Interest rate derivative trading will cease at 1:30 p.m. today, September 29, 2023. Furthermore, the interest rate derivative market will be closed on October 2, 2023.
Daily Special Terms Transactions
Approved participants can access the Special Terms Transaction Reporting form.
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
Time | Transaction | Instrument | Series | Strategy | Volume | Price / Basis |
---|---|---|---|---|---|---|
8:08 a.m. | BLOCK | CGB | CGBZ23 | 1,500 | 114.940 | |
8:47 a.m. | EFP | CGZ | CGZZ23 | 329 | 101.850 | |
9:01 a.m. | EFP | CGZ | CGZZ23 | 1,201 | 101.880 | |
9:13 a.m. | EFP | CGZ | CGZZ23 | 2,882 | 101.870 | |
9:26 a.m. | EFP | CGB | CGBZ23 | 717 | 115.390 | |
10:00 a.m. | EFP | CGZ | CGZZ23 | 2,402 | 101.860 | |
10:03 a.m. | EFP | CGB | CGBZ23 | 1,435 | 115.450 | |
10:17 a.m. | EFP | CGZ | CGZZ23 | 1,441 | 101.860 | |
10:17 a.m. | EFP | CGB | CGBZ23 | 359 | 115.380 | |
10:30 a.m. | EFP | CGF | CGFZ23 | 666 | 108.100 | |
10:35 a.m. | BLOCK | CGB | CGBZ23 | 2,000 | 115.390 | |
10:42 a.m. | BIC Initial | SXF | SXFZ23 | 271 | 3.75 | |
10:43 a.m. | EFP | CGF | CGFZ23 | 355 | 108.120 | |
11:54 a.m. | EFP | CGB | CGBZ23 | 115 | 115.130 | |
12:03 p.m. | EFP | CGB | CGBZ23 | 350 | 115.170 |
Time | Transaction | Instrument | Series | Strategy | Volume | Price / Basis |
---|---|---|---|---|---|---|
7:22 a.m. | EFP | CGB | CGBZ23 | 897 | 114.220 | |
7:32 a.m. | EFP | CGB | CGBZ23 | 502 | 114.160 | |
8:25 a.m. | EFP | CGB | CGBZ23 | 717 | 114.380 | |
8:28 a.m. | EFP | CGB | CGBZ23 | 574 | 114.520 | |
9:33 a.m. | EFP | CGB | CGBZ23 | 72 | 114.300 | |
9:45 a.m. | EFP | CGB | CGBZ23 | 1,098 | 114.090 | |
10:27 a.m. | Delta | Options | POW | F38 | 1,500 | 0.870 |
10:38 a.m. | EFP | CGZ | CGZZ23 | 481 | 101.720 | |
10:41 a.m. | EFP | CGZ | CGZZ23 | 1,922 | 101.720 | |
11:16 a.m. | EFP | CGB | CGBZ23 | 1,435 | 114.160 | |
11:26 a.m. | EFP | CGB | CGBZ23 | 2,152 | 114.200 | |
12:05 p.m. | EFR | CGB | CGBZ23 | 808 | 114.470 | |
12:44 p.m. | EFP | CGZ | CGZZ23 | 967 | 101.750 | |
12:47 p.m. | OPT | Options | CTC | J155 - V 145 | 300 | -2.000 |
1:04 p.m. | Delta | Options | SLF | A65 + M65 16 |
1,000 | 9.580 |
1:54 p.m. | OPT | Options | MFC | A25 +M25 | 6,000 | 4.350 |
2:01 p.m. | Delta | Options | TD | V105/J105 1/1 |
110,000 | 24.415 |
2:01 p.m. | Delta | Options | CTC.A | I 2024 140.00 | 325 | 17.500 |
2:17 p.m. | EFP | CGF | CGFZ23 | 1,332 | 107.660 | |
2:20 p.m. | EFP | CGB | CGBZ23 | 359 | 114.700 | |
3:16 p.m. | Delta | BAX | SLF | M66 44 |
3,250 | 2.750 |
4:10 p.m. | EFP | CGF | CGFZ23 | 888 | 107.750 | |
4:13 p.m. | EFP | CGF | CGFZ23 | 444 | 107.750 | |
4:21 p.m. | EFP | LGB | LGBZ23 | 5 | 147.300 |
Time | Transaction | Instrument | Series | Strategy | Volume | Price / Basis |
---|---|---|---|---|---|---|
8:19 a.m. | EFP | CGB | CGBZ23 | 560 | 115.500 | |
9:03 a.m. | EFP | CGF | CGFZ23 | 3,500 | 108.080 | |
9:08 a.m. | EFP | CGB | CGBZ23 | 2,000 | 115.450 | |
9:30 a.m. | EFP | CGF | CGFZ23 | 1,775 | 107.990 | |
9:56 a.m. | EFP | CGB | CGBZ23 | 920 | 115.180 | |
