Interest rate derivative trading will cease at 1:30 p.m. today, September 29, 2023. Furthermore, the interest rate derivative market will be closed on October 2, 2023.
BAX – Three-Month Canadian Bankers' Acceptance Futures
Last update: September 29, 2023 at 1:24 p.m. (Real-time)
| Month | Bid price | Ask price | Settl. price | Net change | Open int. | Vol. |
|---|---|---|---|---|---|---|
|
Open interest: 582,956
Volume: 39,040
|
||||||
| December 2023 | 94.345 | 94.350 | 94.350 | 0.045 | 117,988 | 7,112 |
| March 2024 | 94.325 | 94.330 | 94.325 | 0.055 | 131,575 | 6,358 |
| June 2024 | 94.390 | 94.395 | 94.390 | 0.055 | 103,048 | 3,976 |
| September 2024 | 94.620 | 94.625 | 94.620 | 0.060 | 100,703 | 7,851 |
| December 2024 | 94.810 | 94.830 | 94.820 | 0.060 | 74,695 | 7,983 |
| March 2025 | 95.010 | 95.020 | 95.020 | 0.050 | 34,573 | 2,969 |
| June 2025 | 95.180 | 95.190 | 95.200 | 0.060 | 13,485 | 2,003 |
| September 2025 | 95.340 | 95.350 | 95.360 | 0.060 | 5,955 | 739 |
| December 2025 | 95.470 | 95.530 | 95.510 | 0.070 | 779 | 49 |
| March 2026 | 95.560 | 95.660 | 95.630 | 0 | 155 | 0 |
