[NOTIFICATION] Issuance of Margin Levels for Commodity Trading, Crude Oil Futures Trading at MXV

MARGIN LEVEL OF FUTURE CONTRACT TRADE OF COMMODITIES AT MERCANTILE EXCHANGE OF VIETNAM

(Decision No.941/QĐ/TGĐ-MXV of the General Director of Mercantile Exchange of Vietnam, as of Dec 16, 2022)

1. List of inter-term margin levels for Crude Oil items
2. WTI Crude Oil

No	Names of commodities	Commodity group	Foreign Commodity Exchange	Term begins	Term expired	Initial Margin
1	WTI Crude Oil	Energy	NYMEX	01/2023	02/2023	7,15	USD
2				01/2023	03/2023	1,155	USD
3				01/2023	04/2023	1,595	USD
4				01/2023	05/2023	1,990	USD
5				01/2023	06/2023	2,310	USD
6				01/2023	07/2023	2,530	USD
7				01/2023	08/2023	2,750	USD
8				01/2023	09/2023	2,970	USD
9				01/2023	10/2023	3,190	USD
10				01/2023	11/2023	3,410	USD
11				01/2023	12/2023	3,520	USD
12				02/2023	03/2023	578	USD
13				02/2023	04/2023	1,100	USD
14				02/2023	05/2023	1,485	USD
15				02/2023	06/2023	1,870	USD
16				02/2023	07/2023	2,090	USD
17				02/2023	08/2023	2,310	USD
18				02/2023	09/2023	2,530	USD
19				02/2023	10/2023	2,750	USD
20				02/2023	11/2023	2,860	USD
21				02/2023	12/2023	3,080	USD
22				03/2023	04/2023	523	USD
23				03/2023	05/2023	935	USD
24				03/2023	06/2023	1,285	USD
25				03/2023	07/2023	1,540	USD
26				03/2023	08/2023	1,870	USD
27				03/2023	09/2023	2,090	USD
28				03/2023	10/2023	2,200	USD
29				03/2023	11/2023	2,310	USD
30				03/2023	12/2023	2,420	USD
31				04/2023	05/2023	413	USD
32				04/2023	06/2023	825	USD
33				04/2023	07/2023	1,100	USD
34				04/2023	08/2023	1,320	USD
35				04/2023	09/2023	1,540	USD
36				04/2023	10/2023	1,760	USD
37				04/2023	11/2023	1,980	USD
38				04/2023	12/2023	2,200	USD
39				05/2023	06/2023	385	USD
40				05/2023	07/2023	660	USD
41				05/2023	08/2023	935	USD
42				05/2023	09/2023	1,210	USD
43				05/2023	10/2023	1,430	USD
44				05/2023	11/2023	1,650	USD
45				05/2023	12/2023	1,870	USD
46				06/2023	07/2023	330	USD
47				06/2023	08/2023	605	USD
48				06/2023	09/2023	853	USD
49				06/2023	10/2023	1,100	USD
50				06/2023	11/2023	1,320	USD
51				06/2023	12/2023	1,540	USD
52				07/2023	08/2023	303	USD
53				07/2023	09/2023	550	USD
54				07/2023	10/2023	743	USD
55				07/2023	11/2023	990	USD
56				07/2023	12/2023	1,210	USD
57				08/2023	09/2023	275	USD
58				08/2023	10/2023	495	USD
59				08/2023	11/2023	715	USD
60				08/2023	12/2023	880	USD
61				09/2023	10/2023	220	USD
62				09/2023	11/2023	440	USD
63				09/2023	12/2023	633	USD
64				10/2023	11/2023	220	USD
65	10/2023	12/2023	413	USD
66	11/2023	12/2023	226	USD

