February 27, 2026Advisory Notice A26-005

User-Defined Strategy Activation on Three-Month CORRA Futures (CRA) Butterflies

The Montréal Exchange is pleased to inform its participants that, effective March 23 2026, User-Defined Strategies will be permitted on Three-Month CORRA Futures (CRA) Butterflies . Participants will be able to create strategies based on the standard futures butterfly template (Buy 1 month A, Sell 2 month B and Buy 1 month C). The strategies will remain active until the earliest expiry comprising the strategy.

The functionality will be available in the GTE1 and GTE3 environments as of March 04, 2026.

If you require technical assistance please contact the Market Operations Department.

Market Operations
Toll-free: 1-877-693-6366
Local: 514-871-7871
Email: monitoring@tmx.com

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