Statistics September 24 Interest Rate Derivatives Index Derivatives Equity Derivatives
BOURSE DE MONTRÉAL INC. - September 24 Monthly s Year-to-Date s Month End Interest Interest Rate % % % Interest Interest % Interest % Derivatives Sept. 24 Sept. 23 variation Aug. 24 variation Jan-Sept. 24 Jan-Sept. 23 variation Sept. 24 Sept. 23 variation Aug. 24 variation BAX 687,11 591,749 16.1% 693,6 -.9% 5,489,421 5,16,68 9.4% 189,351 23,217-17.8% 233,22-18.7% OBX 19,52 22,3-12.5% 33,968-42.5% 215,787 287,62-25.% 28,32 39,999-29.2% 92,87-69.5% CGB 27,641 154,66 34.3% 381,937-45.6% 2,13,739 1,825,747 15.2% 133,894 66,35 12.8% 144,957-7.6% CGZ (6) 17,376 N/A N/A 34,839-5.1% 158,783 N/A N/A 6,285 N/A N/A 8,637-27.2% OBA (5) 74 12 516.7% 19 289.5% 172 24 616.7% 81 16 46.3% 24 237.5% ONX(3) 2-1.% N/A 1,48 5,895-74.9% 1 N/A N/A Sub Total 931,712 768,741 21.2% 1,143,823-18.5% 7,969,382 7,135,966 11.7% 357,931 336,277 6.4% 479,51-25.4% Index Derivatives SXF 27,73 29,248-6.7% 67,269 32.5% 1,436,543 1,222,178 17.5% 94,333 88,234 6.9% 97,237-3.% SXA(2) 34 233-85.4% 4-15.% 361 1,23-7.7% 116-1.% 5-1.% SXB(2) 87 N/A N/A 161 11 46.4% 25 N/A N/A SXH(2) 1,1-1.% N/A 68 5,89-89.7% 5-1.% 3-1.% SXY(2) N/A 15-1.% 484 416 16.3% N/A 17-1.% SXO (Long Term included) 4,688 4,591 2.1% 5,152-9.% 3,117 32,33-6.8% 6,181 4,677 32.2% 5,576 1.9% Sub Total 275,539 296,172-7.% 72,566 279.7% 1,468,274 1,262,154 16.3% 1,539 93,527 7.5% 12,865-2.3% ETF Options XIU (Long Term included) 1,251 14,463-29.1% 4,42 131.9% 97,79 9,966 6.7% 22,267 29,579-24.7% 23,19-3.3% XGD/XGL (4) 3,731 2,724 2,81 33.2% 36,615 7,48 4 4,32 2,259 1 4,63-7.1% XFN (4) 1,74 12,289-1 1,238-13.2% 25,212 68,171-1 2,27 26,526-1 7,661-7.4% XIT (4) 832 2,478-1 685 21.5% 8,85 8,448 1,77 3,536-1 1,775-39.3% XEG (4) 3,151 267 11 2,669 18.1% 22,735 2,26 1 4,638 1,886 1 3,991 16.2% Sub Total 19,39 32,221-4.9% 11,813 61.2% 19,446 177,19 7.6% 34,554 63,786-45.8% 41,76-15.9% Equity Derivatives Equity Options 52,896 631,112-2.3% 481,19 4.5% 5,814,798 4,454,17 3.5% 794,535 87,15-1.6% 8,975 -.8% LongTerm Options 31,445 35,32-1.2% 33,572-6.3% 536,39 223,62 139.7% 142,289 98,997 43.7% 126,154 12.8% Sub Total 534,341 666,144-19.8% 514,681 3.8% 6,35,837 4,677,772 35.8% 936,824 96,12 3.4% 927,129 1.% TOTAL 1,76,631 1,763,278 -.2% 1,742,883 1.