Futures Margin Requirements

Last updated:  30/03/2020

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margin
FKLI 18/03/20 RM 4,000 RM 4,000 RM 750
FM70 18/03/20 RM 1,300 RM 1,300 RM 200
FCPO 18/03/20 RM 6,200 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  31/01/20  RM 250  RM 250  RM 100
 FDRB  31/01/20  RM 100  RM 100  RM 40
 FGAM  31/01/20  RM 200  RM 200  RM 80
 FGEM  31/01/20  RM 150  RM 150  RM 60
 FGEN  31/01/20  RM 300  RM 300  RM 120
 FHAR  31/01/20  RM 250  RM 250  RM 100
 FINA  31/01/20  RM 100  RM 100  RM 40
 FMEG  31/01/20  RM 100  RM 100  RM 40
 FTEL  31/01/20  RM 200  RM 200  RM 80
 FTOP  31/01/20  RM 200  RM 200  RM 80

FOREIGN

Exchange Product Effective Date Initial Margin Maintenance Margin
HKEX   HSI – Hang Seng  27/03/20   HKD 154,546 HKD 123,636
HKEX   MHI – Mini Hang Seng  27/03/20   HKD 30,909 HKD 24,727
HKEX   HHI – H-share  27/03/20   HKD 61,712 HKD 49,369
HKEX   MCH – MINI H-share  27/03/20   HKD 12,342 HKD 9,874
SGX   IN – S&P CNX Nifty  23/03/20  USD 1,980 USD 1,800
SGX   SG – MSCI  23/03/20   SGD 2,090 SGD 1,900
SGX   NK – Nikkei 225  23/03/20   JPY 759,000 JPY 690,000
SGX   TW – MSCI Taiwan  16/03/20   USD 2,200 USD 2,000
SGX   CN – FTSE China A50  03/02/20   USD 990 USD 900
SGX   FEF – TSI Iron ORE CFR China  03/02/20   USD 1,100 USD 1,000
SGX   TF – SICOM TSR20 Rubber  24/05/19   USD 605 USD 550
TOCOM   81 – Rubber  03/02/20   JPY 50,000 JPY 50,000
TOCOM   JGA – Gold  16/09/19   JPY 108,000 JPY 108,000
CBOT   YM – E Mini Dow ($5)  19/03/20   USD 13,670 USD 12,000
CBOT    MYM – Micro E-Mini Dow  19/03/20   USD 1,320 USD 1,200
CBOT   ZM – Soybean Meal Futures  25/03/20   USD 1,375 USD 1,250
CBOT   ZS – Soybean  26/03/20   USD 1,815 USD 1,650
CBOT   ZL – Soybean Oil  19/03/20   USD 935 USD 850
CBOT   ZC – Corn Futures  30/09/19   USD 1,100 USD 1,000
CBOT   ZW – Wheat Futures  23/03/20   USD 1,567.50 USD 1,425
CBOT   ZT – 2 years US Treasury Note  13/03/20   USD 797.50 USD 725
CBOT   ZF – 5 years US Treasury Note  13/03/20   USD 1,017.50 USD 925
CBOT   ZN – 10 years US Treasury Note  16/03/20   USD 1,870 USD 1,700
CBOT   ZB – 30 years US Treasury Bond  16/03/20   USD 6,270 USD 5,700
CME   NQ – E-Mini NASDAQ 100  19/03/20   USD 16,500 USD 15,000
CME   MNQ – Micro E-Mini NASDAQ 100  19/03/20   USD 1,650 USD 1,500
CME   GE – Eurodollar  05/03/20   USD 632.5 USD 575
CME   ES – E-MINI S&P 500  18/03/20   USD 11,660 USD 10,600
CME   MES – Micro E-Mini S&P 500  18/03/20   USD 1,166 USD 1,060
CME  M2K – Micro E-Mini Russell 2000  19/03/20   USD 781 USD 710
COMEX   GC – Gold  26/03/20   USD 9,185 USD 8,350
COMEX   MGC – E-Micro Gold  26/03/20   USD 918.50 USD 835
COMEX   SI – Silver  27/03/20   USD 9,900 USD 9,000
COMEX   HG – Copper Futures  26/03/20   USD 4,125 USD 3,750
NYMEX   CL – Light Sweet Crude Oil  23/03/20   USD 6,160 USD 5,600
NYMEX   QM – E-Mini Crude Oil  23/03/20   USD 3,080 USD 2,800
NYMEX   BZ – Brent Oil Last Day  23/03/20   USD 6,160 USD 5,600
NYMEX   NG – Natural Gas  04/03/20   USD 1,430 USD 1,300
NYMEX   RB – RBOB Gasoline  19/03/20   USD 7,810 USD 7,100
NYMEX   HO – Heating Oil  11/03/20   USD 5,060 USD 4,600
NYMEX   PL – Platinum Futures  25/03/20   USD 4,950 USD 4,500
 NYMEX   PA – Palladium  27/03/20   USD 47,300 USD 43,000
 ICE EU   C-Cocoa  06/02/20   GBP 1,100 GBP 1,100
ICE EU   W – White Sugar  13/03/20   GBP 1,068.50 GBP 1,068.50
ICE   B – Brent Crude Oil  20/03/20   USD 5,240 USD 5,240

 

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