On 5th January 2022, the Montreal Derivatives Exchange published circular (no. 001-22) replacing November 26th, 2021 (circular no. 201-21)
The updated circular sets out the list of deliverable Canadian Government Bond issues with respect to the LGB, CGB, CGF and CGZ futures contracts delivery months. This list is produced in accordance with the Rules of Bourse de Montréal Inc. and Canadian Derivatives Clearing Corporation (CDCC) relating to delivery standards.
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