Global Futures Margin Requirement Update:2-3-2018 Index Futures Products Exchanges Futures Trader Contract Size Initial Margin Mainteance Minimum {Electronic Trading Hours} [Outcry Trading Hours] Product Code (USD) Margin (USD) Price Fluctuations HKT, Summer Time (Winter Time - 1 Hour Delayed) USA Dow Jones (DJIA - $10) CBOT DJ USD 10 x Index 8,580 7,800 1 = USD 10 {0430-0530, 0600-2115} [2130-0415] Mini Dow Jones (DJIA - $5) CBOT YM USD 5 x Index 6,413 5,323 1 = USD 5 {0430-0530, 0600-0415} S&P 500 CME SP USD 250 x Index 35,090 29,125 0.1 = USD 25 {0430-0530, 0600-2115} [2130-0415] Mini S&P 500 CME ES USD 50 x Index 7,018 5,825 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 7,018 5,825 0.25 = USD 5 {0430-0530, 0600-0415} US Index ICE DX US1000 x Index 2,420 2,201 0.005 = USD5 {0800-0600} Europe Germany DAX Futures EUREX FDAX EUR 25 x Index EUR 26,998 EUR 22,679 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 4,264 GBP 3,582 0.5=GBP 5 {1330-1500, 1500-0030} Asia Nikkei 225 Stock Index SGX SSI JPY 500 x Index JPY 528,000 JPY 443,520 5 = JPY 2,500 0745-1430, 1530-2255 (No Winter Time) Nikkei 225 Stock Index CME NIY JPY 500 x Index JPY 629,200 JPY 522,236 5 = JPY 2,500 1900-0415, 0430-0530 MSCI Taiwan Index SGX STW USD 100 x Index 2,112 1,775 0.1 = USD 10 0845-1350, 1445-2255 (No Winter Time) SCO 504 09/07 1
Currency Futures Euro FX CME 6E EUR 125,000 2,541 2,110 0.0001= USD12.50 0600-0500 British Pound CME 6B GBP 62,500 2,178 1,808 0.0001= USD6.25 0600-0500 Japanese Yen CME 6J JPY 12,500,000 2,420 2,009 0.000001= USD12.50 0600-0500 Swiss Franc CME 6S CHF 125,000 3,267 2,712 0.0001= USD12.50 0600-0500 Australian Dollar CME 6A AUD 100,000 1,755 1,457 0.0001= USD10 0600-0500 New Zealand Dollar CME 6N NZD 100,000 1,815 1,507 0.0001= USD10 0600-0500 Canadian Dollar CME 6C CAD 100,000 1,573 1,306 0.0001= USD10 0600-0500 Chinese RMB / USD CME RMB RMB 1,000,000 2,360 1,959 0.00001= USD10 0700-0600 Energy and Metal Futures Crude Oil NYMEX CL 1,000 Barrels 2,541 2,110 0.01 = USD 10 0600-0515 MiNY Crude Oil NYMEX QM 500 Barrels 1,271 1,055 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 4,235 3,388 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 4,356 3,616 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 3,751 3,114 0.0005 = USD 12.5 0600-0515 Platinum NYMEX PL 50 oz 1,815 1,507 0.1 = USD 5 0600-0515 Palladium NYMEX PA 100 oz 6,655 5,524 0.05 = USD 5 0600-0515 2
SCO 504 09/07 Aluminium - 3m LME LAH3M 25 Tonnes 2,856 2,400 0.25=USD6.25 0800-0200 Copper - 3m LME LCA3M 25 Tonnes 15,030 12,626 0.25=USD6.25 0800-0200 Lead - 3m LME LPB3M 25 Tonnes 6,000 5,040 0.25=USD6.25 0800-0200 Nickel - 3m LME LNI3M 6 Tonnes 8,475 7,119 1=USD6 0800-0200 Tin - 3m LME LSN3M 5 Tonnes 13,680 10,944 1=USD5 0800-0200 Zinc - 3m LME LZS3M 25 Tonnes 5,910 4,965 0.25=USD6.25 0800-0200 Commodities Futures Sugar #11 ICE SB 112,000 Pounds 1,258 1,057 0.0001 = USD 11.2 1530-0200 Coffee ICE KC 37,500 Pounds 2,772 2,329 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 2,640 2,218 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 1,210 1,005 0.0025= USD12.5 0700-2015, 2230-0215 Corn CBOT ZC 5,000 Bushels 787 654 0.0025= USD12.5 0700-2015, 2230-0215 Soybeans CBOT ZS 5,000 Bushels 1,694 1,407 0.0025= USD12.5 0700-2015, 2230-0215 Soybean Oil CBOT ZL 60,000Pounds 878 729 0.0001= USD6 0700-2015, 2230-0215 Soybean Meal CBOT ZM 100 Tonnes 1,452 1,206 0.1= USD10 0700-2015, 2230-0215 Rough Rice CBOT ZR 2,000 Hundredweights 1,181 981 0.05= USD10 0700-2015, 2230-0215 3
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Interest Rate Futures US T-Bonds (30years) CBOT ZB USD 100,000 3,267 2,712 1/64 = USD 15.625 0630-0500 US T-Notes (10years) CBOT ZN USD 100,000 1,271 1,055 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. SCO 504 09/07 5