- Interest Rate Derivatives
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Interest Rate Derivatives
Interest rate derivative trading will cease at 1:30 p.m. today, July 30, 2021. Furthermore, the Exchange's markets will be closed on August 2, 2021.
The Montréal Exchange's futures market is divided into two categories: interest rate with a time horizon of one day to 30 years and Canadian stock indices. MX's trading market model comprises all the features that are highly valuable to users: direct access, transparency, fairness and speed.
Product information
Short-Term Interest Rate Futures
- Three-Month Canadian Bankers’ Acceptance Futures (BAX)
- Options on Three-Month Canadian Bankers' Acceptance Futures (OBW, OBX, OBY, OBZ)
- CDOR
- Strips
- Serials
- OBX cabinet trades
- General specifications and strategies
Bond Futures
- Two-Year Government of Canada Bond Futures (CGZ)
- Five-Year Government of Canada Bond Futures (CGF)
- Ten-Year Government of Canada Bond Futures (CGB)
- Options on Two-Year Government of Canada Bond Futures (OGZ)
- Options on Five-Year Government of Canada Bond Futures (OGF)
- Options on Ten-Year Government of Canada Bond Futures (OGB)
- 30-Year Government of Canada Bond Futures (LGB)
- Conversion factor
- Delivery notices
- CGZ theoretical model for pricing the contract
- General specifications and strategies
Interest Rate Derivatives Market Summary
| CRA | BAX | OBX | CGZ | CGF | CGB | LGB | SXF | SXM | SEG | SCG | SDV | SMJ | SCF |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 23,967 | 0 | 1,499 | 18,641 | 88,956 | 0 | 20,256 | 6 | 0 | 0 | 0 | 0 | 0 |
