Futures Margin Requirements

Last updated: 17/01/2019

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  02/01/19   HKD 101,944 HKD 81,555
HKEX   MHI – Mini Hang Seng  02/01/19   HKD 20,388 HKD 16,310
HKEX   HHI – H-share  02/01/19   HKD 40,166 HKD 32,132
HKEX   MCH – MINI H-share  02/01/19   HKD 8,033 HKD 6,426
SGX   IN – S&P CNX Nifty  12/10/18   USD 935 USD 850
SGX   SG – MSCI  07/12/18   SGD 1,650 SGD 1,500
SGX   NK – Nikkei 225  11/01/19   JPY 594,000 JPY 540,000
SGX   TW – MSCI Taiwan  02/01/19   USD 1,980 USD 1,800
SGX   CN – FTSE China A50  12/02/18   USD 880 USD 800
TOCOM   81 – Rubber  04/01/19   JPY 40,000 JPY 40,000
TOCOM   JGA – Gold  16/01/19   JPY 72,000 JPY 72,000
CBOT   YM – E Mini Dow ($5)  31/12/18   USD 6,490 USD 5,900
CBOT   ZM – Soybean Meal Futures  14/01/19   USD 1,320 USD 1,200
CBOT   ZS – Soybean  14/01/19   USD 1,925 USD 1,750
CBOT   ZL – Soybean Oil  14/01/19   USD 495 USD 450
CBOT   ZC – Corn Futures  14/01/19   USD 770 USD 700
CBOT   ZW – Wheat Futures  11/10/18   USD 1,375 USD 1,250
CBOT   ZT – 2 years US Treasury Note  09/01/19   USD 572 USD 520
CBOT   ZF – 5 years US Treasury Note  09/01/19   USD 814 USD 740
CBOT   ZN – 10 years US Treasury Note  09/01/19   USD 1,265 USD 1,150
CBOT   ZB – 30 years US Treasury Bond  10/12/18   USD 2,805 USD 2,550
CME   NQ – E-Mini NASDAQ 100  31/12/18   USD 8,360 USD 7,600
CME   GE – Eurodollar  08/01/19   USD 555.50 USD 505
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  05/12/18   USD 4,702.50 USD 4,275
NYMEX   QM – E-Mini Crude Oil  05/12/18   USD 2,350.70 USD 2,137
NYMEX   BZ – Brent Oil Last Day  28/11/18   USD 5,087.50 USD 4,625
NYMEX   NG – Natural Gas  16/01/19   USD 4,620 USD 4,200
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  20/12/18   USD 4,500 USD 4,500
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