SGX support is added to the MSI H170 Gaming M3 board (https://www.msi.com/Motherboard/H170-GAMING-M3.html) after latest bios update (out of the box board had no support to enable SGX in the BIOS).
Tested with Skylake Core i7 6700 CPU after enabling sgx in the bios.
Output of the test program -
....
Extended feature bits (EAX=07H, ECX=0H)
eax: 0 ebx: 29c6fbf ecx: 0 edx: 0
sgx available: 1

CPUID Leaf 12H, Sub-Leaf 0 of Intel SGX Capabilities (EAX=12H,ECX=0)
eax: 1 ebx: 0 ecx: 0 edx: 241f
sgx 1 supported: 1
sgx 2 supported: 0
MaxEnclaveSize_Not64: 1f
MaxEnclaveSize_64: 24

CPUID Leaf 12H, Sub-Leaf 1 of Intel SGX Capabilities (EAX=12H,ECX=1)
eax: 36 ebx: 0 ecx: 1f edx: 0

CPUID Leaf 12H, Sub-Leaf 2 of Intel SGX Capabilities (EAX=12H,ECX=2)
eax: 70200001 ebx: 0 ecx: 5d80001 edx: 0

CPUID Leaf 12H, Sub-Leaf 3 of Intel SGX Capabilities (EAX=12H,ECX=3)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 4 of Intel SGX Capabilities (EAX=12H,ECX=4)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 5 of Intel SGX Capabilities (EAX=12H,ECX=5)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 6 of Intel SGX Capabilities (EAX=12H,ECX=6)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 7 of Intel SGX Capabilities (EAX=12H,ECX=7)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 8 of Intel SGX Capabilities (EAX=12H,ECX=8)
eax: 0 ebx: 0 ecx: 0 edx: 0

CPUID Leaf 12H, Sub-Leaf 9 of Intel SGX Capabilities (EAX=12H,ECX=9)
eax: 0 ebx: 0 ecx: 0 edx: 0