Is monitor required as well?

Intel Core i5 6500 - RM 824
Gigabyte H170N-WiFi - RM 536
Corsair 8GB DDR4 2133MHz Value RAM - RM 130
Zotac GTX1060 6GB GDDR5 AMP! - RM 1399
Kingston SSDNow UV400 240GB SSD - RM 255
WD Blue 1TB HDD - RM 209
Seasonic M12II EVO 620W - RM 363
Fractal Design Define Nano S - RM 339

Total: RM 4055 (ETech price inclusive of GST)

Need to add around RM 400, assuming you get the cheapest mITX Z170 mobo i.e Gigabyte Z170N-Gaming 5 but the review for this mobo is quite negative, especially the VRM and heatsink design part which will eventually lead to high temperature when overclocked and it comes with 5 VRM only.

If you op to get a better mobo from Asus, i.e Asus Z170I Pro Gaming, then you need to add another RM 100+/- on top of it.

If you go for OC build, try to pair the CPU with high speed RAM too, i.e 3000MHz RAM, Skylake CPUs do show some significant performance bumps when paired with high speed RAM, but this requires a top up of nearly RM 150+/- as well.

OC doesn't guarantee performance gain in gaming, some do show some performance gains in CPU demanding titles like GTA V, some don't benefit from OC at all, the price/performance ratio is pretty bad if only gaming is involved.