CGZ, CGF, CGB and LGB H22-M22 Roll Update

February 18, 2022   |   
Author: Kevin Dribnenki

The latest quarterly roll update is now available!

Montréal Exchange Contributing Strategist Kevin Dribnenki writes about the upcoming CGZ (2Y), CGF (5Y), CGB (10Y) and LGB (30Y) GoC Bond Futures roll period.

Roll period

  • First Notice day on the H22 contracts is February 25th.
  • Liquid days for the contract roll on GoC bond futures will probably be February 22nd to February 24th.

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