Market Review

February 7, 2025

Volume by product
Name Volume Trans. Open Interest
COA 0 0 725
CRA 230,303 27,650 1,273,710
Options on CRA 0 0 38,061
CGZ 72,927 7,027 250,218
CGF 98,301 14,770 210,792
CGB 180,801 59,977 682,666
LGB 30 5 1,412
OGF 0 0 594
OGB 0 0 1,060
SXF 15,633 14,545 182,800
BTC on SXF 219 26 0
SXM 7 4 544
SDV 0 0 6,650
SXK 0 0 10,600
SXU 0 0 7,500
Equity options 143,961 5,591 7,004,626
Options on ETFs 145,961 445 16,456,933
Share futures 0 0 217,300
BTC on share futures 25,000 1 0
USX 56 1 10,817
Total 913,199 130,042 26,357,008
Most active options classes
Class Volume
ZEB 82,649
EDV 20,058
BCE 19,984
XIU 19,582
TRP 13,880
XEG 10,573
RCI 7,226
CM 5,994
ENB 5,939
XGD 5,071
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 66,341 64,590 130,931 1.027
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 24 96.853 96.853 96.845 96.850 -0.003 5,485 240,224
MR 25 97.285 97.295 97.210 97.245 -0.050 55,865 217,628
JN 25 97.485 97.505 97.375 97.400 -0.110 42,750 227,517
SE 25 97.585 97.605 97.465 97.485 -0.115 31,653 161,576
DE 25 97.635 97.660 97.515 97.530 -0.125 46,679 165,244
MR 26 97.660 97.680 97.525 97.540 -0.130 19,509 99,435
JN 26 97.655 97.685 97.520 97.540 -0.125 12,223 67,693
SE 26 97.650 97.675 97.510 97.535 -0.120 6,892 47,989
DE 26 97.635 97.655 97.495 97.525 -0.125 8,134 36,473
MR 27 97.625 97.645 97.490 97.520 -0.120 1,057 7,747
JN 27 97.615 97.630 97.495 97.515 -0.110 56 2,108
SE 27 0.000 0.000 0.000 97.505 0.000 0 76
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 25 105.635 105.670 105.400 105.440 -0.180 72,927 250,218
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 114.780 114.930 114.110 114.250 -0.580 98,301 210,792
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 25 125.200 125.480 124.010 124.190 -1.090 180,801 682,666
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 25 1,537.300 1,540.200 1,525.500 1,528.800 -7.900 15,633 181,540
DE 25 0.000 0.000 0.000 1,544.800 0.000 0 1,260
 

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