May 29, 2025Advisory Notice A25-010
Inclusion of CORRA Butterflies on Bloomberg and LSEG Data & Analytics
The Montréal Exchange is pleased to inform its participants that Three-Month CORRA Futures Butterfly spreads are now available on the Bloomberg Terminal as well as on LSEG Data & Analytics' platforms, enhancing market participants' electronic access to liquidity and CORRA pricing.
The addition of butterflies facilitates single-trade execution at various points along the short-end of the curve, complementing the strong activity amongst 3M CORRA Futures butterflies (≅ 1 millions contracts traded YTD).
The following codes and feeds are now available:
|
CRA strategy |
Bloomberg* |
LSEG Data & Analytics |
MX HSVF OBF Feeds* |
|---|---|---|---|
|
CRA butterflies |
BCORF25B25 |
CRAFBFF0-M0-B0 |
CRAF25-2CRAM25-CRAB25 |
*F and second B characters represent F for Front month and B for Back month. Month symbol and can either be H,M,U or Z. The number 25 stands for 2025 and represents the expiry calendar year.
Please visit TMX <go> for more information on MX products.
Regards,