Extended Hours
S&P/TSX 60 Dividend Index Futures
Canada CTA Trading Model
Weekly Income Strategy Reports
  Feedback

Daily Crosses Transactions

Note: Data contained in this Web page is offered on a general information basis only. These files are not the official source data for contingent trades. For more information, contact the Market Operations Department at 514-871-7871 or 1-888-693-6366 or via email at info-mx@tmx.com.

Latest five business days

July 23, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:36 a.m. EFR CGB CGBU21 1,038 147.770
9:00 a.m. EFR CGB CGBU21 1,000 147.810
9:01 a.m. EFR CGB CGBU21 1,295 147.820
9:01 a.m. EFR CGB CGBU21 1,000 147.840
9:13 a.m. EFP CGF CGFU21 1,164 125.620
9:24 a.m. EFP CGF CGFU21 2,000 125.580
9:34 a.m. EFP CGF CGFU21 1,552 125.600
9:39 a.m. EFP CGF CGFU21 388 125.580
10:18 a.m. EFP CGB CGBU21 1,018 147.980
11:06 a.m. CONT Options XIU L30-X30
17		 7,600 2.080
11:07 a.m. EFP CGB CGBU21 850 147.820
1:40 p.m. EFP CGF CGFU21 388 125.640
4:14 p.m. EFP CGB CGBU21 48 147.940
July 22, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
7:11 a.m. EFP CGF CGFU21 900 125.530
7:39 a.m. EFP CGF CGFU21 776 125.570
8:07 a.m. EFP CGZ CGZU21 1,464 109.540
8:14 a.m. EFP CGZ CGZU21 1,820 109.545
8:32 a.m. EFP CGZ CGZU21 1,365 109.555
8:45 a.m. EFR CGB CGBU21 519 147.930
11:22 a.m. EFP CGZ CGZU21 1,820 109.560
11:34 a.m. EFP CGZ CGZU21 1,820 109.560
1:31 p.m. EFP CGB CGBU21 612 148.090
2:43 p.m. EFP CGF CGFU21 3,694 125.650
4:12 p.m. EFP CGB CGBU21 32 148.070
4:28 p.m. EFP CGF CGFU21 29 125.680
July 21, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
7:51 a.m. EFP CGB CGBU21 680 148.220
8:47 a.m. EFP CGB CGBU21 323 148.250
9:43 a.m. EFP CGF CGFU21 2,328 125.620
10:49 a.m. EFR CGB CGBU21 613 147.730
10:57 a.m. EFR CGB CGBU21 262 147.720
11:28 a.m. EFP CGB CGBU21 1,190 147.580
11:49 a.m. EFP CGF CGFU21 776 125.540
11:52 a.m. EFP CGB CGBU21 510 147.530
12:12 p.m. CONT Options IGM H45-U43
25		 4,500 0.300
12:16 p.m. EFP CGB CGBU21 246 147.530
12:39 p.m. EFP CGB CGBU21 680 147.570
12:58 p.m. EFP CGB CGBU21 515 147.550
1:02 p.m. Delta Options IVN O6 6,000 0.490
4:11 p.m. EFP CGB CGBU21 22 147.670
4:14 p.m. EFP CGF CGFU21 89 125.550
July 20, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
7:38 a.m. EFP CGZ CGZU21 1,137 109.540
7:38 a.m. EFP CGZ CGZU21 1,138 109.540
8:48 a.m. EFP CGB CGBU21 805 148.800
8:54 a.m. EFR CGB CGBU21 952 148.640
10:07 a.m. EFP CGF CGFU21 1,164 125.820
10:07 a.m. EFP CGF CGFU21 776 125.820
10:43 a.m. EFP CGF CGFU21 1,164 125.730
10:51 a.m. EFP CGB CGBU21 340 148.480
10:54 a.m. EFR CGF CGFU21 907 125.710
11:14 a.m. EFP CGF CGFU21 776 125.720
11:21 a.m. EFR CGB CGBU21 962 148.400
11:25 a.m. EFP CGB CGBU21 400 148.430
11:26 a.m. EFP CGB CGBU21 400 148.430
11:26 a.m. EFP CGB CGBU21 400 148.430
11:27 a.m. EFP CGB CGBU21 400 148.430
11:37 a.m. EFR CGB CGBU21 372 148.430
11:41 a.m. EFR CGB CGBU21 962 148.350
11:46 a.m. EFR CGB CGBU21 157 148.410
12:03 p.m. EFP CGF CGFU21 1,795 125.720
12:10 p.m. EFR CGB CGBU21 1,000 148.320
12:20 p.m. EFP CGB CGBU21 435 148.410
1:48 p.m. EFP CGF CGFU21 1,164 125.740
1:55 p.m. EFP CGB CGBU21 250 148.410
3:01 p.m. EFP CGZ CGZU21 1,365 109.550
4:26 p.m. EFP CGB CGBU21 69 148.250
4:30 p.m. EFP CGF CGFU21 582 125.780
July 19, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:11 a.m. EFR BAX BAXH22 3,150 99.430
8:11 a.m. EFR BAX BAXM22 3,150 99.240
8:11 a.m. EFR BAX BAXU22 3,150 99.050
8:11 a.m. EFR BAX BAXZ22 3,150 98.880
8:16 a.m. BLOCK CGZ CGZU21 2,000 109.525
8:28 a.m. BLOCK CGZ CGZU21 Block 2,560 109.520
8:33 a.m. EFR CGF CGFU21 1,104 125.560
9:24 a.m. BLOCK CGB CGBU21 1,500 148.230
9:31 a.m. BLOCK CGZ CGZU21 2,000 109.525
10:12 a.m. EFR CGB CGBU21 1,500 148.360
10:17 a.m. EFR CGB CGBU21 1,000 148.580
10:35 a.m. EFP CGB CGBU21 1,971 148.550
10:46 a.m. EFR CGB CGBU21 1,000 148.550
11:29 a.m. EFP CGB CGBU21 1,020 148.400
12:22 p.m. EFP CGF CGFU21 500 125.610
2:31 p.m. EFP CGF CGFU21 3,881 125.680
2:34 p.m. EFP CGF CGFU21 582 125.680
2:47 p.m. EFP CGF CGFU21 582 125.700

TMX Group Limited and its affiliates do not endorse or recommend any securities issued by any companies identified on, or linked through, this site. Please seek professional advice to evaluate specific securities or other content on this site. All content (including any links to third party sites) is provided for informational purposes only (and not for trading purposes), and is not intended to provide legal, accounting, tax, investment, financial or other advice and should not be relied upon for such advice. The views, opinions and advice of any third party reflect those of the individual authors and are not endorsed by TMX Group Limited or its affiliates. TMX Group Limited and its affiliates have not prepared, reviewed or updated the content of third parties on this site or the content of any third party sites, and assume no responsibility for such information.

Copyright © 1996-2021 Bourse de Montréal Inc. All rights reserved.
Canadian Derivatives Exchange is an official mark of Bourse de Montréal Inc.