BitMEX offers an option to link up to three accounts for an individual. Linked accounts can send funds between each other with no transaction fees. For more information about linked accounts, please check here. These transactions are not sent to the blockchain and are actioned internally at BitMEX.
To transfer funds between linked accounts, please go to the Withdraw page and make a withdrawal from one account to the deposit address of the other account. You can find the deposit address of your other account at the Deposit page.
Make sure to set the Bitcoin Network Fee to 0 as fees are not charged on internal transfers between linked accounts.