OSC STAFF NOTICE OF REQUEST FOR COMMENT
CANADIAN DERIVATIVES CLEARING CORPORATION (CDCC)
PROPOSED AMENDMENTS TO THE RULES OF CDCC WITH RESPECT TO THE CGZ FUTURES CONTRACT
The Ontario Securities Commission is publishing for public comment the proposed amendments to the CDCC Rules with respect to the Two-Year Government of Canada bond futures (“CGZ”) contract.
The purpose of the proposed amendments is to modify the nominal value of the CGZ futures from C$200,000 to C$100,000 of Government of Canada bonds with a 6% notional coupon.
The comment period ends on September 18, 2020.