Futures Margin Requirements

Last updated: 09/04/2018

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margin
FKLI 13/02/18 RM 4,000 RM 4,000 RM 500
FCPO 20/11/17 RM 4,500 RM 4,500 RM 1,000 RM 5,000
FPKO 20/11/17 RM 4,500 RM 4,500 RM 1,000 RM 5,000
FKB3  06/09/11  RM 1,000   RM 1,000 RM 250
FMG3 08/02/11 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 04/04/17 RM 700 RM 700 RM 200
FPOL 04/08/14 USD 1,200 USD 1,200 USD 300 USD 1,300
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  03/04/18   HKD 144,571 HKD 115,656
HKEX   MHI – Mini Hang Seng  03/04/18   HKD 28,914 HKD 23,131
HKEX   HHI – H-share  03/04/18   HKD 57,256 HKD 45,804
HKEX   MCH – MINI H-share  03/04/18   HKD 11,451 HKD 9,160
SGX   IN – S&P CNX Nifty  16/03/18   USD 825 USD 750
SGX   SG – MSCI  09/03/18   SGD 1,650 SGD 1,500
SGX   NK – Nikkei 225  09/04/18   JPY 528,000 JPY 480,000
SGX   TW – MSCI Taiwan  16/03/18   USD 1,760 USD 1,600
SGX   CN – FTSE China A50  12/02/18   USD 880 USD 800
TOCOM   81 – Rubber  04/01/18   JPY 50,000 JPY 50,000
TOCOM   JGA – Gold  08/08/17   JPY 66,000 JPY 66,000
CBOT   YM – E Mini Dow ($5)  12/02/18   USD 5,830 USD 5,300
CBOT   ZM – Soybean Meal Futures  05/04/18   USD 1,815 USD 1,650
CBOT   ZS – Soybean  05/04/18   USD 2,035 USD 1,850
CBOT   ZL – Soybean Oil  18/12/17   USD 660 USD 600
CBOT   ZC – Corn Futures  05/04/18   USD 792 USD 720
CBOT   ZW – Wheat Futures  22/03/18   USD 1,375 USD 1,250
CBOT   ZT – 2 years US Treasury          Note  03/04/18   USD 374 USD 340
CBOT   ZF – 5 years US Treasury        Note  03/04/18   USD 616 USD 560
CBOT   ZN – 10 years US Treasury      Note  03/04/18   USD 990 USD 900
CBOT   ZB – 30 years US Treasury     Bond  03/04/18   USD 2,365 USD 2,150
CME   NQ – E-Mini NASDAQ 100  08/02/18   USD 6,380 USD 5,800
CME   GE – Eurodollar  05/02/18   USD 429 USD 390
CME   ES – E-MINI S&P 500  12/02/18   USD 6,380 USD 5,800
COMEX   GC – Gold  21/03/18   USD 3,410 USD 3,100
COMEX   MGC – E-Micro Gold  21/03/18   USD 341 USD 310
COMEX   SI – Silver  21/02/18   USD 3,960 USD 3,600
COMEX   HG – Copper Futures  29/01/18   USD 3,410 USD 3,100
NYMEX   CL – Light Sweet Crude Oil  15/02/18   USD 2,310 USD 2,100
NYMEX   QM – E-Mini Crude Oil  15/02/18   USD 1,155 USD 1,050
NYMEX   BZ – Brent Oil Last Day  08/01/18   USD 2,447.50 USD 2,225
NYMEX   NG – Natural Gas  09/03/18   USD 1,457.50 USD 1,325
NYMEX   RB – RBOB Gasoline  08/01/18   USD 3,080 USD 2,800
NYMEX   HO – Heating Oil  13/10/18   USD 3,410 USD 3,100
NYMEX   PL – Platinum Futures  20/02/18   USD 1,650 USD 1,500
 ICE EU   C-Cocoa  08/03/18   GBP 1,220 GBP 1,220
ICE EU   W – White Sugar  20/09/17   GBP 1,150.50 GBP 1,150.50
ICE   B – Brent Crude Oil  20/09/17   USD 2,700 USD 2,700
NYBOT   CC – COCOA  06/04/18   USD 1,870 USD 1,700
NYBOT   KC – COFFEE C  22/11/17   USD 2,310 USD 2,100
NYBOT   CT – COTTON No.2  12/07/17   USD 2,200 USD 2,000
NYBOT   SB – SUGAR No.11  03/11/17   USD 1,047 USD 952
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