Anyone trade Canadian Index futures ?

Discussion in 'Index Futures' started by Pager, Mar 4, 2009.

  1. Pager


    I have been looking at adding the S&P Canada60 (SXF) to the markets i trade but apart from the Montreal exchanges website can find very little about this contract, anyone trade this market ?, volumes are OK and it may be worth a look.

    IB charge C$2-40 per side

    Any info appreciated, particualy in regard to if slippage is an issue when a stop loss is hit, how much should i allow for backtesting a simple day system ?, i trade the Hang Seng and its unusual not to get slippage were as in the ES I'm usually stopped at my price.

    For anyone else interested here's a link to the Montreal exchange