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Futures Margin Rates

Provider: TMX Webstore S3 Delivery

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    CSV

The Futures Margin Rates file is a daily file that provides information regarding the minimum amount of margin required for futures as set out by the Montréal Exchange.

Please with your TMX Webstore account to view pricing information.

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Margins are designed to cover the market risk associated with each participant's position. They are determined using industry-accepted methodologies and designed to provide the desired level of protection to cover market movement on open positions and unsettled operations.

The initial margin represents the amount a client must deposit in his account before entering into position in the market. Maintenance margin is the additional amount to deposit in an account in order to bring it back to the required level following market fluctuations.

Frequency:

Daily

Format:

GZ File

Delivery:

FTP, Email

Pricing: 

Please contact us for pricing information. 

 

Coverage Includes:

 

Three-month Canadian Bankers Acceptance Futures

Three-Month CORRA Futures

Ten-year Government of Canada Bond Futures

30-Year Government of Canada Bond Futures

S&P/TSX Composite Index Mini Futures

S&P/TSX 60 ESG Index Futures

S&P/MX International Cannabis Index Futures

S&P/TSX Global Gold Index Futures

S&P/TSX Capped Financials Index Futures

S&P/TSX 60 Index Futures

S&P/TSX Composite Index Banks (Industry Group) Futures

S&P/TSX 60 Index Mini Futures

S&P/TSX Capped Utilities Index Futures

Canadian Equity Futures 

Canadian Exchange Traded Fund Futures

 

 

Field Names:

MARGIN TYPE

SPREAD CHARGE TYPE

FUTURES CONTRACT

DESCRIPTION

HEDGER MARGIN RATE

SPECULATOR MARGIN RATE

CURRENCY TYPE

TIER

STRATEGY

SPREAD PRIORITY

NB LEGS

LEG 1

LEG 1 RATIO

LEG 1 SYMBOL

LEG 2

LEG 2 RATIO

LEG 2 SYMBOL

LEG 3

LEG 3 RATIO

LEG 3 SYMBOL

Copyright © 2020 TSX Inc. All rights reserved. Do not copy, distribute, sell or modify this document without TSX Inc.’s prior written consent. 

This information is provided for information purposes only. Neither TMX Group Limited nor any of its affiliated companies guarantees the completeness of the information contained in this publication, and we are not responsible for any errors or omissions in or your use of, or reliance on, the information. This publication is not intended to provide legal, accounting, tax, investment, financial or other advice and should not be relied upon for such advice. The information provided is not an invitation to purchase securities listed on Montréal Exchange, Toronto Stock Exchange and/or TSX Venture Exchange. TMX Group and its affiliated companies do not endorse or recommend any securities referenced in this publication. TMX, the TMX design, TMX Datalinx, The Future is Yours to See., and Voir le futur. Réaliser l’avenir. are the trademarks of TSX Inc. Montréal Exchange and MX are the trademarks of Bourse de Montréal Inc. and are used under license. Canadian Derivatives Clearing Corporation and CDCC are the trademarks of Canadian Derivatives Clearing Corporation and are used under license.

There is no specifications file available at this time. Please contact us for more details.

There is no sample file available at this time. Please contact us for more details.

Please with your TMX Webstore account to view pricing information.