% 15,978,939 13,252,911 2.6% 1,429,848 1,399,692 2.2% 1,55,58-7.8% BAX: Three-month Canadian Bankers' Acceptance Futures OBX: Options on Three-month Canadian Bankers' Acceptance Futures SXF: S&P Canada 6 Futures CGB: Ten-year Government of Canada Bond Futures OBA : Canada Government Bonds 5 1/4 % June 212 SXA : S&P/TSX Capped Gold Index CGF: Five-year Government of Canada Bond Futures ONX : 3-Day Overnight Repo Rate Futures SXB : S&P/TSX Capped Financials Index SXH : S&P/TSX Capped Information Technology Index SXY : S&P/TSX Capped Energy Index XIU: Options on iunits S&P/TSE 6 Index Participation Fund 2 - Listed on April 29, 22 4 - Listed on April 21, 23 6 - Listed on June 3, 24 XGD: iunits S&P/TSX Capped Gold Index Fund 3 - Listed on June 14, 22 5 - Listed on June 23, 23 XFN: iunits S&P/TSX Capped Financials Index Fund All reported futures and options figures represent cleared data as provided by the Canadian Derivatives Clearing Corporation (CDCC). XIT: iunits S&P/TSX Capped Information Technology Index Fund XEG: iunits S&P/TSX Capped Energy Index Fund
BOURSE DE MONTRÉAL INC. Historical Interest Rate Derivative Statistics Futures Contracts 24 YTD 23 22 21 2 1999 Interest Interest Interest Interest Interest Interest BAX 5,489,421 189,351 6,578,451 187,95 4,789,319 147,87 4,234,236 156,352 4,992,957 148,927 6,47,542 211,852 CGB 2,13,739 133,894 2,397,119 77,177 1,83,42 63,542 1,835,229 59,642 1,51,264 55,649 1,598,463 29,594 CGZ 158,783 6,285 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A ONX 1,48 6,55 6,817 4 N/A N/A N/A N/A N/A N/A TOTAL 7,753,423 329,53 8,981,625 265,82 6,599,556 211,812 6,69,465 215,994 6,494,443 24,576 7,669,773 241,63 Futures Options OBX 215,787 28,32 341,245 31,572 57,95 17,5 89,339 3,62 249,976 51,73 168,93 27,963 TOTAL 215,787 28,32 341,245 31,572 57,95 17,5 89,351 3,62 249,976 51,73 171,57 27,963 Bond Options OBA 172 81 3,754 17 N/A N/A N/A N/A N/A N/A N/A N/A TOTAL 172 81 4,498 17 3,774 219 2,369 61 8,877 273 8,249 466 BAX: Three-month Canadian Bankers' Acceptance Futures ONX : 3-Day Overnight Repo Rate Futures OBX: Options on Three-month Canadian Bankers' Acceptance Futures CGB: Ten-year Government of Canada Bond Futures OGB: Options on the Ten-year Government of Canada Bond Future CGF : Five-year Government of Canada Bond Futures Historical Index Derivative Statistics Futures Contracts 24 YTD 23 22 21 2 1999 Interest Interest Interest Interest Interest SXF 1,436,543 94,333 1,681,994 16,641 1,45,86 67,625 1,174,328 53,541 1,272,244 66,861 262,58 5,419 SXA 361 1,454 14 739 N/A N/A N/A N/A N/A N/A SXB 161 25 11 187 N/A N/A N/A N/A N/A N/A SXH 68 6,89 5 7,71 1,375 N/A N/A N/A N/A N/A N/A SXY 484 452 85 N/A N/A N/A N/A N/A N/A TOTAL 1,438,157 94,358 1,69,9 17,245 1,458,942 69, 1,174,328 53,541 1,272,244 66,861 262,58 5,419 Options on Index Derivatives SXO 3,117 6,181 38,221 1,285 47,749 4,251 35,585 4,69 93,998 7,559 42,31 24,815 XIU 97,79 22,267 13,58 3,497 237,325 18,45 127,731 8,48 121,757 18,348 N/A N/A XGD 36,615 4,32 18,199 