2. Brent Crude Oil

No	Names of commodities	Commodity group	Foreign Commodity Exchange	Term begins	Term expired	Initial Margin
1	Brent Crude Oil	Energy	ICE EU	02/2023	03/2023	991	USD
2				02/2023	04/2023	1,155	USD
3				02/2023	05/2023	1,880	USD
4				02/2023	06/2023	2,140	USD
5				02/2023	07/2023	2,705	USD
6				02/2023	08/2023	2,705	USD
7				02/2023	09/2023	3,129	USD
8				02/2023	10/2023	3,129	USD
9				02/2023	11/2023	3,565	USD
10				02/2023	12/2023	3,577	USD
11				02/2023	01/2024	3,577	USD
12				03/2023	04/2023	669	USD
13				03/2023	05/2023	1,217	USD
14				03/2023	06/2023	1,504	USD
15				03/2023	07/2023	2,112	USD
16				03/2023	08/2023	2,112	USD
17				03/2023	09/2023	2,509	USD
18				03/2023	10/2023	2,509	USD
19				03/2023	11/2023	3,049	USD
20				03/2023	12/2023	3,004	USD
21				03/2023	01/2024	3,049	USD
22				04/2023	05/2023	498	USD
23				04/2023	06/2023	793	USD
24				04/2023	07/2023	1,332	USD
25				04/2023	08/2023	1,412	USD
26				04/2023	09/2023	1,893	USD
27				04/2023	10/2023	1,893	USD
28				04/2023	11/2023	2,388	USD
29				04/2023	12/2023	2,388	USD
30				04/2023	01/2024	2,388	USD
31				05/2023	06/2023	391	USD
32				05/2023	07/2023	837	USD
33				05/2023	08/2023	958	USD
34				05/2023	09/2023	1,450	USD
35				05/2023	10/2023	1,450	USD
36				05/2023	11/2023	1,893	USD
37				05/2023	12/2023	1,984	USD
38				05/2023	01/2024	1,984	USD
39				06/2023	07/2023	837	USD
40				06/2023	08/2023	837	USD
41				06/2023	09/2023	1,398	USD
42				06/2023	10/2023	1,450	USD
43				06/2023	11/2023	1,984	USD
44				06/2023	12/2023	1,893	USD
45				06/2023	01/2024	1,984	USD
46				07/2023	08/2023	285	USD
47				07/2023	09/2023	562	USD
48				07/2023	10/2023	760	USD
49				07/2023	11/2023	1,312	USD
50				07/2023	12/2023	1,312	USD
51				07/2023	01/2024	1,312	USD
52				08/2023	09/2023	562	USD
53				08/2023	10/2023	562	USD
54				08/2023	11/2023	1,057	USD
55				08/2023	12/2023	1,312	USD
56				08/2023	01/2024	1,312	USD
57				09/2023	10/2023	217	USD
58				09/2023	11/2023	496	USD
59				09/2023	12/2023	551	USD
60				09/2023	01/2024	756	USD
61				10/2023	11/2023	496	USD
62				10/2023	12/2023	496	USD
63				10/2023	01/2024	546	USD
64				11/2023	12/2023	177	USD
65	11/2023	01/2024	358	USD
66	12/2023	01/2024	184	USD

Note: Other cases as prescribed by the relevant overseas commodity exchange

1. List of Initial Margin Levels by Maturity of Crude Oil
2. WTI Crude Oil

No	Names of commodities	Commodity code	Commodity group	Foreign Commodity Exchange	Period of contract	Initial Margin
1	WTI Crude Oil	CLE	Energy	NYMEX	01/2023	7700	USD
2					02/2023	7480	USD
3					03/2023	7260	USD
4					04/2023	7040	USD
5					05/2023	6710	USD
6					06/2023	6600	USD
7					07/2023	6380	USD
8					08/2023	6160	USD
9					09/2023	6050	USD
10					10/2023	5940	USD
11					11/2023	5830	USD
12					12/2023	5610	USD

 

2. Brent Crude Oil

No	Names of commodities	Commodity code	Commodity group	Foreign Commodity Exchange	Period of contract	Initial Margin
1	Brent Crude Oil	QO	Energy	ICE EU	02/2023	10,791	USD
2					03/2023	10,230	USD
3					04/2023	9,614	USD
4					05/2023	9,119	USD
5					06/2023	9,119	USD
6					07/2023	8,283	USD
7					08/2023	8,283	USD
8					09/2023	7,722	USD
9					10/2023	7,722	USD
10					11/2023	7,227	USD
11					12/2023	7,227	USD
12					01/2024	7,227	USD