Contract mechanics · 6C / MCD

6C Tick Size, Tick Value and Contract Specs

The standard outright calculation is 100,000 CAD × 0.00005 USD per CAD = $5. Micro MCD uses a different price grid: 10,000 CAD × 0.0001 = $1. Those two products express the same CAD/USD direction, but their tick counts, listed expiries and execution conditions are not interchangeable.

Trading unit
100,000 CAD
Outright tick
0.00005
Tick value
$5
Settlement
Physical

Exchange record

Start With the Outright Contract, Not a Platform Nickname

CME Rule 252 and the 2026 FX Product Guide identify Canadian Dollar/U.S. Dollar futures with Globex code 6C. The trading unit is 100,000 Canadian dollars, the quote is U.S. dollars per Canadian dollar and final settlement is physical. A higher 6C quote means one Canadian dollar buys more U.S. dollars; it generally represents a stronger CAD relative to USD.

SpecificationCurrent standard 6C termOperational meaning
ContractCanadian Dollar/U.S. Dollar futures; CME Rule 252The root code alone is incomplete; select a contract month and year
Trading unit100,000 CADMultiply any quote change by 100,000 for one-contract gross P&L
QuotationUSD per CAD0.72500 means one CAD is priced at $0.72500
Globex outright increment0.00005 USD per CAD0.00005 × 100,000 = $5 per tick
Listed expiriesSerial contracts listed for 16 months plus March-cycle quarterlies listed for 20 consecutive quartersThe quarterly cycle is March, June, September and December; CME expanded 6C effective May 10, 2026, and the live chain still controls
Final settlementPhysical deliveryClose, roll or follow delivery rules and funding requirements

This page addresses the Globex outright increment. CME lists different increments for some spread and ClearPort transactions. A calendar-spread quote therefore needs its own specification check; never force the $5 outright shortcut onto another trade type.

Price-to-dollar conversion

Two Valid P&L Methods Must Reconcile

The multiplier method works for every valid price change. For a long position, gross P&L is (exit minus entry) × 100,000 × contracts. For a short, reverse entry and exit. Tick counting reaches the same answer when the quote change is divided by the correct outright increment.

Multiplier method

Long from 0.72500 to 0.72620

The change is 0.00120. Multiply 0.00120 by 100,000 CAD to get $120 gross for one standard contract. Two contracts would produce $240 gross. Commissions, exchange fees and slippage still reduce the result.

Tick method

Count 24 outright ticks

Divide 0.00120 by 0.00005 to get 24 ticks. Multiply 24 by $5 to get the same $120 gross. If the two methods disagree, the price increment, contract size or decimal placement is wrong.

Quote moveStandard ticksOne 6CThree 6C
0.000051$5$15
0.000102$10$30
0.0005010$50$150
0.0012024$120$360
0.00500100$500$1,500
One conventional 0.0001 pip is not one current standard outright tick.

On standard 6C, a 0.0001 move equals two 0.00005 ticks and $10. Some charting platforms label increments differently. The robust check is contract unit multiplied by the exchange increment, not the word shown beside a ladder setting.

Smaller instrument

MCD Is One-Tenth the CAD Unit, With a Different Tick Grid

CME Rule 293 and the 2026 product guide list Micro CAD/USD futures under code MCD. One contract represents 10,000 CAD and is quoted in USD per CAD. Its minimum price fluctuation is 0.0001, so one MCD tick is $1. Ten MCD contracts equal one standard contract's CAD unit, but they generate more tickets and may have different spread, depth, commissions and available expiries.

ItemStandard 6CMicro MCDDo not miss
Trading unit100,000 CAD10,000 CADTen micros reproduce one standard unit before costs
QuoteUSD per CADUSD per CADHigher means stronger CAD in both products
Outright increment0.000050.0001A 0.0001 move is two standard ticks but one micro tick
Tick value$5$1Do not divide the standard tick value by ten without checking the wider micro grid
0.00120 move24 ticks = $12012 ticks = $12Price move is identical; tick count and dollar exposure differ
Listing pattern16 serial months plus 20 consecutive quarterliesNearest March-cycle quarterliesCME's detailed MCD guide identifies the two nearest quarterlies; confirm both active chains now
SettlementPhysicalPhysicalMicro size does not remove delivery procedures

At a hypothetical 0.72500 quote, one standard contract has $72,500 of U.S.-dollar notional and one MCD has $7,250. Notional is the value of the represented currency at that price. It is not the cash paid for the contract, the performance bond, a price target or a maximum-loss number.

Lifecycle

Both Contracts Can Reach Physical Delivery

Current Rules 252 and 293 say trading terminates on the business day immediately preceding the third Wednesday of the contract month. CME's product materials give the usual final trading time as 9:16 a.m. Chicago time. If that termination date is a Chicago or New York bank holiday, the rule moves termination to the preceding common business day. Delivery normally occurs on the third Wednesday, subject to the rulebook's holiday adjustment.