3,752 N/A N/A N/A N/A N/A N/A N/A N/A XFN 25,212 2,27 11,914 5,618 N/A N/A N/A N/A N/A N/A N/A N/A XIT 8,85 1,77 9,721 1,535 N/A N/A N/A N/A N/A N/A N/A N/A XEG 22,735 4,638 1,917 6,38 N/A N/A N/A N/A N/A N/A N/A N/A TOTAL 22,563 4,735 39,48 49,67 285,74 22,71 163,316 13,17 215,755 25,97 42,31 24,815 SXF: S&P Canada 6 Futures XIU: Options on iunits S&P/TSE 6 Index Participation Fund SXA, SXB, SXH, SXY : Futures on S&P/TSE sectorial indices Historical Equity Derivative Statistics Equity Options 24 YTD 23 22 21 2 1999 Interest Interest Interest Interest Interest Interest Equity Options 5,814,798 794,535 6,53,872 687,411 6,86,675 723,823 5,99,894 516,8 4,753,495 578,923 1,439,476 173,291 Long TermOptions 536,39 142,289 31,379 131,443 165,82 66,119 13,249 46,34 17,535 54,37 44,849 18,41 TOTAL 6,35,837 936,824 6,355,251 687,411 6,252,477 723,823 5,23,143 562,42 4,861,3 632,96 1,484,325 191,71
BOURSE DE MONTRÉAL INC. - averages - September 24 Index and Equity Derivatives Trading Days Interest Rate Derivatives Sponsored Options / XIU Sect. iunits OBA CGZ 24 23 24 23 24 23 24 23 24 Total 19 251 19 252 19 176 19 132 15 January 21 22 21 22 21 21 February 2 2 2 2 2 2 March 23 21 23 21 23 23 April 21 21 21 21 21 8 21 May 2 21 2 21 2 21 2 2 June 22 21 22 21 22 21 22 6 22 July 21 22 21 22 21 22 21 22 21 August 21 2 21 2 21 2 21 2 21 Septmber 21 21 21 21 21 21 21 21 21 October 22 22 22 22 November 19 2 2 2 December 21 21 21 21 Interest Rate Ave. Daily volume Daily Ave. % Daily Ave. % Daily Ave. Daily Ave. % Daily Ave. % Derivatives Sept. 24 Sept. 23 variation Aug. 24 variation Jan-Sept. 24 Jan-Sept. 23 variation Jan-Aug. 24 variation BAX 32,719 28,179 16.1% 33,3 -.9% 28,892 26,543 8.8% 28,416 1.7% OBX 93 1,62-12.5% 1,618-42.5% 1,136 1,522-25.4% 1,161-2.2% CGB 9,888 7,365 34.3% 18,187-45.6% 11,72 9,66 14.6% 11,22-1.3% CGZ (6) 827 N/A N/A 1,659-5.1% 1,512 N/A N/A 1,683-1.2% OBA (5) 4 1-1.% N/A 1 N/A 1 56.1% ONX(3) 1-1.% N/A 8 31-75.% 9-11.1% Sub Total (*) 44,367 36,67 21.2% 54,468-18.5% 41,944 37,756 11.1% 41,643.7% Index Derivatives SXF 12,892 13,821-6.7% 3,23 32.5% 7,561 6,467 16.9% 6,898 9.6% SXA(2) 2 11-85.4% 2-15.% 2 7-7.8% 2-1.8% SXB(2) 4 N/A N/A 1 1 45.6% 93.5% SXH(2) 52-1.% N/A 3 31-89.7% 4-11.1% SXY(2) N/A 5-1.% 3 2 15.7% 3-11.1% SXO (Long Term included) 223 219 2.1% 245-9.% 159 171-7.3% 15 5.3% Sub Total (*) 13,121 14,13-7.% 3,456 279.7% 7,728 6,678 15.7% 7,58 9.5% ETF Options XIU (Long Term included) 488 689-29.1% 21 131.9% 511 481 6.2% 514 -.6% XGD/XGL (4) 178 13 133 33.2% 193 66 2 195-1.% XFN (4) 51 585-1 59-13.2% 133 63-1 143-7.1% XIT (4) 4 118-1 33 21.5% 46 75 47-1.8% XEG (4) 15 13 11 127 18.1% 12 18 6 116 3.3% Sub Total (*) 97 1,534-4.9% 563 61.2% 1,2 937 7.