- Interest Rate Derivatives
-
Reference Links
- Trading Info
- Exchange for Physical (EFPs)
- Exchange for Risk (EFRs)
- Riskless Basis Cross Transactions
- Cross Transactions, Prearranged Transactions and Block Trades
- Extended Hours Project
- Options and Futures Quotes
- Circulars
- Trading Calendar
- Holidays
- List of Fees
- Rules
- Articles & Newsletters
- TMX Group Board of Directors and Corporate Governance
- Trading Procedures
- Historical Data
- Market Making Programs
- User Defined Strategies
- Position Limits
- Margin Requirements
Articles & Newsletters
These documents are PDF files.
Interest Rate Derivatives
BAX
Government of Canada Bond Futures
CGB – Ten-Year Government of Canada Bond Futures
- New Year, New CGB Opportunity?
- Compare and Contrast: Shorting CGB Versus 10-Year Benchmark
- CGB Case Study: Wildcard Option Exercise
- Preview: 2018 Annual CTD Switch for CGB
- Hedging Provincial Bonds with CGB Contracts
- CGB – Driven Leverage and Credit Overlay
- CGB – A Guide to Futures Roll Analysis
- CGB as Substitute for 10y Benchmark Bonds
- Auction, Benchmark, CGB, or Off-the-Run?
CGF – Five-Year Government of Canada Bond Futures
- 5-year Cash vs. CGF Futures vs. 5-year IRS: A Comparative Analysis
- CGF as Substitute for 5y Benchmark Bonds
- CGF – Mapping the Possibilities
- CGF Implied Repo Analysis
- CGF Invoice Spread
- Opportunity to Sell CGFZ6 Basis
- CGF Unlocking Liquidity in the Canadian Yield Curve
General
- 2019 Spring Bond Events
- Canada/US: Across the Curve
- Long Maturity Canada Yields Are Not For You
- CGF CGB – Removing the Bias from 5-10 Steepeners
- Embedded Options in CGF and CGB Futures
- Canada Swap Spreads (CGF & CGB)
- Canada’s Seasonal "Mortgage Trade"
Roll Updates
Equity Derivatives
- Cost of Trading: a Cash Market vs Futures Market Comparison
- Stock financing and option prices
- Carry opportunities: How to identify and exploit it
- Covered Calls: Managing Risk Exposure and Generating Value During Volatile Times
- Options on leveraged ETFs
- Options on unhedged ETFs and inter-listed stocks
- A guide to SXF roll
- Index options and correlation trading
- High volatility: the case of cannabis stocks
- Interest rates regimes and option prices
- Covered calls are the same as cash-secured puts: How equivalent positions can help you size up a strategy
- What is volatility and how does it impact option selling returns?
- The good the bad and the ugly – market lore and overwriting?
- Using Options to Hedge Sectoral Risk
