Futures Market Forecast 2026

Futures Market Forecast 2026

Futures markets, unlike most financial markets, can be predicted with high confidence by analyzing delivery basket formulas and interest rate trajectories. This 2026 forecast reviews anticipated basis levels, delivery dynamics, and trading trends for Canada's fixed income futures as central bank policies stabilize.

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  • November 20, 2025
    Analysis of the November 24-27 futures roll period for CGB, CGF, CGZ, and LGB contracts. First notice: November 28; first delivery: December 1. With CORRA rates at 2.26-2.27%, December contracts are expected to trade at a positive gross basis. Expect significant selling pressure in front versus back contracts during the clean roll window, creating opportunities for relative value traders given the substantial buildup in open interest.