Futures Margin Requirements

Last updated: 16/07/2018

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
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  03/07/18   HKD 136,591 HKD 109,272
HKEX   MHI – Mini Hang Seng  03/07/18   HKD 27,318 HKD 21,854
HKEX   HHI – H-share  03/07/18   HKD 52,801 HKD 42,240
HKEX   MCH – MINI H-share  03/07/18   HKD 10,560 HKD 8,448
SGX   IN – S&P CNX Nifty  16/03/18   USD 825 USD 750
SGX   SG – MSCI  13/04/18   SGD 1,870 SGD 1,700
SGX   NK – Nikkei 225  02/07/18   JPY 374,000 JPY 340,000
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)  07/05/18   USD 5,390 USD 4,900
CBOT   ZM – Soybean Meal Futures  05/04/18   USD 1,815 USD 1,650
CBOT   ZS – Soybean  12/07/18   USD 2,255 USD 2,050
CBOT   ZL – Soybean Oil  18/12/17   USD 660 USD 600
CBOT   ZC – Corn Futures  12/07/18   USD 880 USD 800
CBOT   ZW – Wheat Futures  01/05/18   USD 1,485 USD 1,350
CBOT   ZT – 2 years US Treasury Note  01/06/18   USD 440 USD 400
CBOT   ZF – 5 years US Treasury Note  01/06/18   USD 704 USD 640
CBOT   ZN – 10 years US Treasury Note  01/06/18   USD 1,100 USD 1,000
CBOT   ZB – 30 years US Treasury Bond  01/06/18   USD 2,530 USD 2,300
CME   NQ – E-Mini NASDAQ 100  08/02/18   USD 6,380 USD 5,800
CME   GE – Eurodollar  01/06/18   USD 473 USD 430
CME   ES – E-MINI S&P 500  25/05/18   USD 6,160 USD 5,600
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  25/05/18   USD 3,080 USD 2,800
NYMEX   CL – Light Sweet Crude Oil  16/07/18   USD 3,575 USD 3,250
NYMEX   QM – E-Mini Crude Oil  16/07/18   USD 1,787.50 USD 1,625
NYMEX   BZ – Brent Oil Last Day  16/07/18   USD 3,850 USD 3,500
NYMEX   NG – Natural Gas  01/05/18   USD 1,320 USD 1,200
NYMEX   RB – RBOB Gasoline  16/07/18   USD 4,400 USD 4,000
NYMEX   HO – Heating Oil  16/07/18   USD 4,290 USD 3,900
NYMEX   PL – Platinum Futures  23/04/18   USD 1,650 USD 1,500
 ICE EU   C-Cocoa  29/06/18   GBP 1,300 GBP 1,300
ICE EU   W – White Sugar  29/06/18   GBP 996 GBP 996
ICE   B – Brent Crude Oil  16/07/18   USD 3,800 USD 3,800
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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