Market Review

May 3, 2024

Volume by product
Name Volume Trans. Open Interest
COA 100 1 100
CRA 167,968 23,714 1,031,370
BAX 2,235 81 99,112
Options on BAX 0 0 500
CGZ 67,942 6,695 237,295
CGF 65,186 13,692 121,786
CGB 130,601 56,659 553,367
LGB 68 15 1,237
OGB 0 0 88
SXF 17,929 16,401 214,523
BTC on SXF 161 38 0
SXM 8 7 408
SDV 0 0 27,540
SXD 0 0 3,550
SXK 0 0 100
Equity options 227,146 7,382 6,227,484
Options on ETFs 14,230 404 7,931,010
Share futures 0 0 487,600
BTC on share futures 204,700 9 0
USX 210 3 23,708
Total 898,484 125,101 16,960,778
Most active options classes
Class Volume
TD 33,938
T 26,950
BCE 11,965
AC 11,134
ZPR 10,066
BNS 10,010
MFC 7,626
ENB 6,882
PPL 6,451
RY 6,432
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 48,257 157,018 205,275 0.307
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.983 94.988 94.980 94.985 0.003 6,109 157,722
JN 24 95.220 95.280 95.215 95.250 0.025 31,408 157,052
SE 24 95.425 95.525 95.415 95.480 0.050 29,864 173,765
DE 24 95.615 95.730 95.605 95.695 0.065 36,763 203,208
MR 25 95.775 95.910 95.765 95.870 0.080 19,955 125,207
JN 25 95.920 96.050 95.905 96.015 0.090 20,554 93,791
SE 25 96.035 96.180 96.030 96.150 0.100 11,821 55,248
DE 25 96.165 96.305 96.155 96.275 0.105 7,320 43,073
MR 26 96.270 96.405 96.270 96.385 0.110 2,374 11,937
JN 26 96.390 96.505 96.385 96.485 0.085 1,361 8,205
SE 26 96.495 96.575 96.480 96.575 0.105 192 1,703
DE 26 96.570 96.670 96.570 96.650 0.090 247 459
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 24 94.895 94.950 94.890 94.915 0.025 2,235 99,112
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 24 102.705 102.895 102.690 102.835 0.125 67,942 237,295
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 24 110.090 110.680 110.080 110.520 0.360 65,186 121,786
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 24 117.670 118.720 117.660 118.490 0.700 130,601 553,367
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 24 1,312.200 1,325.000 1,310.400 1,319.500 8.200 17,929 211,703
DE 24 0.000 0.000 0.000 1,329.200 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,347.200 0.000 0 1,260
 

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