The Exchange's markets are closed today, July 1, 2025.
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M25-U25 Roll Update (CGZ, CGF, CGB & LGB)
May 20, 2025
June futures first notice falls on May 30th, with first delivery on June 2nd, 2025. Roll dates from June to September contracts are expected between May 27-29th, with no holiday disruptions. The overnight repo rate stands at 2.75%, projected to decrease by 0.25% by September. For Montréal Exchange fixed income contracts (excluding 30-year), CTD bonds with 2.75-3% coupons incentivize late delivery due to potential carry earnings.
Slow Decoupling Underway
May 6, 2025
What Now for CORRA Contracts?
March 24, 2025
Calculate Fair Value of the CGB (or CGZ, CGF, LGB) Roll
February 24, 2025
Resilience and Innovation in Canadian Equity Derivatives Markets
December 13, 2024