% 1,14-1.2% Equity Derivatives Equity Options 23,947 3,53-2.3% 22,91 4.5% 3,64 23,567 29.9% 31,431-2.6% Long Term Options 1,497 1,668-1.2% 1,599-6.3% 2,821 1,183 138.5% 2,986-5.5% Sub Total (*) 25,445 31,721-19.8% 24,59 3.8% 33,425 24,75 35.1% 34,417-2.9% TOTAL (*) 83,84 83,966 -.2% 82,994 1.% 84,1 7,121 19.9% 84,132.% * - This number is based on the number of total traded contracts 2 - Listed on April 29, 22 4 - Listed on April 21, 23 6 - Listed on May 3, 24 divided by the number of trading days during the same period 3 - Listed on June 14, 22 5 - Listed on June 23, 23 All reported futures and options figures represent cleared and compensated data as provided by the Canadian Derivatives Clearing Corporation (CDCC).
Bourse de Montréal Inc. - Monthly Options Summary - September 24 Equity Options Value Transactions Interest Calls Puts Total Calls Puts Total Calls Puts Total Sept. 3, 24 1 Abitibi-Consolidated Inc A 5,173 893 6,66 288,31 92,38 38,69 17 49 156 11,816 2 Barrick Gold Corporation ABX 11,622 4,444 16,66 1,37,284 769,579 2,76,863 593 23 823 44,96 3 Agnico-Eagle Mines Ltd. AGE 1,94 353 1,447 97,26 32,275 129,535 115 3 145 3,4 4 Alcan Aluminium Limitee AL 7,426 5,676 13,12 2,96,834 1,179,895 3,276,729 755 259 1,14 17,453 5 Ati Technologies Inc. ATY 8,348 1,734 1,82 849,35 217,28 1,66,63 681 151 832 9,288 6 Bombardier Inc.Cl.B SV BBD.B 24,632 1,455 35,87 893,562 77,181 1,663,743 791 366 1,157 128,946 7 BCE Inc. BCE 6,334 3,89 9,423 736,545 368,965 1,15,51 534 161 695 26,17 8 Ballard Power Systems BLD 4,563 488 5,51 312,755 37,85 35,65 275 53 328 6,625 9 Bank of Montreal BMO 4,63 1,722 5,785 97,82 559,72 1,53,54 365 111 476 18,51 1 Brascan Corp. BNN 1,514 337 1,851 237,84 77,45 315,29 115 23 138 2,367 11 Bank of Nova-Scotia BNS 9,641 3,654 13,295 1,583,98 467,715 2,51,695 536 191 727 38,724 12 Biovail Corporation BVF 4,539 1,476 6,15 653,145 267,85 92,23 436 119 555 8,1 13 CAE Inc. CAE 1,397 51 1,898 51,666 32,7 84,366 74 29 13 5,145 14 Cameco Corp. CCO 2,625 873 3,498 749,26 273,565 1,22,825 213 97 31 2,1 15 CI Fund Management CIX 65 65 1,1 1,1 6 6 624 16 Celestica Inc. SV CLS 6,269 3,733 1,2 71,747 1,167,57 1,869,317 574 325 899 12,18 17 CDN Imperial Bank of Comm. CM 6,128 8,18 14,38 2,255,489 2,3,49 4,258,979 495 316 811 26,75 18 Canadian Natural Resources CNQ 12,495 4,65 16,56 3,651,1 775,965 4,426,975 93 318 1,248 1,651 19 Canadian National Railway CNR/CNX 1,444 618 2,62 399,132 176,96 576,92 146 44 19 2,634 2 Canadian Pacific Railway CP 1,544 54 2,48 141,19 53,5 194,24 15 62 212 7,759 21 Cognos CSN 1,754 693 2,447 327,38 133,145 46,525 211 