Notice of Commission Approval – Proposed Amendments to the Rules of CDCC to Modify the Nominal Value of the Two-Year Government of Canada Bond Futures – Canadian Derivatives Clearing Corporation (CDCC)

Canadian Derivatives Clearing Corporation rule review

 
In accordance with the Rule Protocol between the Ontario Securities Commission (Commission) and the Canadian Derivatives Clearing Corporation (CDCC), the Commission approved on November 5, 2020 the amendments to the Rules of CDCC modify the nominal value of the Two-Year Government of Canada bond futures (CGZ) from C$200,000 to C$100,000.

A copy of the CDCC notice was published for comment on August 20, 2020 on the Commission's website at: http://www.osc.gov.on.ca. No comments were received.