Margin_Rate_160615x TMB 80 Margin 160615En
User Manual: TMB-80
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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
(Translation)
Notification of Margin Rates
1. Index Market
Futures
BANK 17,000 4,250
COMM 7,200 1,800
ENERG 5,900 1,475
FOOD 2,300 575
ICT 5,400 1,350
SET50 5,000 1,250
Options
SET50 2,000
2. Metal Market
Futures
50 Baht Gold 20,000 5,000
10 Baht Gold 4,000 1,000
3. Energy Market
Futures
Brent Crude Oil 15,000 3,750
4. Currency Market
Futures
USD 240 60
5. Interest Rate Market
Futures
5Y Government Bond 4,900 1,225
3M BIBOR 800
Underlying Maintenance Margin
(per contract)
Inter-month Spread
Maintenance Margin
Short Options
Minimum Charge
6. Stock Market
Futures
AAV 300 75
ADVANC 9,300 2,325
AMATA 700 175
AOT 11,000 2,750
AP (For series Z15 onwards) 300 75
BANPU
1,600 400
BAY
4,100 1,025
BBL
4,500 1,125
BCH
300 75
BCP
1,500 375
BDMS
600 150
BECL
1,800 450
BH
9,000 2,250
BJC
1,600 400
BLA (For series Z15 onwards)
2,200 550
BLAND 72 18
BTS
320 80
CENTEL
2,000 500
CK 1,600 400
CPALL
1,900 475
CPF
1,200 300
CPN 1,800 450
DTAC
4,200 1,050
HEMRAJ 200 50
HMPRO (For series M16 onwards)
320 80
INTUCH
2,000 500
IRPC
320 80
ITD
700 175
IVL
1,400 350
JAS
500 125
KBANK
7,200 1,800
KKP
1,100 275
KTB
1,000 250
LH
500 125
LPN 760 190
Underlying Maintenance Margin
(per contract)
Inter-month Spread
Maintenance Margin
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.
MAJOR
1,600 400
MINT (For series M16 onwards)
1,200 300
PS
1,600 400
PTT
11,900 2,975
PTTEP
5,700 1,425
PTTGC
2,300 575
QH (For series M16 onwards)
154 39
RATCH
1,800 450
ROBINS
2,000 500
SCB
5,500 1,375
SCC
18,000 4,500
SIRI (For series Z15 onwards) 100 25
SPALI 1,200 300
STA
800 200
STEC 1,200 300
TCAP
900 225
THAI
900 225
THCOM
1,900 475
TMB
140 35
TOP
3,000 750
TPIPL (For series Z15 onwards)
240 60
TRUE (For series U15 onwards)
700 175
TTA (For series H16 onwards)
620 155
TUF (For series H16 onwards)
880 220
TVO
400 100
Underlying Maintenance Margin
(per contract)
Inter-month Spread
Maintenance Margin
Short Options
Minimum Charge
Combined Commodity Delta Ratio Side of Leg Combined Commodity Delta Ratio Side of Leg
I01 70% ENERG 1 A SET50 1 B
I01 60% COMM 1 A SET50 1 B
I01 60% ICT 1 A SET50 1 B
S01 40% DTAC 1 A INTUCH 1 B
S01 30% ADVANC 1 A DTAC 3 B
S02 70% CK 1 A STEC 1 B
S02 70% STEC 1 A SIRI 11 B
S02 70% ITD 1 A BLAND 5 B
S02 60% CK 1 A ITD 3 B
S02
60%
CK
1
A
SIRI
14
B
S02 60% CK 1 A BLAND 17 B
S02 60% STEC 1 A ITD 3 B
S02 60% STEC 1 A BLAND 14 B
S02
60%
ITD
1
A
SIRI
4
B
S02 50% QH 1 A SIRI 2 B
S02 30% STEC 1 A LH 2 B
S13
60%
KBANK
1
A
BBL
1
B
S13 60% KBANK 1 A KTB 11 B
S13 60% KBANK 1 A TMB 80 B
S13
60%
KTB
1
A
TMB
8
B
S13 50% BBL 1 A TMB 72 B
Leg 1 Leg 2
Inter-Commodity Spread Credit
CC Group Credit Rate (%)