Rulebooks: Contents

Rulebooks
Mainboard Rules
Catalist Rules
SGX-ST Rules
Chapter 1 General
Chapter 2 Admission and Registration of Trading Members, Chief Executive Officers and Trading Representatives
Chapter 3 Capital and Financial Requirements
Chapter 4 Operational Requirements
Chapter 5 Trading Practices and Conduct
Chapter 6 Designated Market-Makers
Chapter 7 Listing and Quotation
Chapter 8 Trading
Chapter 9 Settlement
Chapter 10 Requirements on Specific Securities and Futures Contracts
Chapter 11 Cancellation of Contracts and Trades
Chapter 12 Supervision and Enforcement
Chapter 13 Definitions and Interpretation
Directives
Regulatory Notices
Practice Notes
Schedule A
CDP Clearing Rules
CDP Settlement Rules
DVP Rules [Entire Rulebook has been deleted]
CDP Depository Rules
Futures Trading Rules
SGX-DC Clearing Rules
SIAC DT Arbitration Rules
SIAC DC Arbitration Rules
Archive
Rule Amendments

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  • 10.10 Capital Requirement for Marginable Futures Contracts

    • 10.10.1

      For the purpose of calculating counterparty risk requirements under the RBC Notice:

      (a) "margin deficiency" referred to in the RBC Notice is the amount required for the Customer Asset Value to meet the Variation Margin and Maintenance Margin, and in the case where Customer Asset Value is not sufficient to meet Variation Margin, the margin deficiency is the amount of Maintenance Margin; and
      (b) "negative equity" referred to in the RBC Notice is the amount required for the Customer Asset Value to meet the Variation Margin.

      Added on 3 June 2019.

    • 10.10.2

      A Trading Member shall compute Total Risk Requirement for Marginable Futures Contracts in the same manner as prescribed in the RBC Notice.

      Added on 3 June 2019.