Government of Canada bond future first contract month position limit

The Regulatory Division would like to remind approved participants that, as per articles 15608, 15627, 15647 and 15667 of the Rules and Policies of the Bourse, the maximum net Long Position or net Short Position in each Government of Canada bond futures contract which a person may own or control in accordance with article 14157 is the futures contract equivalent of 5% of the total outstanding amount of Government of Canada bonds eligible for delivery for the designated Government of Canada bond futures contracts at the start of trading on the first business day prior to the first delivery notice day of the first contract month.

The position limit for the first contract month becomes effective at 3:00 PM (Montréal Time) on the first business day prior to the first delivery notice day of the first contract month.


2019 / 2018 / 2017 / 2016 / 2015 / 2014

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2019-02-27 08:19 First_Contract_Month_Position_Limit_20190227.xls
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