Margin_Rate_160615x TMB 80 Margin 160615En
User Manual: TMB-80
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(Translation) Notification of Thailand Clearing House Co., Ltd. Re: Margins Rates Whereas TCH’s Regulation 502 prescribes that the member shall place margins in accordance with types and rates of margins prescribed by TCH, and TCH has issued the notification regarding margin rates, dated April 23, 2015. TCH hereby repeals such notification and prescribes that the members shall instead place margins in accordance with types and rates of margins as follows: 1. Maintenance Margin 2. Inter-Month Spread Maintenance Margin 3. Inter-Commodity Spread Credit This shall come into force from June 22, 2015 onwards. Given on June 16, 2015 (signed) -signature- (Mrs. Udomwara Dechsongjarus) Authorized Person Thailand Clearing House Company Limited Notification of Margin Rates Underlying 1. Index Market Futures BANK COMM ENERG FOOD ICT SET50 Options SET50 2. Metal Market Futures 50 Baht Gold 10 Baht Gold 3. Energy Market Futures Brent Crude Oil 4. Currency Market Futures USD 5. Interest Rate Market Futures 5Y Government Bond 3M BIBOR Maintenance Margin (per contract) Inter-month Spread Maintenance Margin 17,000 7,200 5,900 2,300 5,400 5,000 4,250 1,800 1,475 575 1,350 1,250 Short Options Minimum Charge 2,000 20,000 4,000 5,000 1,000 15,000 3,750 240 60 4,900 800 1,225 Underlying 6. Stock Market Futures AAV ADVANC AMATA AOT AP (For series Z15 onwards) BANPU BAY BBL BCH BCP BDMS BECL BH BJC BLA (For series Z15 onwards) BLAND BTS CENTEL CK CPALL CPF CPN DTAC HEMRAJ HMPRO (For series M16 onwards) INTUCH IRPC ITD IVL JAS KBANK KKP KTB LH LPN Maintenance Margin (per contract) Inter-month Spread Maintenance Margin 300 9,300 700 11,000 300 1,600 4,100 4,500 300 1,500 600 1,800 9,000 1,600 2,200 72 320 2,000 1,600 1,900 1,200 1,800 4,200 200 320 2,000 320 700 1,400 500 7,200 1,100 1,000 500 760 75 2,325 175 2,750 75 400 1,025 1,125 75 375 150 450 2,250 400 550 18 80 500 400 475 300 450 1,050 50 80 500 80 175 350 125 1,800 275 250 125 190 Short Options Minimum Charge Underlying MAJOR MINT (For series M16 onwards) PS PTT PTTEP PTTGC QH (For series M16 onwards) RATCH ROBINS SCB SCC SIRI (For series Z15 onwards) SPALI STA STEC TCAP THAI THCOM TMB TOP TPIPL (For series Z15 onwards) TRUE (For series U15 onwards) TTA (For series H16 onwards) TUF (For series H16 onwards) TVO Maintenance Margin (per contract) 1,600 1,200 1,600 11,900 5,700 2,300 154 1,800 2,000 5,500 18,000 100 1,200 800 1,200 900 900 1,900 140 3,000 240 700 620 880 400 Inter-month Spread Maintenance Margin 400 300 400 2,975 1,425 575 39 450 500 1,375 4,500 25 300 200 300 225 225 475 35 750 60 175 155 220 100 Short Options Minimum Charge Note: In case where TFEX adjusts the contract resulting from a company issuing the underlying takes corporate action or corporate entitlement, TCH may adjust margin rate of Single Stock Futures, and TCH will occasionally announce the adjustment of margin rate. Inter-Commodity Spread Credit CC Group Credit Rate (%) I01 I01 I01 S01 S01 S02 S02 S02 S02 S02 S02 S02 S02 S02 S02 S02 S13 S13 S13 S13 S13 70% 60% 60% 40% 30% 70% 70% 70% 60% 60% 60% 60% 60% 60% 50% 30% 60% 60% 60% 60% 50% Leg 1 Leg 2 Combined Commodity Delta Ratio ENERG COMM ICT DTAC ADVANC CK STEC ITD CK CK CK STEC STEC ITD QH STEC KBANK KBANK KBANK KTB BBL 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Side of Leg Combined Commodity Delta Ratio Side of Leg A A A A A A A A A A A A A A A A A A A A A SET50 SET50 SET50 INTUCH DTAC STEC SIRI BLAND ITD SIRI BLAND ITD BLAND SIRI SIRI LH BBL KTB TMB TMB TMB 1 1 1 1 3 1 11 5 3 14 17 3 14 4 2 2 1 11 80 8 72 B B B B B B B B B B B B B B B B B B B B B
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