 JPY 46,500
TOCOM   JGA – Gold  16/09/19   JPY 108,000 JPY 108,000
CBOT   YM – E Mini Dow ($5)  05/08/20   USD 10,450 USD 9,500
CBOT    MYM – Micro E-Mini Dow  05/08/20   USD 1,045 USD 950
CBOT   ZM – Soybean Meal Futures  18/06/20   USD 1,100 USD 1,000
CBOT   ZS – Soybean  27/05/20   USD 1,650 USD 1,500
CBOT   ZL – Soybean Oil  18/06/20   USD 770 USD 700
CBOT   ZC – Corn Futures  27/07/20   USD 935 USD 850
CBOT   ZW – Wheat Futures  27/07/20   USD 1,375 USD 1,250
CBOT   ZT – 2 years US Treasury Note  27/07/20  USD 396 USD 360
CBOT   ZF – 5 years US Treasury Note  22/07/20   USD 715 USD 650
CBOT   ZN – 10 years US Treasury Note  22/07/20   USD 1,705 USD 1,550
CBOT   ZB – 30 years US Treasury Bond  22/07/20   USD 5,170 USD 4,700
CME   NQ – E-Mini NASDAQ 100  10/08/20   USD 17,600 USD 16,000
CME   MNQ – Micro E-Mini NASDAQ 100  10/08/20   USD 1,760 USD 1,600
CME   GE – Eurodollar  23/07/20   USD 572 USD 520
CME   ES – E-MINI S&P 500  20/03/20   USD 13,200 USD 12,000
CME   MES – Micro E-Mini S&P 500  20/03/20   USD 1,320 USD 1,200
CME  M2K – Micro E-Mini Russell 2000  13/07/20   USD 638 USD 580
COMEX   GC – Gold  13/08/20   USD 10,230 USD 9,300
COMEX   MGC – E-Micro Gold  13/08/20   USD 1,023 USD 930
COMEX   SI – Silver  13/08/20   USD 14,575 USD 13,250
COMEX   HG – Copper Futures  22/06/20   USD 3,190 USD 2,900
NYMEX   CL – Light Sweet Crude Oil  27/07/20   USD 6,820 USD 6,200
NYMEX   QM – E-Mini Crude Oil  27/07/20   USD 3,410 USD 3,100
NYMEX   BZ – Brent Oil Last Day  27/07/20   USD 5,500 USD 5,000
NYMEX   NG – Natural Gas  05/08/20   USD 2,530 USD 2,300
NYMEX   RB – RBOB Gasoline  11/08/20   USD 6,600 USD 6,000
NYMEX   HO – Heating Oil  11/08/20   USD 5,610 USD 5,100
NYMEX   PL – Platinum Futures  22/06/20   USD 4,400 USD 4,000
 NYMEX   PA – Palladium  27/07/20   USD 37,400 USD 34,000
 ICE EU   C-Cocoa  08/07/20   GBP 1,460 GBP 1,460
ICE EU   W – White Sugar  08/07/20   GBP 1,400.50 GBP 1,400.50
ICE   B – Brent Crude Oil  13/08/20   USD 6,180 USD 6,180

 

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