November 28, 2022Advisory Notice A22-016

Activation of Implied Dissemination of BAX and IGS Bond Butterflies on HSVF and OBF data Feeds

The Montreal Exchange wishes to announce that effective Sunday December 4th 2022, Butterfly Strategies on BAX Futures and Inter Group Bonds will now disseminate Implied Market data from the outright legs to the Strategy Order Book.

Rollout Timeline

HSVF/OBF all Versions Implemented:

GTE Availability Prod Activation
Monday, November 21st, 2022 Sunday December 4th, 2022

 

If you have any questions or require additional information, please do not hesitate to contact us at the below coordinates.

Market Operations Department

Futures: 514-871-7871 or 1-888-693-6366

Options: 514-871-7877 or 1-866-576-8836

Email: Monitoring@tmx.com