Global Futures Margin Requirement
Update:15-6-2017
Index Futures
Contract, Margin Details
Products
* (Margin level subjects to latest changes in relevant exchanges)
Exchanges Futures Trader
Contract Size
Initial Margin
Mainteance
Minimum
{Electronic Trading Hours} [Outcry Trading Hours]
(USD)
Margin (USD)
Price Fluctuations
HKT, Summer Time (Winter Time - 1 Hour Delayed)
USD 10 x Index
8,580
7,800
1 = USD 10
{0430-0530, 0600-2115} [2130-0415]
Product Code
USA
Dow Jones (DJIA - $10)
CBOT
DJ
Mini Dow Jones (DJIA - $5)
CBOT
YM
USD 5 x Index
4,296
3,566
1 = USD 5
{0430-0530, 0600-0415}
S&P 500
CME
SP
USD 250 x Index
26,620
22,095
0.1 = USD 25
{0430-0530, 0600-2115} [2130-0415]
Mini S&P 500
CME
ES
USD 50 x Index
5,324
4,419
0.25 = USD 12.5
{0430-0530, 0600-0415}
Nasdaq-100
CME
ND
USD 100 x Index
18,150
16,500
0.25 = USD 25
{0430-0530, 0600-2115} [2130-0415]
Mini Nasdaq-100
CME
NQ
USD 20 x Index
4,719
3,917
0.25 = USD 5
{0430-0530, 0600-0415}
US Index
ICE
DX
US1000 x Index
2,420
2,201
0.005 = USD5
{0800-0600}
Germany DAX Futures
EUREX
FDAX
EUR 25 x Index
EUR 28,956
EUR 24,324
0.5 = EUR 12.5
1350 - 0400
DJ Euro StoXX Futures
EUREX
FESX
EUR 10 x Index
EUR 3,540
EUR 2,974
1 = EUR 10
1350 - 0400
FTSE 100 INDEX
LIFFE
FFI
GBP10 x INDEX
GBP 4,931
GBP 4,143
0.5=GBP 5
{1330-1500, 1500-0030}
SGX
SSI
JPY 500 x Index
JPY 462,000
JPY 388,080
5 = JPY 2,500
0745 - 1430, 1530-2255 (No Winter Time)
Nikkei 225 Stock Index
CME
NIY
JPY 500 x Index
JPY 532,400
JPY 441,892
5 = JPY 2,500
1900-0415, 0430-0530
MSCI Taiwan Index
SGX
STW
USD 100 x Index
1,716
1,442
0.1 = USD 10
0845-1350, 1445-2255 (No Winter Time)
Europe
Asia
Nikkei 225 Stock Index
新鴻基期貨有限公司
總辦事處：香港銅鑼灣希慎道33號利園28樓
電話︰(852) 3920 2888
傳真︰(852) 3920 2789
網址︰http://www.shkf.com
SUN HUNG KAI COMMODITIES LIMITED
Head Office :28/F, The Lee Gardens, 33 Hysan Avenue, Causeway Bay, Hong Kong
General Line : (852) 3920 2888
Fax : (852) 3920 2789
Website : http://www.shkf.com
SCO 504 09/07
1
Currency Futures
Contract, Margin Details
Products
* (Margin level subjects to latest changes in relevant exchanges)
Exchanges Futures Trader
Contract Size
Product Code
Initial Margin
Mainteance
Minimum
(USD)
Margin (USD)
Price Fluctuations
Trading Hours - HKT, Summer Time
(Winter Time - 1 Hour Delayed)
Euro FX
CME
6E
EUR 125,000
2,541
2,110
0.0001= USD12.50
0600 - 0500
British Pound
CME
6B
GBP 62,500
2,541
2,110
0.0001= USD6.25
0600 - 0500
Japanese Yen
CME
6J
JPY 12,500,000
3,630
3,013
0.000001= USD12.50
0600 - 0500
Swiss Franc
CME
6S
CHF 125,000
3,782
3,140
0.0001= USD12.50
0600 - 0500
Australian Dollar
CME
6A
AUD 100,000
1,573
1,306
0.0001= USD10
0600 - 0500
New Zealand Dollar
CME
6N
NZD 100,000
1,573
1,306
0.0001= USD10
0600 - 0500
Canadian Dollar
CME
