Futures Margin Requirements

Last updated:  26/11/2019

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 27/11/19 RM 4,000 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 1,200

RM 700

RM 300

 

 RM 1,000

 RM 300

 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  01/11/19   HKD 105,868 HKD 84,694
HKEX   MHI – Mini Hang Seng  01/11/19   HKD 21,173 HKD 16,938
HKEX   HHI – H-share  01/11/19   HKD 41,695 HKD 33,356
HKEX   MCH – MINI H-share  01/11/19   HKD 8,339 HKD 6,671
SGX   IN – S&P CNX Nifty  20/09/19   USD 990 USD 900
SGX   SG – MSCI  01/07/19   SGD 1,210 SGD 1,100
SGX   NK – Nikkei 225  01/11/19   JPY 495,000 JPY 450,000
SGX   TW – MSCI Taiwan  11/10/19   USD 1,650 USD 1,500
SGX   CN – FTSE China A50  01/11/19   USD 880 USD 800
TOCOM   81 – Rubber  02/12/19   JPY 60,000 JPY 60,000
TOCOM   JGA – Gold  16/09/19   JPY 108,000 JPY 108,000
CBOT   YM – E Mini Dow ($5)  04/11/19   USD 5,500 USD 5,000
CBOT   ZM – Soybean Meal Futures  28/10/19   USD 1,122 USD 1,020
CBOT   ZS – Soybean  07/10/19   USD 1,859 USD 1,690
CBOT   ZL – Soybean Oil  15/08/19   USD 621.50 USD 565
CBOT   ZC – Corn Futures  30/09/19   USD 1,100 USD 1,000
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  08/09/19   USD 1,430 USD 1,300
CBOT   ZB – 30 years US Treasury Bond  04/09/19   USD 3,300 USD 3,000
CME   NQ – E-Mini NASDAQ 100  04/11/19   USD 7,920 USD 7,200
CME   GE – Eurodollar  16/08/19   USD 638 USD 580
CME   ES – E-MINI S&P 500  04/11/19   USD 6,600 USD 6,000
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  07/10/19   USD 5,720 USD 5,200
COMEX   HG – Copper Futures  01/07/19   USD 2,970 USD 2,700
NYMEX   CL – Light Sweet Crude Oil  24/10/19   USD 4,785 USD 4,350
NYMEX   QM – E-Mini Crude Oil  24/10/19   USD 2,392.50 USD 2,175
NYMEX   BZ – Brent Oil Last Day  24/10/19   USD 4,785 USD 4,350
NYMEX   NG – Natural Gas  04/11/19   USD 2,695 USD 2,450
NYMEX   RB – RBOB Gasoline  18/09/19   USD 5,225 USD 4,750
NYMEX   HO – Heating Oil  18/09/19   USD 5,115 USD 4,650
NYMEX   PL – Platinum Futures  25/11/19   USD 2,420 USD 2,200
 ICE EU   C-Cocoa  04/11/19   GBP 1,110 GBP 1,110
ICE EU   W – White Sugar  04/11/19   GBP 890.50 GBP 890.50
ICE   B – Brent Crude Oil  04/11/19   USD 4,890 USD 4,890

 

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