Institutional Newsletters

These documents are PDF files.

Fixed income

Government of Canada Bond Futures

• 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
• CGF as Substitute for 5y Benchmark Bonds
• CGF CGB - Removing the Bias from 5-10 Steepeners
• CGF Implied Repo Analysis
• CGF Invoice Spread
• CGF Unlocking Liquidity in the Canadian Yield Curve

Equity Derivatives

• 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?