6C
CAD 100,000
1,150
955
0.0001= USD10
0600 - 0500
Chinese RMB / USD
CME
RMB
RMB 1,000,000
2,723
2,261
0.00001= USD10
0700 - 0600
Energy and Metal Futures
Contract, Margin Details
Products
* (Margin level subjects to latest changes in relevant exchanges)
Exchanges Futures Trader
Contract Size
Product Code
Initial Margin
Mainteance
Minimum
Trading Hours - HKT, Summer Time
(USD)
Margin (USD)
Price Fluctuations
(Winter Time - 1 Hour Delayed)
Crude Oil
NYMEX
CL
1,000 Barrels
3,267
2,712
0.01 = USD 10
0600 - 0515
MiNY Crude Oil
NYMEX
QM
500 Barrels
1,634
1,357
0.025 = USD 12.5
0600 - 0515
Heating Oil
NYMEX
HO
42,000 Gallons
4,719
3,775
0.0001 = USD 4.2
0600 - 0515
COMEX Gold
NYMEX
GC
100 oz
4,780
3,968
0.1 = USD 10
0600 - 0515
Gold -NYSE Liffe U.S.
NYSE
ZG
100 oz
7,920
6,336
0.1 = USD 10
0716 - 0500
COMEX Silver
NYMEX
SI
5,000 oz
6,050
5,022
0.005 = USD 25
0600 - 0515
Silver -NYSE Liffe U.S.
NYSE
ZI
5,000 oz
10,890
8,712
0.001 = USD 5
0716 - 0500
COMEX Copper
NYMEX
HG
25,000 Pounds
3,328
2,763
0.0005 = USD 12.5
0600 - 0515
Platinum
NYMEX
PL
50 oz
2,299
1,909
0.1 = USD 5
0600 - 0515
Palladium
NYMEX
PA
100 oz
4,840
4,018
0.05 = USD 5
0600 - 0515
新鴻基期貨有限公司
總辦事處：香港銅鑼灣希慎道33號利園28樓
電話︰(852) 3920 2888
傳真︰(852) 3920 2789
網址︰http://www.shkf.com
SUN HUNG KAI COMMODITIES LIMITED
Head Office :28/F, The Lee Gardens, 33 Hysan Avenue, Causeway Bay, Hong Kong
General Line : (852) 3920 2888
Fax : (852) 3920 2789
Website : http://www.shkf.com
SCO 504 09/07
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Products
Exchanges Futures Trader
Contract Size
Product Code
Initial Margin
Mainteance
Minimum
Trading Hours - HKT, Summer Time
(USD)
Margin (USD)
Price Fluctuations
(Winter Time - 1 Hour Delayed)
Aluminium - 3m
LME
LAH3M
25 Tonnes
2,856
2,400
0.25=USD6.25
0800-0200
Copper - 3m
LME
LCA3M
25 Tonnes
15,330
12,878
0.25=USD6.25
0800-0200
Lead - 3m
LME
LPB3M
25 Tonnes
5,940
4,990
0.25=USD6.25
0800-0200
Nickel - 3m
LME
LNI3M
6 Tonnes
9,634
8,093
1=USD6
0800-0200
Tin - 3m
LME
LSN3M
5 Tonnes
13,680
10,944
1=USD5
0800-0200
Zinc - 3m
LME
LZS3M
25 Tonnes
4,680
3,932
0.25=USD6.25
0800-0200
Contract Size
Initial Margin
Mainteance
Minimum
Trading Hours - HKT, Summer Time
Price Fluctuations
(Winter Time - 1 Hour Delayed)
Commodities Futures
Contract, Margin Details
Products
* (Margin level subjects to latest changes in relevant exchanges)
Exchanges Futures Trader
(USD)
Margin (USD)
Sugar #11
ICE
SB
Product Code
112,000 Pounds
1,848
1,553
0.0001 = USD 11.2
1530 - 0200
Coffee
ICE
KC
37,500 Pounds
3,564
2,994
0.0005 = USD 18.75
1530 - 0200
Cocoa
ICE
CC
10 Tonnes
1,716
1,442
1 = USD 10
1600 - 0200
Cotton #2
ICE
CT
50,000Pounds
3,036
2,551
0.0001 = USD 5
0900 - 0230
Orange Juice
ICE
OJ
15,000Pounds