10:46 a.m. | EFP | CGB | CGBZ23 | 1,794 | 115.020 | |
10:46 a.m. | EFP | CGB | CGBZ23 | 717 | 115.050 | |
10:47 a.m. | EFP | CGF | CGFZ23 | 1,775 | 107.860 | |
10:57 a.m. | EFR | CGZ | CGZZ23 | 1,501 | 101.750 | |
11:01 a.m. | EFP | CGB | CGBZ23 | 359 | 115.020 | |
11:04 a.m. | EFP | CGF | CGFZ23 | 444 | 107.820 | |
12:34 p.m. | EFP | CGZ | CGZZ23 | 966 | 101.700 | |
12:42 p.m. | EFP | CGZ | CGZZ23 | 961 | 101.700 | |
12:50 p.m. | Delta | Options | SU | M29 - M42 25 |
10,000 | -1.090 |
1:07 p.m. | EFP | CGZ | CGZZ23 | 967 | 101.695 | |
1:33 p.m. | EFP | LGB | LGBZ23 | 75 | 147.000 | |
1:57 p.m. | EFP | CGB | CGBZ23 | 717 | 114.470 | |
3:04 p.m. | EFP | CGF | CGFZ23 | 888 | 107.560 | |
3:26 p.m. | EFP | CGB | CGBZ23 | 240 | 114.530 | |
3:37 p.m. | EFP | CGB | CGBZ23 | 2,151 | 114.520 | |
3:55 p.m. | BLOCK | CGB | CGBZ23 | 1,700 | 114.500 | |
4:05 p.m. | BIC Final | SXF | SXFZ23 | 517 | 1,169.600 / 3.35 | |
4:16 p.m. | EFP | CGB | CGBZ23 | 69 | 114.590 | |
4:33 p.m. | EFP | LGB | LGBZ23 | 18 | 147.000 |
Time | Transaction | Instrument | Series | Strategy | Volume | Price / Basis |
---|---|---|---|---|---|---|
8:45 a.m. | EFP | CGB | CGBZ23 | 717 | 115.550 | |
9:01 a.m. | EFP | CGB | CGBZ23 | 1,435 | 115.490 | |
9:08 a.m. | EFP | CGF | CGFZ23 | 933 | 107.970 | |
9:30 a.m. | EFP | CGB | CGBZ23 | 1,435 | 115.410 | |
9:31 a.m. | EFP | CGB | CGBZ23 | 717 | 115.320 | |
9:42 a.m. | EFP | CGB | CGBZ23 | 1,125 | 115.350 | |
10:14 a.m. | EFP | CGZ | CGZZ23 | 282 | 101.780 | |
11:18 a.m. | Delta | Options | BNS | L66 22 |
3,000 | 0.550 |
11:45 a.m. | Delta | Options | TD | L86.00 | 2,500 | 0.900 |
1:41 p.m. | EFR | CGZ | CGZZ23 | 1,612 | 101.750 | |
2:08 p.m. | EFP | CGZ | CGZZ23 | 1,441 | 101.750 | |
2:26 p.m. | EFP | CGF | CGFZ23 | 82 | 107.830 | |
3:36 p.m. | Delta | Options | CNQ | L92 38 |
2,500 | 2.420 |
3:59 p.m. | EFP | CGB | CGBZ23 | 1,793 | 115.100 |
Time | Transaction | Instrument | Series | Strategy | Volume | Price / Basis |
---|---|---|---|---|---|---|
7:32 a.m. | EFP | CGB | CGBZ23 | 434 | 115.380 | |
9:30 a.m. | EFP | CGZ | CGZZ23 | 961 | 101.760 | |
11:29 a.m. | EFP | CGF | CGFZ23 | 240 | 108.020 | |
11:34 a.m. | EFP | CGF | CGFZ23 | 888 | 108.020 | |
11:35 a.m. | EFP | CGZ | CGZZ23 | 961 | 101.770 | |
12:30 p.m. | EFP | CGF | CGFZ23 | 666 | 107.960 | |
12:43 p.m. | EFP | CGB | CGBZ23 | 1,076 | 115.220 | |
12:53 p.m. | EFP | CGB | CGBZ23 | 1,794 | 115.200 | |
1:02 p.m. | BLOCK | CGB | CGBZ23 | 2,926 | 115.140 | |
1:21 p.m. | EFP | CGB | CGBZ23 | 717 | 115.260 | |
1:47 p.m. | Delta | Options | TRP | J/V 66.00 1/1 |
40,000 | 17.450 |
1:52 p.m. | EFP | CGZ | CGZZ23 | 2,402 | 101.755 | |
2:25 p.m. | EFP | CGB | CGBZ23 | 359 | 115.220 | |
2:28 p.m. | EFR | CGZ | CGZZ23 | 959 | 101.750 | |
2:28 p.m. | EFP | CGB | CGBZ23 | 717 | 115.230 | |
2:40 p.m. | BLOCK | CGB | CGBZ23 | 1,500 | 115.220 | |
2:43 p.m. | EFP | CGB | CGBZ23 | 982 | 115.190 | |
2:58 p.m. | EFP | CGB | CGBZ23 | 179 | 115.200 | |
4:12 p.m. | EFP | CGZ | CGZZ23 | 135 | 101.730 | |
4:19 p.m. | EFP | CGB | CGBZ23 | 63 | 115.140 | |
4:40 p.m. | EFP | CGF | CGFZ23 | 444 | 107.800 |