Market Review

January 10, 2025

Volume by product
Name Volume Trans. Open Interest
COA 200 2 600
CRA 241,947 27,105 1,274,937
Options on CRA 500 1 32,350
CGZ 84,636 8,009 195,602
CGF 91,627 14,990 206,147
CGB 180,837 71,727 596,573
LGB 110 12 1,252
OGF 150 2 164
OGB 0 0 975
SXF 22,515 19,687 159,763
BTC on SXF 438 22 0
SXM 26 7 541
SDV 0 0 6,055
SXK 0 0 10,600
SXU 0 0 7,500
Equity options 157,418 6,390 7,320,412
Options on ETFs 44,385 894 14,286,151
Share futures 0 0 738,610
BTC on share futures 134,000 3 0
USX 300 18 10,234
Total 959,089 148,869 24,848,466
Most active options classes
Class Volume
TD 31,402
XIU 30,644
TRP 9,108
CNQ 8,802
BNS 6,881
CM 6,701
BMO 6,593
PPL 5,973
SU 5,199
XEG 4,589
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 26,078 119,766 145,844 0.218
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 24 96.808 96.810 96.753 96.790 -0.020 19,850 224,262
MR 25 97.095 97.095 96.940 97.015 -0.075 76,721 199,425
JN 25 97.245 97.245 97.085 97.095 -0.150 61,010 263,548
SE 25 97.280 97.280 97.110 97.120 -0.165 28,801 180,380
DE 25 97.295 97.295 97.130 97.135 -0.160 28,461 171,541
MR 26 97.295 97.295 97.130 97.140 -0.165 11,570 91,625
JN 26 97.290 97.295 97.125 97.140 -0.170 6,727 57,293
SE 26 97.290 97.290 97.125 97.135 -0.180 4,980 48,955
DE 26 97.280 97.280 97.115 97.125 -0.170 3,598 29,805
MR 27 97.270 97.270 97.115 97.120 -0.170 177 6,384
JN 27 97.255 97.255 97.105 97.110 -0.175 49 1,682
SE 27 97.175 97.175 97.175 97.095 -0.090 3 37
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 25 105.080 105.080 104.800 104.810 -0.240 84,636 195,602
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 112.900 112.910 112.220 112.270 -0.580 91,627 206,147
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 25 121.610 121.620 120.480 120.610 -0.950 180,837 596,573
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 25 1,504.700 1,510.600 1,480.000 1,484.500 -23.200 22,515 158,503
DE 25 0.000 0.000 0.000 1,500.500 0.000 0 1,260
 

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