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What Now for CORRA Contracts?
March 24, 2025
The Canadian interest rate markets entered a new phase as CORRA Futures replaced the traditional BAX contracts. In this edition, our updated "BAX Spaghetti" chart illustrates this transition, revealing how the new CRA contracts are performing in today's market environment. As trade tensions create market uncertainty, we examine whether the era of "easy money" in rolldown trading might be ending, and what this means for market participants adapting to Canada's evolving financial landscape.
Calculate Fair Value of the CGB (or CGZ, CGF, LGB) Roll
February 24, 2025
Resilience and Innovation in Canadian Equity Derivatives Markets
December 13, 2024
Z24-H25 Roll Update (CGZ, CGF, CGB and LGB)
November 18, 2024
US Presidential Election Strategies
October 29, 2024