2,114
1,776
0.0005 = USD 7.5
2000 - 0200
Wheat
CBOT
ZW
5,000 Bushels
1,452
1,206
0.0025= USD12.5
0700 - 2015, 2230 - 0215
Corn
CBOT
ZC
5,000 Bushels
1,029
855
0.0025= USD12.5
0700 - 2015, 2230 - 0215
Soybeans
CBOT
ZS
5,000 Bushels
2,541
2,110
0.0025= USD12.5
0700 - 2015, 2230 - 0215
Soybean Oil
CBOT
ZL
60,000Pounds
1,029
855
0.0001= USD6
0700 - 2015, 2230 - 0215
Soybean Meal
CBOT
ZM
100 Tonnes
2,178
1,808
0.1= USD10
0700 - 2015, 2230 - 0215
Rough Rice
CBOT
ZR
2,000 Hundredweights
999
830
0.05= USD10
0700 - 2015, 2230 - 0215
新鴻基期貨有限公司
總辦事處：香港銅鑼灣希慎道33號利園28樓
電話︰(852) 3920 2888
傳真︰(852) 3920 2789
網址︰http://www.shkf.com
SUN HUNG KAI COMMODITIES LIMITED
Head Office :28/F, The Lee Gardens, 33 Hysan Avenue, Causeway Bay, Hong Kong
General Line : (852) 3920 2888
Fax : (852) 3920 2789
Website : http://www.shkf.com
SCO 504 09/07
3
Interest Rate Futures
Contract, Margin Details
Products
* (Margin level subjects to latest changes in relevant exchanges)
Exchanges Futures Trader
Contract Size
Product Code
Initial Margin
Mainteance
Minimum
(USD)
Margin (USD)
Price Fluctuations
Trading Hours - HKT, Summer Time
(Winter Time - 1 Hour Delayed)
US T-Bonds (30years)
CBOT
ZB
USD 100,000
4,235
3,516
1/64 = USD 15.625
0630 - 0500
US T-Notes (10years)
CBOT
ZN
USD 100,000
1,573
1,306
1/64 = USD 15.625
0630 - 0500
Disclaimer:
The margin table is provided by Sun Hung Kai Commodities Limited. Sun Hung Kai Commodities Limited is a licensed corporation for Type 2 regulated activity (dealing in futures contracts) under the Securities and Futures
Ordinance.
The information in the Margin Table is for general reference only and the information contained therein may NOT be up-to-date. It is our intention to update the information monthly. In the interval between the monthly updates,
the relevant information may have been changed. Furthermore, due to market fluctuation or change in exchange requirements, the margin requirements relating to particular contracts may be subject to sudden changes with
very short notice or without notice at all.
We make NO warranty whatsoever as to the accuracy, completeness and timeliess of the information contained in the Margin Table. We DISCLAIM ALL OF OUR LIABILITY whatsoever in relation to the information contained
therein. You should not rely on the information contained therein for trading purpose or any other purpose.
新鴻基期貨有限公司
總辦事處：香港銅鑼灣希慎道33號利園28樓
電話︰(852) 3920 2888
傳真︰(852) 3920 2789
網址︰http://www.shkf.com
SUN HUNG KAI COMMODITIES LIMITED
Head Office :28/F, The Lee Gardens, 33 Hysan Avenue, Causeway Bay, Hong Kong
General Line : (852) 3920 2888
Fax : (852) 3920 2789
Website : http://www.shkf.com
SCO 504 09/07
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