Effective Sunday, July 10 (trade date Monday, July 11), the minimum price increment for the Canadian Dollar/U.S. Dollar futures will be changed from .0001 to .00005 commencing with the September 2016 maturity and beyond.

Asset Class Navigation

Canadian Dollar Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 11 A All dates 85%
BP - BRITISH POUND FUTURES 17 A All dates
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
JY - JAPANESE YEN FUTURES 23 A All dates
MP - MEXICAN PESO FUTURES 56 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 4 A All dates
EC - EURO FUTURE 32 A All dates
CD - CANADIAN DOLLAR FUTURES 20 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 17 A All dates 85%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 12 A All dates
MP - MEXICAN PESO FUTURES 58 A All dates
JY - JAPANESE YEN FUTURES 24 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
CD - CANADIAN DOLLAR FUTURES 21 A All dates
EC - EURO FUTURE 33 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 20 A All dates 80%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
MP - MEXICAN PESO FUTURES 66 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
EC - EURO FUTURE 38 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 13 A All dates 70%
BP - BRITISH POUND FUTURES 19 A All dates
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
SF - SWISS FRANC FUTURES 6 A All dates
EC - EURO FUTURE 37 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 30%
AD - AUSTRALIAN DOLLAR FUTURES 14 A All dates
CNH - USD/CNH FUTURES 8 A All dates
JY - JAPANESE YEN FUTURES 44 A All dates
CD - CANADIAN DOLLAR FUTURES 27 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 7 A All dates
CME FX FXD - HEDGEABLE FX$INDEX FUTURES Delta 10 A All dates 99%
BP - BRITISH POUND FUTURES 2 B All dates
AD - AUSTRALIAN DOLLAR FUTURES 1 B All dates
JY - JAPANESE YEN FUTURES 1 B All dates
SF - SWISS FRANC FUTURES 1 B All dates
EC - EURO FUTURE 2 B All dates
CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 98%
CD - CANADIAN DOLLAR FUTURES 2 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 2 B All dates
CME FX CC - EC/CD CROSS RATE FUTURE Delta 1 A All dates 98%
CD - CANADIAN DOLLAR FUTURES 1 A All dates
EC - EURO FUTURE 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 55%
CD - CANADIAN DOLLAR FUTURES 2 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 55%
RY - EURO FX/JY FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 55%
CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 A All dates 50%
CD - CANADIAN DOLLAR FUTURES 4 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 49%
NE - NEW ZEALAND FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 46%
UN - NKR/USD FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY Delta 1 A All dates 45%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 45%
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY Delta 1 A All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A All dates 45%
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 5 A All dates 44%
SF - SWISS FRANC FUTURES 6 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 44%
EC - EURO FUTURE 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 42%
BP - BRITISH POUND FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 40%
SJ - SFJY FUTURES 5 B All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A All dates 40%
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 40%
JY - JAPANESE YEN FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 39%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 30%
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A All dates 30%
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
MP - MEXICAN PESO FUTURES 3 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CD - CANADIAN DOLLAR FUTURES 2 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 30%
RMB - U.S. DOLLARRENMINBI FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
KRW - KOREAN WONU.S. DOLLAR FUTURE 1 B All dates