OSC Staff Notice of Request for Comment – Proposed Amendments to the Rules of CDCC with Respect to the CGZ Futures Contract – Canadian Derivatives Clearing Corporation (CDCC)

 
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.

A copy of the CDCC Notice is published on our website at www.osc.gov.on.ca.