Futures Margin Requirements

Last updated:  18/09/2019

LOCAL

Product Effective Date Initial Margin Maintenance Margin Spread Margin Spot Month Margin
FKLI 22/07/19 RM 3,000 RM 3,000 RM 500
FM70 17/10/18 RM 900 RM 900 RM 200
FCPO 22/07/19 RM 3,000 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 780    RM 360  RM 300

 

RM 850  RM 900  RM 500

FPKO 22/07/19 RM 3,000 RM 3,000 RM 1,200 RM 3,500
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 22/07/19 USD 800 USD 800 USD 300 USD 350
FGLD 13/02/19 RM 800 RM 800 RM 200
FPOL 22/07/19 USD 900 USD 900 USD 200
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  02/09/19   HKD 104,205 HKD 83,364
HKEX   MHI – Mini Hang Seng  02/09/19   HKD 20,841 HKD 16,672
HKEX   HHI – H-share  02/09/19   HKD 40,631 HKD 32,504
HKEX   MCH – MINI H-share  02/09/19   HKD 8,126 HKD 6,500
SGX   IN – S&P CNX Nifty  05/07/19   USD 880 USD 800
SGX   SG – MSCI  01/07/19   SGD 1,210 SGD 1,100
SGX   NK – Nikkei 225  12/07/19   JPY 528,000 JPY 480,000
SGX   TW – MSCI Taiwan  05/07/19   USD 1,650 USD 1,500
SGX   CN – FTSE China A50  05/07/19   USD 935 USD 850
TOCOM   81 – Rubber  02/09/19   JPY 50,000 JPY 50,000
TOCOM   JGA – Gold  16/09/19   JPY 108,000 JPY 108,000
CBOT   YM – E Mini Dow ($5)  27/05/19   USD 6,050 USD 5,500
CBOT   ZM – Soybean Meal Futures  31/05/19   USD 1,452 USD 1,320
CBOT   ZS – Soybean  07/06/19   USD 2,186 USD 1,990
CBOT   ZL – Soybean Oil  15/08/19   USD 621.50 USD 565
CBOT   ZC – Corn Futures  15/08/19   USD 1,265 USD 1,150
CBOT   ZW – Wheat Futures  04/06/19   USD 1,595 USD 1,450
CBOT   ZT – 2 years US Treasury Note  09/08/19   USD 704 USD 640
CBOT   ZF – 5 years US Treasury Note  09/08/19   USD 880 USD 800
CBOT   ZN – 10 years US Treasury Note  04/09/19   USD 1,925 USD 1,750
CBOT   ZB – 30 years US Treasury Bond  04/09/19   USD 3,300 USD 3,000
CME   NQ – E-Mini NASDAQ 100  31/12/18   USD 8,360 USD 7,600
CME   GE – Eurodollar  16/08/19   USD 638 USD 580
CME   ES – E-MINI S&P 500  18/04/19   USD 6,930 USD 6,300
COMEX   GC – Gold  15/08/19   USD 4,950 USD 4,500
COMEX   MGC – E-Micro Gold  15/08/19   USD 495 USD 450
COMEX   SI – Silver  09/09/19   USD 5,390 USD 4,900
COMEX   HG – Copper Futures  01/07/19   USD 2,970 USD 2,700
NYMEX   CL – Light Sweet Crude Oil  24/06/19   USD 4,015 USD 3,650
NYMEX   QM – E-Mini Crude Oil  24/06/19   USD 2,007.50 USD 1,825
NYMEX   BZ – Brent Oil Last Day  01/04/19   USD 4,180 USD 3,800
NYMEX   NG – Natural Gas  09/09/19   USD 1,980 USD 1,800
NYMEX   RB – RBOB Gasoline  12/09/19   USD 4,455 USD 4,050
NYMEX   HO – Heating Oil  24/06/19   USD 4,317.50 USD 3,925
NYMEX   PL – Platinum Futures  16/09/19   USD 2,750 USD 2,500
 ICE EU   C-Cocoa  30/08/19   GBP 990 GBP 990
ICE EU   W – White Sugar  30/08/19   GBP 900 GBP 900
ICE   B – Brent Crude Oil  12/08/19   USD 4,050 USD 4,050
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