78 289 2,137 22 Dofasco Inc. DFS 2,636 213 2,849 536,3 4,595 576,625 134 17 151 4,146 23 Encana Corporation ECA 17,76 4,958 22,34 3,61,499 966,814 4,577,313 1,397 385 1,782 3,186 24 Fairmont hotels and Resorts FHR 358 99 457 5,23 18,61 68,84 52 8 6 9 25 FalconBridge Ltée FL 2,577 331 2,98 41,765 66,87 477,635 25 27 232 3,658 26 Goldcorp Inc. G 6,172 1,57 7,679 527,818 114,97 642,788 334 88 422 16,881 27 CGI Inc.(Groupe) Cl A SV GIB.A 638 76 714 25,467 4,115 29,582 42 8 5 4,891 28 Glamis Gold GLG 257 257 27,78 27,78 8 8 89 29 Great-West Lifeco GWO 14 14 1,65 1,65 4 4 1,359 3 BCE Emergis Inc. IFM 497 5 547 33,53 2, 35,53 33 4 37 1,743 31 IAMGold Corp. IMG 845 596 1,441 112,88 52,65 165,485 54 3 84 5,65 32 Imperial Oil Limited IMO 1,171 565 1,736 25,465 178,98 384,445 121 49 17 3,533 33 Quebecor World SV IQW 389 53 442 7,95 9,75 79,98 3 3 33 773 34 JDS Uniphase Canada Ltd. JDU 832 7 92 33,53 3,45 36,98 62 4 66 3,322 35 Kinross K 8,815 1,6 9,821 571,27 84,625 655,895 331 47 378 2,79 36 Loblaw Companies Ltd. L 982 348 1,33 2,35 124,845 325,195 129 39 168 2,6 37 Manitoba Telecom Services (*) MBT 18 21 39 24,375 25,16 49,535 12 18 3 355 38 MDS Inc. MDS 155 77 232 19,485 24,83 44,315 15 6 21 61 39 Manulife Financial MFC 3,821 1,34 5,161 885,295 249,995 1,135,29 255 81 336 1,34 4 Magna International Cl A MG.A 1,446 762 2,28 294,145 515,315 89,46 113 74 187 2,897 41 Meridian Gold MNG 1,294 97 2,21 194,415 69,71 264,125 98 43 141 1,961 42 Molson Inc. MOL 1,839 528 2,367 14,265 84,2 224,285 116 34 15 3,579 43 Inco Ltd. N 7,276 3,73 1,979 1,637,2 89,85 2,447,5 693 356 1,49 12,128 44 National Bank of Canada NA 1,398 488 1,886 298,48 156,6 455,8 126 48 174 8,52 45 Nova Chemicals Corp. NCX 2,899 478 3,377 366,855 18,515 475,37 157 39 196 3,73 46 Noranda Inc. NRD 4,436 1,972 6,48 511,28 266,64 777,92 287 113 4 15,391 47 Neurochem Inc. NRM 1,36 282 1,318 182,45 55,69 237,735 13 41 171 1,21 48 Nortel Networks Corp. NT 87,82 24,676 112,496 2,835,219 2,838,121 5,673,34 2,447 969 3,416 168,276 49 Nexen Inc. NXY 1,156 445 1,61 266,55 134,6 4,655 117 43 16 3,14 5 Text Corp. OTC 92 457 1,377 131,135 154,185 285,32 1 43 143 1,64 51 Pan American Silver Corp. PAA 977 296 1,273 12,92 35,765 138,685 85 2 15 1,257 52 Petro-Canada Com/Var PCA 14,341 8,14 22,481 4,33,9 1,14,33 5,47,42 1,218 362 1,58 13,231 53 Precision Drilling Corp. PD 2,618 1,258 3,876 1,1,875 28,975 1,381,85 34 136 476 4,632 54 Placer Dome Inc. PDG 11,887 6,895 18,782 2,44,45 784,55 2,828,955 829 33 1,159 3,549 55 Groupe Jean Coutu (*) PJC 2 2 4 1,4 6 2, 2 2 4 4 56 QLT Phototherapeutics Inc. QLT 3,82 1,669 4,751 499,676 57,53 1,7,26 372 16 532 11,291 57 Rogers