Market Review

May 10, 2024

Volume by product
Name Volume Trans. Open Interest
COA 100 1 200
CRA 179,401 19,832 1,028,652
Options on CRA 150 1 0
BAX 2,957 78 99,319
Options on BAX 0 0 500
CGZ 46,486 4,821 247,795
CGF 47,052 9,651 124,040
CGB 130,885 52,455 556,433
LGB 19 5 1,298
OGB 0 0 88
SXF 15,459 13,759 212,294
BTC on SXF 59 21 0
SXM 6 4 478
SDV 0 0 27,540
SXD 0 0 3,550
SXK 0 0 100
Equity options 186,551 6,471 6,453,496
Options on ETFs 33,915 424 8,289,178
Share futures 0 0 741,940
BTC on share futures 44,390 1 0
USX 126 6 25,213
Total 687,556 107,530 17,812,114
Most active options classes
Class Volume
CVE 36,327
ZEB 30,038
FM 15,421
SLF 12,870
TD 11,621
ENB 10,906
T 10,027
BCE 9,778
BNS 6,317
BTE 3,855
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 63,207 114,219 177,426 0.553
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.980 94.980 94.970 94.973 -0.010 6,941 150,185
JN 24 95.230 95.235 95.160 95.170 -0.060 48,855 158,629
SE 24 95.460 95.465 95.365 95.380 -0.095 24,900 173,873
DE 24 95.670 95.680 95.560 95.580 -0.105 43,710 200,069
MR 25 95.850 95.860 95.730 95.755 -0.115 20,014 126,100
JN 25 96.000 96.010 95.880 95.905 -0.100 15,755 97,923
SE 25 96.130 96.140 96.025 96.050 -0.095 10,533 57,635
DE 25 96.250 96.270 96.155 96.185 -0.085 6,590 41,981
MR 26 96.375 96.380 96.280 96.310 -0.075 1,714 11,001
JN 26 96.475 96.485 96.390 96.415 -0.070 166 9,128
SE 26 96.570 96.580 96.490 96.510 -0.060 172 1,597
DE 26 96.600 96.600 96.600 96.595 -0.050 51 531
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 24 94.880 94.885 94.830 94.845 -0.055 2,957 99,319
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 24 102.725 102.740 102.585 102.610 -0.165 46,486 247,795
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 24 110.430 110.500 109.970 110.060 -0.440 47,052 124,040
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 24 118.590 118.750 117.800 117.970 -0.710 130,885 556,433
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 24 1,345.600 1,354.200 1,338.500 1,339.500 -4.800 15,459 209,474
DE 24 0.000 0.000 0.000 1,349.200 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,367.200 0.000 0 1,260
 

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