Futures Margin Requirements

Last updated: 24/11/2020

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  02/11/20   HKD 121,296 HKD 97,036
HKEX   MHI – Mini Hang Seng  02/11/20   HKD 24,259 HKD 19,407
HKEX   HHI – H-share  02/11/20   HKD 48,944 HKD 39,155
HKEX   MCH – MINI H-share  02/11/20   HKD 9,788 HKD 7,830
SGX   IN – S&P CNX Nifty  19/06/20  USD 2,310 USD 2,100
SGX   SG – MSCI Singapore Free Index  25/09/20  SGD 2,090 SGD 1,900
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   16/10/20   USD 1,210 USD 1,100
CBOT   YM – E Mini Dow ($5)  09/11/20   USD 10,450 USD 9,500
CBOT    MYM – Micro E-Mini Dow  09/11/20   USD 1,045 USD 950
CBOT   ZM – Soybean Meal Futures  16/11/20   USD 1,595 USD 1,450
CBOT   ZS – Soybean  23/11/20   USD 2,090 USD 1,900
CBOT   ZL – Soybean Oil  16/11/20   USD 935 USD 850
CBOT   ZC – Corn Futures  27/07/20   USD 935 USD 850
CBOT   ZW – Wheat Futures  18/11/20   USD 1,512.50 USD 1,375
CBOT   ZT – 2 years US Treasury Note  23/11/20  USD 390.50 USD 355
CBOT   ZF – 5 years US Treasury Note  23/11/20   USD 632.50 USD 575
CBOT   ZN – 10 years US Treasury Note  23/11/20   USD 1,540 USD 1,400
CBOT   ZB – 30 years US Treasury Bond  23/11/20   USD 4,620 USD 4,200
CME   NQ – E-Mini NASDAQ 100  16/11/20   USD 18,700 USD 17,000
CME   MNQ – Micro E-Mini NASDAQ 100  16/11/20   USD 1,870 USD 1,700
CME   GE – Eurodollar  13/11/20   USD 577.5 USD 525
CME   ES – E-MINI S&P 500  09/11/20   USD 13,200 USD 12,000
CME   MES – Micro E-Mini S&P 500  09/11/20   USD 1,320 USD 1,200
CME  M2K – Micro E-Mini Russell 2000  09/11/20   USD 715 USD 650
COMEX   GC – Gold  09/11/20   USD 12,650 USD 11,500
COMEX   MGC – E-Micro Gold  09/11/20   USD 1,265 USD 1,150
COMEX   SI – Silver  18/11/20   USD 16,500 USD 15,000
COMEX   HG – Copper Futures  19/10/20   USD 4,620 USD 4,200
NYMEX   CL – Light Sweet Crude Oil  09/11/20   USD 5,225 USD 4,750
NYMEX   QM – E-Mini Crude Oil  09/11/20   USD 2,612.50 USD 2,375
NYMEX   BZ – Brent Oil Last Day  23/11/20   USD 3,960 USD 3,600
NYMEX   NG – Natural Gas  05/10/20   USD 3,465 USD 3,150
NYMEX   RB – RBOB Gasoline  09/11/20   USD 4,950 USD 4,500
NYMEX   HO – Heating Oil  08/10/20   USD 4,400 USD 4,000
NYMEX   PL – Platinum Futures  16/116/20   USD 3,850 USD 3,500

 

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