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

September 29, 2023
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
September 28, 2023
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
September 27, 2023
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
September 26, 2023
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
September 25, 2023
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

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