Communication ClB RCI.B 1,367 751 2,118 14,75 67,535 171,61 62 38 1 3,79 58 Research In Motion RIM 8,26 5,927 14,133 7,9,16 1,731,358 8,821,518 1,263 726 1,989 7,178 59 Royal Bank of Canada RY 9,876 4,952 14,828 1,932,337 1,462,785 3,395,122 727 31 1,37 39,139 6 Sherritt Int. S 125 125 11,95 11,95 9 9 7 61 Shaw Communications SJR 291 191 482 25,15 31,86 56,875 3 22 52 765 62 Sun Life Financial SLF 2,7 997 3,67 298,735 222,145 52,88 218 7 288 6,713 63 Suncor Energy Inc. SU 1,141 3,399 13,54 1,757,71 417,93 2,175,64 76 184 89 9,268 64 Sierra Wireless Inc. SW 2,34 1,7 3,311 47,53 483,295 953,825 289 16 395 2,491 65 Telus Corp. T 3,951 55 4,456 288,3 52,3 34,6 127 28 155 5,821 66 TransAlta Corporation TA 1,15 863 2,13 49,657 36,565 86,222 91 38 129 3,518 67 Toronto-Dominion Bank TD 7,56 2,371 9,931 1,621,455 482,35 2,13,49 59 14 73 3,788 68 Teck Cominco Ltd. TEK 3,674 695 4,369 559,555 118,18 677,735 158 37 195 7,17 69 Canadian Pacific Ships TEU 1,825 1,588 3,413 185,685 146,25 331,71 124 44 168 1,711 7 Talisman Energy Inc. TLM 1,95 8,649 19,599 1,81,355 1,3,535 3,11,89 532 218 75 16,251 71 Thomson Corporation TOC 937 17 1,17 87,935 61,975 149,91 6 9 69 3,222 72 TransCanada Corp. TRP 4,8 97 4,987 373,481 99,64 473,121 29 53 262 12,66 73 Wesjet Airlines Ltd. WJA 199 17 369 1,19 17,65 27,84 19 13 32 447 Sous - total 383,236 151,15 534,341 56,96,568 25,973,168 82,933,736 23,764 8,675 32,439 936,824 NOTE : Long termoptions included in the volume (*) listed on Sept. 27, 24
Bourse de Montréal Inc. - Monthly Options Summary - September 24 Futures/Bond/Index/iUnits Value Transactions Interest Calls Puts Total Calls Puts Total Calls Puts Total Sept. 3, 24 1 BAX Options BAX Options OBX 12,28 7,24 19,52 1,177,375 2,137, 3,314,375 43 3 73 2832 2 Cda Bond Options JN 212 5.25 OBA 74 74 5,5 5,5 6 6 81 3 S+P/CDA 6 Index S+P/CDA 6 Index SXO 935 3,753 4,688 2,911,335 1,135,38 4,46,715 124 134 258 6,181 4 Units S&P/TSE 6 fund i6 Units XIU 5,824 4,5 9,829 1,69,575 295,53 1,365,78 433 144 577 2,742 Gold XGD/XGL 2,155 996 3,151 55,84 71,52 577,36 53 38 91 4,638 Financial Services XFN 6 474 1,74 56,36 65,85 122,165 39 25 64 2,27 IT XIT 2,346 1,385 3,731 435,32 189,59 624,91 23 52 255 4,32 Energy XEG 52 33 832 49,99 12,7 62,69 19 14 33 1,77 Sub Total 24,642 18,257 42,899 6,25,795 3,912,998 1,118,793 914 443 1,357 67,611 Grand Total 47,878 169,362 577,24 63,166,363 29,886,166 93,52,529 24,678 9,118 33,796 1,4,435 NOTE : Leaps included
