SXFTM – S&P Canada 60 Index Futures
Trading Unit
Size: C$200 X the futures value
Contract Months
March, June, September and December.
Price Quotation
Quoted in index points, expressed to two decimals.
Last Trading Day
Trading ceases on the trading day prior to the Final Settlement Day.
Final Settlement Day
The 3rd Friday of the contract month, providing it be a business day; if not, the 1st preceding day.
Contract Type
Cash settlement. The final settlement price is the Official Opening Level of the underlying index on the Final Settlement Day.
Price Fluctuation
0.10 index points for outright positions
0.01 index points for calendar spreads
0.01 index points for calendar spreads
Reporting Limit
1,000 net long or short in all contract months combined.
Price Limits
A trading halt will be invoked in conjunction with the triggering of "circuit breaker" in the underlying stocks.
Trading Hours (Montréal time)
9:30 a.m. to 4:15 p.m.
TopUseful Publication
Trading Strategies
