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
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