Futures Margin Requirements

Last updated: 21/02/2018

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 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 1,200 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  08/02/18   HKD 127,879 HKD 102,303
HKEX   MHI – Mini Hang Seng  08/02/18   HKD 25,575 HKD 20,460
HKEX   HHI – H-share  08/02/18   HKD 53,466 HKD 42,772
HKEX   MCH – MINI H-share  08/02/18   HKD 10,693 HKD 8,554
SGX   IN – S&P CNX Nifty  09/02/18   USD 935 USD 850
SGX   SG – MSCI  09/02/18   SGD 1,320 SGD 1,200
SGX   NK – Nikkei 225  09/02/18   JPY 440,000 JPY 400,000
SGX   TW – MSCI Taiwan  09/02/18   USD 1,760 USD 1,600
SGX   CN – FTSE China A50  12/02/18   USD 880 USD 800
TOCOM   81 – Rubber  15/02/18   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  15/01/18   USD 1,320 USD 1,200
CBOT   ZS – Soybean  15/01/18   USD 1,430 USD 1,300
CBOT   ZL – Soybean Oil  18/12/17   USD 660 USD 600
CBOT   ZC – Corn Futures  18/12/17   USD 605 USD 550
CBOT   ZW – Wheat Futures  15/02/18   USD 1,100 USD 1,000
CBOT   ZT – 2 years US Treasury          Note  08/01/18   USD 374 USD 340
CBOT   ZF – 5 years US Treasury        Note  08/01/18   USD 616 USD 560
CBOT   ZN – 10 years US Treasury      Note  08/01/18   USD 1,045 USD 950
CBOT   ZB – 30 years US Treasury     Bond  08/01/18   USD 2,750 USD 2,500
CME   NQ – E-Mini NASDAQ 100  15/01/18   USD 5,225 USD 4,750
CME   GE – Eurodollar  03/11/17   USD 457 USD 415
CME   ES – E-MINI S&P 500  12/02/18   USD 6,380 USD 5,800
COMEX   GC – Gold  10/01/18   USD 3,850 USD 3,500
COMEX   MGC – E-Micro Gold  10/01/18   USD 385 USD 350
COMEX   SI – Silver  10/01/18   USD 4,400 USD 4,000
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  15/02/18   USD 2,420 USD 2,200
NYMEX   RB – RBOB Gasoline  15/02/18   USD 3,080 USD 2,800
NYMEX   HO – Heating Oil  15/02/18   USD 3,080 USD 2,800
NYMEX   PL – Platinum Futures  20/12/18   USD 1,650 USD 1,500
EUREX   FESX – Euro Stoxx 50  14/12/17   EUR 2,526.09 EUR 2,526.09
EUREX   FDAX – DAX  14/12/17   EUR 23,682.23 EUR 23,682.23
EUREX   FDXM – Mini DAX  14/12/17   EUR 4,736.45 EUR 4,736.45
EUREX   FGBL – Euro Bund  14/12/17   EUR 2,706.92 EUR 2,706.92
EUREX   FGBM – Euro Bobl  14/12/17   EUR 1,076.88 EUR 1,076.88
LIFFE   C-Cocoa  15/02/18   GBP 1,080 GBP 1,080
LIFFE   W – White Sugar  15/02/18   GBP 1,213.50 GBP 1,213.50
ICE   B – Brent Crude Oil  20/09/17   USD 2,700 USD 2,700
NYBOT   CC – COCOA  18/12/17   USD 1,265 USD 1,150
NYBOT   KC – COFFEE C  22/12/16   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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