Canada S&P/TSX 60 Index (TMX:SXF Futures)



S&P/TSX 60 Index Standard Futures (TMX: SXF) : TMX = Montréal Exchange. Ticker Symbol: SXF, Basis Trade on Close: BSF. Underlying: S&P/TSX 60 Index. Multiplier: C$200 times the S&P/TSX 60 Index Standard Futures contract value. Expiry cycle: March, June, September and December. Price quotation: Quoted in index points, expressed to two decimals. Minimum price fluctuation: a) 0.10 index points for outright positions, b) 0.01 index points for calendar spreads, c) 0.05 index points for outright Basis Trades on Close. Contract type: Cash settlement. The final settlement price is the official opening level of the underlying index on the final settlement day. Last trading day: TTrading ceases on the trading day prior to the final settlement day. Final settlement day: The third Friday of the contract month, provided it is a business day. If it is not a business day, final settlement will occur on the preceding business day. Position reporting threshold: 1,000 futures contracts (standard and mini combined) on the S&P/TSX 60 Index, gross long and short, in all contract months combined. Clearing corporation: Canadian Derivatives Clearing Corporation (CDCC). TMX Futures contracts margin rates can be obtained from the Bourse. Trading hours: Early session 2:00 a.m. ETto 9:15 a.m. ET, Regular session 9:30 a.m. ET to 4:30 p.m. ET, Basis Trades on Close Regular session 9:30 a.m. to 3:30 p.m. ET.

S&P/TSX Composite index (TMX:SCF Futures) : TSX = Toronto Stock Exchange. S&P/TSX 60 Index symbol - Yahoo: TX60.TS, Google: OSP60, Marketwatch: SPTSE. Currency: Canadian dollar (CAD). Including 60 large companies listed on the Toronto Stock Exchange (TSX). Designed to represent leading companies in leading industries. Market Capitalization: Larger companies, as measured by the float adjusted market capitalization, are considered for the S&P/TSX 60 Index. A company's float adjusted market capitalization is calculated by removing control blocks of 10% or more. Maintained by the Canadian S&P Index Committee, a unit of Standard & Poor's.