Bourse de Montréal Inc. - Canadian Equity Options Market Trading by Sector September 24 Sectors Sept. Trade (%) Aug. Change Sept. - Aug. (%) 16, Traded volume distribution per sector Materials 112,648 21.8% 111,822.74% Industrials 53,681 1.5% 86,796-38.15% Telecommunications 16,544 3.1% 11,237 47.23% Consumer Discretionary 4,254.8% 6,481-34.36% Energy 11,427 18.98% 7,216 44.45% Financials 7,191 13.14% 78,624-1.73% Health Care 12,356 2.31% 15,896-22.27% Technology 152,153 28.47% 127,191 19.63% Utilities 7,39 1.38% 5,18 47.27% Consumer Staples 3,697.69% 1,4 164.7% Total 534,341 1.% 12, 8, 4, Materials Industrials Telecomm. Consumer Discretionary Energy Financials Health Care Technology Utilities Consumer Staples Sectors January to September 24 Jan- Sept. Trade (%) Jan- Aug. Change Jan- Sept. / Jan- Aug. Materials 1,292,284 2.35% 1,179,636 9.55% Industrials 753,996 11.87% 7,315 7.67% Telecommunications 171,663 2.7% 155,119 1.67% Consumer Discretionary 72,286 1.14% 68,32 6.25% Energy 699,43 11.1% 597,616 16.97% Financials 948,15 14.93% 877,914 8.% Health Care 173,944 2.74% 161,588 7.65% Technology 2,121,199 33.4% 1,969,46 7.73% Utilities 91,175 1.44% 83,785 8.82% Consumer Staples 27,142.43% 23,445 15.77% Total 6,35,837 1.% 2,, 1,6, 1,2, 8, 4, Materials Industrials Traded volume distribution per sector Telecomm. Consumer Discretionary Energy Financials Health Care Technology Utilities Consumer Staples * Sector breakdowns are based on the S&P/TSX Indices
BAX Three-Month Canadian Bankers' Acceptance Futures Interest BAX - and Interest 7, 6, 5, 4, 3, 2, 1, 21 22 23 24 CGB Ten-Year Government of Canada Bond Futures Interest 4, CGB - and Interest 35, 3, 25, 2, 15, 1, 5, 21 22 23 24
SXF S&P Canada 6 Index Futures Interest 36, 32, 28, 24, 2, 16, 12, 8, 4, SXF - and Interest 21 22 23 24 Equity Options Interest Equity Options - and Interest 1,2, 1,, 8, 6, 4, 2, 21 22 23 24
DELIVERABLE BOND ISSUES AND THEIR CONVERSION FACTORS (As of Sept. 1, 24) TEN-YEAR GOVERNMENT OF CANADA BOND FUTURES - CGB Government of Canada Bonds Outstanding Sept-4 Dec-4 Mar-5 June-5 Coupon Maturity (CAN $ million) 5 1/4% June 1, 213 12,.9494.956.9517.9529 5% June 1, 214 1,367.9269.9284.9297.9312 TOTAL OUTSTANDING DELIVERABLE BONDS 22,367 22,367 22,367 22,367 (CAN $ million) Conversion factors computed with a yield equal to 6%. TWO-YEAR GOVERNMENT OF CANADA BOND FUTURES - CGZ Government of Canada Bonds Outstanding Sept-4 Dec-4 Mar-5 June-5 Coupon Maturity (CAN $ million) 3% June 1, 26 7,537.958.9576 S/O S/O 5 3/4% September 1, 26 9,357.9954.9958.9965 S/O 4 1/2% September 1, 27 1,4 S/O S/O.9657.9688 TOTAL OUTSTANDING DELIVERABLE BONDS 16,839 16,839 19,72 1,4 (CAN $ million) Conversion factors computed with a yield equal to 6%. Note: This table is subject to the Rules of Bourse de Montréal Inc. and of the Canadian Derivatives Clearing Corporation.