February 18, 2022Advisory Notice A22-002

30-YEAR GOVERNMENT OF CANADA BOND FUTURES (LGB) ROLL STRATEGY PRICE INCREMENT

Bourse de Montréal Inc. (the "Bourse") wishes to inform market participants of the price increment of the 30-Year Government of Canada Bond Futures (LGB) roll strategy as of Tuesday February 22, 2022 (the "Effective Date").

As of the Effective Date, the price increment on the LGB roll strategy, applicable to the March 2022 - June 2022 LGB contract roll strategy (H22-M22) and onwards, will be 1 cent (0.01).

More information about the LGB contract is available on the LGB landing page.

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