Futures Margin Requirements

Last updated: 10/07/2020

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  04/05/20   HKD 131,404 HKD 105,123
HKEX   MHI – Mini Hang Seng  04/05/20   HKD 26,280 HKD 21,024
HKEX   HHI – H-share  04/05/20   HKD 51,870 HKD 41,496
HKEX   MCH – MINI H-share  04/05/20   HKD 10,374 HKD 8,299
SGX   IN – S&P CNX Nifty  19/06/20  USD 2,310 USD 2,100
SGX   SG – MSCI  01/07/20  SGD 2,420 SGD 2,200
SGX   NK – Nikkei 225  19/06/20  JPY 792,000 JPY 770,000
SGX   TW – MSCI Taiwan  19/06/20   USD 2,310 USD 2,100
SGX   CN – FTSE China A50  24/04/20   USD 1,100 USD 1,000
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)  27/05/20   USD 11,770 USD 10,700
CBOT    MYM – Micro E-Mini Dow  27/05/20   USD 1,177 USD 1,070
CBOT   ZM – Soybean Meal Futures  18/06/20   USD 1,100 USD 1,000
CBOT   ZS – Soybean  27/05/20   USD 1,650 USD 1,500
CBOT   ZL – Soybean Oil  18/06/20   USD 770 USD 700
CBOT   ZC – Corn Futures  27/05/20   USD 990 USD 900
CBOT   ZW – Wheat Futures  18/06/20   USD 1,485 USD 1,350
CBOT   ZT – 2 years US Treasury Note  01/07/20  USD 440 USD 400
CBOT   ZF – 5 years US Treasury Note  29/06/20   USD 770 USD 700
CBOT   ZN – 10 years US Treasury Note  29/06/20   USD 1,870 USD 1,700
CBOT   ZB – 30 years US Treasury Bond  29/06/20   USD 5,500 USD 5,000
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  09/07/20   USD 616 USD 560
CME   ES – E-MINI S&P 500  20/03/20   USD 13,200 USD 12,000
CME   MES – Micro E-Mini S&P 500  20/03/20   USD 1,320 USD 1,200
CME  M2K – Micro E-Mini Russell 2000  27/05/20   USD 704 USD 640
COMEX   GC – Gold  22/06/20   USD 9,020 USD 8,200
COMEX   MGC – E-Micro Gold  22/06/20   USD 902 USD 820
COMEX   SI – Silver  22/06/20   USD 8,800 USD 8,000
COMEX   HG – Copper Futures  22/06/20   USD 3,190 USD 2,900
NYMEX   CL – Light Sweet Crude Oil  08/07/20   USD 7,480 USD 6,800
NYMEX   QM – E-Mini Crude Oil  08/07/20   USD 3,740 USD 3,400
NYMEX   BZ – Brent Oil Last Day  08/07/20   USD 6,050 USD 5,500
NYMEX   NG – Natural Gas  11/05/20   USD 2,200 USD 2,000
NYMEX   RB – RBOB Gasoline  08/06/20   USD 8,965 USD 8,150
NYMEX   HO – Heating Oil  08/06/20   USD 6,655 USD 6,050
NYMEX   PL – Platinum Futures  22/06/20   USD 4,400 USD 4,000
 NYMEX   PA – Palladium  22/06/20   USD 42,900 USD 39,000
 ICE EU   C-Cocoa  08/07/20   GBP 1,460 GBP 1,460
ICE EU   W – White Sugar  08/07/20   GBP 1,400.50 GBP 1,400.50
ICE   B – Brent Crude Oil  30/04/20   USD 7,500 USD 7,500

 

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