Inclusion of GoC Bond Futures Inter-Commodity spreads on Bloomberg and LSEG Data & Analytics

The Montréal Exchange is pleased to inform its participants that Canada's Bond Futures inter-commodity spreads are now available on the Bloomberg Terminal as well as on LSEG Data & Analytics' platforms, providing market participants with additional tools to electronically access pricing, liquidity and trading across Canada's yield curve.

The integration provides participants with complete access to the inter-commodity spreads between the different bond futures contracts (namely, CGZ, CGF, CGB and LGB) through all Bloomberg's Terminals and Refinitiv's platforms. Through the integration with Bloomberg, a larger group of market participants are now able to view and execute the Bourse's yield curve spread trades, a beneficial functionality to trade at different points on the curve in a single transaction. This will build upon the existing activity for curve spreads (11k ADV for 5Y/10Y; 4k ADV for 2Y/5Y).

Please visit TMX <go> for more information on MX products.

The following codes and feeds are now available:

*F Character represents F for Front month Symbol and can either be H,M,U or Z. 20 (or 0) in the examples stands for 2020, but will be represented by the actual real expiry calendar year.

Market Operations

Toll-free: 1-888-693-6366

Local: 514-871-7871

Email: Monitoring@tmx.com