Suspension of order entry and trading on the 30-Year Government of Canada Bond Futures (LGB)

In relation to Circular 084-22, the Montréal Exchange wishes to inform its participants that it will temporarily suspend order entry and trading on the LGB contracts expiring in March 2023 (H23), June 2023 (M23) and September 2023 (U23)* and related strategies, effective as of July 20, 2022, until the upcoming self-certification** of the proposed modifications to the LGB delivery period described in the above-mentioned circular. There will be no impact on the December 2022 (Z22) contract. The Montréal Exchange expects to self-certify such modifications before the end of November roll period, applicable from the March 2023 (M23) contract expiry onwards.

This measure is taken to prevent any activity in the LGB contracts that would be subject to the new delivery period. Further notifications as to when the suspension will be lifted will be communicated in the coming weeks. If you have any questions or require additional information, please do not hesitate to contact as indicated below.

*The September 2023 contract is not listed yet, but will be available when the September 2022 contract expires. Therefore, the suspension of order entry and trading for this specific expiry will apply as of its listing date.

**Subject to regulatory approvals.

Regards,

Market Operations

Toll-free: 1-888-693-6366

Local: 514-871-7871

Email: MarketOps@tmx.com