Guides and Strategies
In this section, you will find all documents and publications issued by the Montréal Exchange. These documents are PDF files and will require Adobe Acrobat.
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Product Analysis
Opportunities using Montréal Exchange's interest rate and index futures
(U.S. version)
Opportunities using Montréal Exchange's interest rate and index futures
(European version)
(U.S. version)
(European version)
Guides
Interest Rate Derivatives
BAX descriptive brochure
CGB and OGB reference manual
LGB descriptive brochure
CGB: Poised for takeoff (study from Cirano)
CGZ descriptive brochure
ONX descriptive brochure
ONX reference manual
Currency Derivatives
Currency options reference manual
Strategies
CGZ
Reducing the duration of a bond portfolio
Lengthening the duration of a T-bill portfolio
Yield curve spread Canada-U.S.
Yield curve spread 2-year/10-year Government of Canada
Hedging open swap positions
Cash and carry trade
Credit spread: 2-year Government of Canada bond futures / BAX 2-year strip
Equity Options
Buying calls instead of buying stocks
Buying calls as protection for future purchases
Buying calls to hedge a short sale (protective calls)
Writing covered calls
Buying puts instead of short selling stocks
Buying puts as an insurance policy (protective puts)
Writing secured puts
Writing covered straddles
Long straddle
Bear call spread (credit call spread or vertical spread)
Bull call spread (debit call spread or vertical spread)
Bear put spread (debit put spread or vertical spread)
Bull put spread (credit put spread or vertical spread)
Repair strategy
Collar
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