Canadian Annual Derivatives Conference

November 26-28, 2018

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Canada's Leading Derivatives Conference

Preliminary Program – November 26-28, 2018

An unparalleled opportunity to forge connections with the who's who of Canadian derivatives.
Delve into key developments in equities, fixed income, technology, regulation and clearing.

  Mark your calendar

5
00
PM

Welcome Cocktail

7
30
AM

Registration / Breakfast

8
30
AM

Welcome Address

Luc Fortin, Montréal Exchange, TMX Group
8
45
AM

Keynote Speaker

Global Macro Opportunities
Speaker
Mathieu Savary, BCA Research Inc.
9
30
AM

Fixed Income Derivatives

Buy-side industry leaders debate current Canadian and global investment opportunities in fixed income/credit derivatives.
Introduction
Sheryl King, Bank of Canada
Moderator
Camilla Sutton, Women in Capital Markets
Panelist
Anna Pal, Ontario Teachers' Pension Plan
10
15
AM

Break

10
45
AM

TBD

11
15
AM

Fireside Chat

Senior Advisor to Stephen Poloz, Governor of the Bank of Canada
Host
Ranjan Bahduri, Bodhi Research Group
Speaker
Sheryl King, Bank of Canada
12
00
PM

Lunch / Presentation

Ron MacLean, Hockey Night in Canada and Rogers Hometown Hockey
1
30
PM

Equity Derivatives

Moderator
Roseanne Palumbo, TD Securities
Panelists
Guillaume Sévigny, Industrial Alliance
2
30
PM

It's Not Me, It's the Algo!

Algorithmic trading is now part of our landscape, posing its own regulatory challenges. This panel will discuss regulation and enforcement cases involving algorithmic trading from Canadian, US and UK/EU perspectives.

What are the various regulation regimes and how do they differ? Does algorithmic trading create more opportunities for market abuse? What are best practices for supervising an algorithmic trading system? What if algorithms were to purposely or recklessly disrupt a market? So many questions, only nano seconds of time...

Speaker
Gary De Wall, Katten Muchin Rosenman LLP
Jason Fusco, Intercontinental Exchange | ICE Futures U.S., Inc.
3
15
PM

Break

3
45
PM

ETFs — What is Fueling the Tremendous Growth in the Options Market?

Over the last year, options on ETFs have continuously hit record volumes. Where is the uptake coming from?

MX introduced Futures on ETFs last year. An overview of why this product was introduced.

Are there still gaps in the market?

Moderator
Dani Lipkin, Toronto Stock Exchange, TMX Group
Panelists
Mario Cianfarani, Vanguard Investments Canada Inc.
Steve Hawkins, Horizons ETFs
Mark Raes, BMO Global Asset Management
Parag Shah, BlackRock Inc.
6
00
PM

Cocktail and Evening at la Chapelle du Musée de l'Amérique francophone

2, côte de la Fabrique, Québec
8
30
AM

Breakfast

9
30
AM

Buy-Side: How Can Volatility Strategies be Used in Today's Market?

Volatility, from a risk indicator to an investment class, the journey of the last 30 years.

How can volatility strategies be used to increase portfolio returns or protect their value?

Moderator
Antonio Cabeda, Montréal Exchange, TMX Group
Panelists
Nicolas Papageorgiou, Fiera Capital
Hamish Preston, S&P Dow Jones Indices
Pierre-Philippe Ste-Marie, Optimum Asset Management
10
15
AM

Post Trade Update

Post trade services are rapidly evolving to serve an increasingly diverse set of stakeholder expectations beyond traditional CCP services. In this overview, Glenn will discuss what TMX is doing to meet this challenge while continuing to deliver globally competitive, safe and efficient clearing systems for market participants.
Speaker
Glenn Goucher, CDCC and CDS, TMX Group
10
45
AM

Limits of Arbitrage in Fixed-Income Markets

Bonds rarely align perfectly on a curve: apparent arbitrage opportunities between relatively cheap and relatively rich bonds are common. We use the relative value of sovereign bonds to measure limits of arbitrage in fixed-income markets. We construct indices of relative value for several sovereign issuers; we show that they are robust indicators of market frictions and funding stress in each country. We find that relative value indices exhibit strong commonality across countries and that they explain option and corporate bond prices.
Speaker
Guillaume Nolin, Bank of Canada
11
15
AM

TBD

12
00
PM

Lunch / End of conference

Reception Sponsorship

Jitneytrade

Lunch Sponsorship

Société Générale

Participants' Gift Sponsorship

BMO Capital Markets

Welcome Cocktail Sponsorship

Vermeg

Lanyard Sponsorship

RJ O'Brien

Wireless Internet Sponsorship

iShares by BlackRock

Room Keys Sponsorship

Itiviti

Breakfast Sponsorships

Canadian Derivatives Institute

One (1) available.

Snack Bag Sponsorship

Jane Street

Break Sponsorships

S&P Dow Jones Indices TD

General Session Notepads Sponsorship

National Bank Financial Markets

General Session Pens Sponsorship

Susquehanna International Group

Water Bottle Sponsorship

RBC Capital Markets

Exhibitor Sponsorships

Calypso OptionMetrics Refinitiv

Three (3) available.

General Room Drop Sponsorship

Tradewex

Tote Bag Sponsorship

AvisoWealth

Fairmont Le Château Frontenac


In 2018, Fairmont Le Château Frontenac will celebrate its 125th anniversary! For the occasion, we will present numerous events and exhibitions.

Fairmont Le Château Frontenac

1 rue des Carrières
Québec City, Quebec
G1R 4P5

More Information