Futures Margin Requirements

Last updated: 11/12/2018

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margin
FKLI 21/05/18 RM 4,000 RM 4,000 RM 500
FM70 17/10/18 RM 900 RM 900 RM 200
FCPO 12/06/18 RM 4,500 RM 4,500 RM 1,200 RM 5,000
FPKO 12/06/18 RM 4,500 RM 4,500 RM 1,200 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  03/12/18   HKD 103,341 HKD 82,672
HKEX   MHI – Mini Hang Seng  03/12/18   HKD 20,668 HKD 16,534
HKEX   HHI – H-share  03/12/18   HKD 41,496 HKD 33,196
HKEX   MCH – MINI H-share  03/12/18   HKD 8,299 HKD 6,639
SGX   IN – S&P CNX Nifty  12/10/18   USD 935 USD 850
SGX   SG – MSCI  13/04/18   SGD 1,870 SGD 1,700
SGX   NK – Nikkei 225  09/11/18   JPY 616,000 JPY 560,000
SGX   TW – MSCI Taiwan  19/10/18   USD 2,640 USD 2,400
SGX   CN – FTSE China A50  12/02/18   USD 880 USD 800
TOCOM   81 – Rubber  16/11/18   JPY 30,000 JPY 30,000
TOCOM   JGA – Gold  01/11/18   JPY 78,000 JPY 78,000
CBOT   YM – E Mini Dow ($5)  10/12/18   USD 6,160 USD 5,600
CBOT   ZM – Soybean Meal Futures  11/10/18   USD 1,595 USD 1,450
CBOT   ZS – Soybean  11/10/18   USD 2,255 USD 2,050
CBOT   ZL – Soybean Oil  11/10/18   USD 550 USD 500
CBOT   ZC – Corn Futures  12/07/18   USD 880 USD 800
CBOT   ZW – Wheat Futures  11/10/18   USD 1,375 USD 1,250
CBOT   ZT – 2 years US Treasury Note  10/12/18   USD 539 USD 490
CBOT   ZF – 5 years US Treasury Note  06/06/18   USD 748 USD 680
CBOT   ZN – 10 years US Treasury Note  06/06/18   USD 1,155 USD 1,050
CBOT   ZB – 30 years US Treasury Bond  10/12/18   USD 2,805 USD 2,550
CME   NQ – E-Mini NASDAQ 100  29/10/18   USD 7,700 USD 7,000
CME   GE – Eurodollar  13/07/18   USD 484 USD 440
CME   ES – E-MINI S&P 500  21/09/18   USD 6,600 USD 6,000
COMEX   GC – Gold  15/10/18   USD 3,740 USD 3,400
COMEX   MGC – E-Micro Gold  15/10/18   USD 374 USD 340
COMEX   SI – Silver  21/02/18   USD 3,960 USD 3,600
COMEX   HG – Copper Futures  20/08/18   USD 3,410 USD 3,100
NYMEX   CL – Light Sweet Crude Oil  03/12/18   USD 4,015 USD 3,650
NYMEX   QM – E-Mini Crude Oil  03/12/18   USD 2,007.50 USD 1,825
NYMEX   BZ – Brent Oil Last Day  28/11/18   USD 5,087.50 USD 4,625
NYMEX   NG – Natural Gas  26/11/18   USD 6,270 USD 5,700
NYMEX   RB – RBOB Gasoline  28/11/18   USD 5,060 USD 4,600
NYMEX   HO – Heating Oil  28/11/18   USD 4,950 USD 4,500
NYMEX   PL – Platinum Futures  01/11/18   USD 1,870 USD 1,700
 ICE EU   C-Cocoa  23/10/18   GBP 1,100 GBP 1,100
ICE EU   W – White Sugar  23/10/18   GBP 1,161 GBP 1,161
ICE   B – Brent Crude Oil  03/12/18   USD 4,600 USD 4,600
NYBOT   CC – COCOA  17/05/18   USD 2,090 USD 1,900
NYBOT   KC – COFFEE C  22/11/17   USD 2,310 USD 2,100
NYBOT   CT – COTTON No.2  30/05/18   USD 2,750 USD 2,500
NYBOT   SB – SUGAR No.11  03/11/17   USD 1,047 USD 952
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