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Interest rate derivative trading will cease at 1:30 p.m. today, July 30, 2021. Furthermore, the Exchange's markets will be closed on August 2, 2021.

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

July 30, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:19 a.m. EFP CGB CGBU21 680 148.200
9:32 a.m. EFP CGF CGFU21 1,552 125.590
9:51 a.m. EFR CGB CGBU21 12 148.060
12:35 p.m. EFP CGF CGFU21 970 125.590
12:47 p.m. Delta Options SLF 05060 5,000 1.280
4:14 p.m. CONT Options FCR L19.50-X17 5,000 0.050
July 29, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:01 a.m. EFP CGB CGBU21 352 148.090
8:13 a.m. EFP CGZ CGZU21 910 109.575
8:13 a.m. EFP CGZ CGZU21 910 109.575
10:05 a.m. EFP CGB CGBU21 35 148.110
10:05 a.m. EFR CGB CGBU21 1,007 148.100
10:08 a.m. EFP CGB CGBU21 716 148.100
12:19 p.m. EFP CGB CGBU21 502 148.220
12:22 p.m. EFP CGB CGBU21 502 148.220
2:47 p.m. EFP CGB CGBU21 170 148.050
3:16 p.m. EFP CGB CGBU21 352 148.090
4:25 p.m. EFP CGB CGBU21 55 148.000
July 28, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
7:53 a.m. EFP CGF CGFU21 466 125.680
7:56 a.m. EFP CGB CGBU21 408 148.180
8:07 a.m. EFP CGF CGFU21 776 125.680
8:15 a.m. EFP CGF CGFU21 776 125.670
9:09 a.m. EFP CGB CGBU21 680 148.120
9:11 a.m. EFP CGB CGBU21 3,402 148.120
9:19 a.m. EFP CGB CGBU21 680 148.170
9:20 a.m. EFP CGF CGFU21 776 125.660
9:20 a.m. EFP CGB CGBU21 136 148.170
9:48 a.m. EFP CGZ CGZU21 1,365 109.585
9:55 a.m. EFP CGB CGBU21 4,082 148.300
10:18 a.m. EFP CGF CGFU21 775 125.670
10:19 a.m. EFP CGZ CGZU21 1,365 109.585
12:45 p.m. Delta Options SRU H30 1,000 0.650
2:42 p.m. EFP CGB CGBU21 344 148.200
3:56 p.m. EFP CGB CGBU21 404 148.440
July 27, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:15 a.m. EFR CGF CGFU21 907 125.740
9:02 a.m. EFP CGB CGBU21 170 148.390
9:06 a.m. EFR CGB CGBU21 417 148.450
9:18 a.m. EFP CGF CGFU21 776 125.810
9:49 a.m. EFP CGF CGFU21 1,164 125.800
10:00 a.m. EFP CGF CGFU21 970 125.810
10:12 a.m. EFP CGF CGFU21 776 125.790
10:13 a.m. EFP CGF CGFU21 776 125.800
10:15 a.m. EFP CGF CGFU21 2,373 125.790
12:43 p.m. EFP CGF CGFU21 1,164 125.800
1:15 p.m. EFP CGB CGBU21 516 148.440
1:16 p.m. EFR CGB CGBU21 1,032 148.470
3:04 p.m. EFP CGF CGFU21 776 125.810
3:29 p.m. EFP CGB CGBU21 162 148.480
4:27 p.m. EFP CGB CGBU21 22 148.490
4:27 p.m. EFP CGF CGFU21 582 125.790
July 26, 2021
Time Transaction Instrument Series Strategy Volume Price / Basis
8:38 a.m. EFR CGB CGBU21 543 148.190
9:39 a.m. EFP CGF CGFU21 776 125.660
10:30 a.m. EFP CGF CGFU21 1,055 125.630
11:24 a.m. EFP CGZ CGZU21 1,820 109.565
12:00 p.m. EFP CGF CGFU21 1,940 125.640
12:35 p.m. EFP CGZ CGZU21 455 109.570
12:43 p.m. EFP CGB CGBU21 500 148.000
1:21 p.m. EFP CGB CGBU21 340 148.090
1:53 p.m. EFP CGF CGFU21 776 125.650
3:04 p.m. EFP CGF CGFU21 1,358 125.640
3:09 p.m. EFP CGF CGFU21 1,552 125.630
4:45 p.m. EFP CGB CGBU21 59 147.810

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