Margin Rates

Please note:

  • Files are only available in CSV format.
  • Margin values for outright contracts of COA, CRA, and SDV are given per expiry, while margin values for COA, CRA, SDV, and SXF strategies (Inter-Months and Butterflies) are given per strategy.
  • According to the terms of their admission to the Bourse, Foreign Approved Participants (FAPs) are exempt from the margin and capital Rules and Policies of the Bourse. FAPs are therefore exempt from the Bourse requirement to apply the Futures contract margin rate produced by the Regulation Division.
  • For the purpose of monitoring intraday margins requirements, the margins on futures contracts executed through the Basis Trade on Close ("BTC") functionality are identical to the margins required for their respective associated futures contracts.
  • The Bourse deems it is permissible to provide margin relief for fully offset SXF-SXM combinations with the same expiry month, for Client accounts of Approved Participants. For example, if a Client account holds 4 SXM against 1 SXF, there is margin relief provided that both contracts have the same expiry month. See circular 019-20 for further details.

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