  1. Identify the exact dated contract.A continuous symbol is a chart construction, not a deliverable position. Record the root, month code, year and broker symbol.
  2. Open the current expiration calendar.Do not calculate a last-trade date from memory. Holidays and exchange notices can change the practical date.
  3. Read the broker's cutoff.An FCM can require exit earlier than the exchange termination and may liquidate an account that is not approved or funded for delivery.
  4. Set a personal buffer.A trader who does not intend to exchange CAD and USD should plan an exit or roll well before the operational deadline.
“Usually rolled” does not mean cash settled.

Most speculative positions may be offset before delivery, but that behavior does not change the legal contract. A forgotten working order or misidentified month can create an expiry problem even when the trade thesis was short term.

Market access and migration

Nearly 23 Hours of Access Is Not 23 Hours of Equal Execution

CME's regular FX Globex context is Sunday through Friday from 5:00 p.m. to 4:00 p.m. CT, with a 60-minute daily break beginning at 4:00 p.m. CT. Holiday schedules can shorten or alter those hours. Being able to submit an order says nothing about spread, visible depth, fill probability or slippage at that moment; those must be observed in the exact contract.

1

Compare both months

Watch volume, open interest, bid-ask spread and usable depth in the expiring and next candidate contract. Do not assume a fixed roll date fits every cycle.

2

Record the basis

Different expiries can trade at different prices because time and relative interest rates matter. The price gap is not automatically a chart error.

3

Choose the route

Compare an outright close-and-reopen with the available calendar-spread market. Each route has its own tick, liquidity and transaction-cost profile.

4

Repair the research series

Document whether a backtest uses raw contracts, a ratio-adjusted series or a back-adjusted continuous series. Never execute a synthetic continuous price.

Funding is not risk

Margin Figures Expire Faster Than Contract Multipliers

CME performance bonds are risk-based collateral requirements and can change. A broker may require more, may advertise a lower intraday amount, and may remove that concession near the close, around events or during volatile conditions. None of those numbers caps the price move or promises where a liquidation will fill.

What margin can answer

  • Whether the account meets the current funding requirement.
  • Whether an overnight or event-period requirement differs.
  • Whether a broker may issue a call or liquidate under its agreement.
  • Whether offsets apply to a declared portfolio.

What margin cannot answer

  • Where the thesis becomes invalid.
  • How far price can gap beyond a stop.
  • What slippage, fees and spread will cost.
  • Whether the chosen contract count fits an account loss budget.

Use the live exchange and broker figures for funding, then calculate risk independently. The complete integer-sizing workflow, including cost and gap stress, is in 6C margin and position sizing.

Final verification

A Seven-Line Contract Check Before Every Order

A correct thesis entered in the wrong product or expiry is still an operational error. Complete this check from current sources and the live order ticket rather than from a screenshot of this article.

FieldRecordFail closed when
Product6C or MCDThe symbol, unit or price ladder is ambiguous
ExpiryMonth and yearA continuous chart does not match the ticket
Outright tick0.00005 / $5 or 0.0001 / $1Platform labels disagree with exchange arithmetic
RiskEntry, invalidation, quantity and cost allowanceThe integer size has not been reconciled
Market qualitySpread, depth and expected slippageCurrent conditions breach the plan's limits
CalendarEvents, holiday hours, termination and broker cutoffAny deadline or event state is unknown
Exit routeOffset, roll or approved delivery processNo operational owner or deadline exists

Frequently asked questions

6C and MCD Contract Questions

What is one standard 6C tick worth?

The current outright minimum increment is 0.00005 U.S. dollar per Canadian dollar. Multiplied by the 100,000 CAD trading unit, one standard 6C tick is $5.

What is the Micro Canadian Dollar futures ticker and tick value?

CME lists Micro CAD/USD futures under Globex code MCD. The trading unit is 10,000 CAD and its 0.0001 minimum increment is worth $1.

Are 6C and MCD cash settled?

No. CME classifies both standard 6C and Micro MCD as physically delivered contracts. Traders who do not intend delivery need an exit or roll plan before the applicable broker cutoff.

Does 6C margin define the maximum loss?

No. Exchange performance bond and broker margin are funding requirements, not loss limits. Price movement, quantity, gaps, slippage, fees and liquidation determine the realized loss.

Sources, calculations and editorial disclosure

Sources and methods were reviewed August 13, 2026. The exchange materials above were the primary basis for this specification review. All displayed dollar values are Grizzly Parrot Trading calculations: quote move multiplied by contract unit, or tick count multiplied by exchange tick value. Worked prices are hypothetical and are not forecasts or trading results. Specifications, listings, hours, performance bonds and broker policies can change.