Market Review

March 31, 2023

Volume by product
Name Volume Trans. Open Interest
COA 0 0 151
CRA 2,562 588 169,565
BAX 47,288 11,051 508,016
Options on BAX 0 0 5,590
CGZ 35,223 2,679 72,118
CGF 33,408 9,085 99,053
CGB 104,085 47,693 483,092
LGB 86 13 851
OGB 0 0 550
SXF 25,316 21,518 302,412
BTC on SXF 1,428 29 0
SXM 15 8 335
SDV 0 0 23,794
SXD 0 0 3,550
SXK 0 0 391
Equity options 123,583 5,881 5,857,729
Options on ETFs 92,269 310 4,870,161
Share futures 0 0 892,000
BTC on share futures 83,100 5 0
USX 1 1 1,668
Total 548,364 98,861 13,291,026
Most active options classes
Class Volume
ZEB 30,858
ZSP 30,021
XIU 25,078
BTO 10,412
CM 6,381
BNS 5,846
MAG 5,276
ENB 5,071
OSK 4,905
BMO 4,854
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 19,903 90,293 110,196 0.220
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 23 95.503 95.503 95.503 95.503 -0.005 10 33,230
JN 23 95.560 95.580 95.560 95.580 -0.020 1,479 46,715
SE 23 95.765 95.765 95.695 95.735 -0.005 343 39,826
DE 23 95.900 95.980 95.900 95.955 0.005 16 8,946
MR 24 96.210 96.220 96.125 96.195 0.010 141 19,482
JN 24 96.500 96.500 96.410 96.490 0.015 144 14,084
SE 24 96.685 96.785 96.665 96.765 0.005 267 4,428
DE 24 96.955 96.955 96.955 96.980 -0.025 108 1,705
MR 25 97.065 97.160 97.065 97.140 0.020 48 619
JN 25 97.160 97.240 97.150 97.245 -0.005 5 294
SE 25 97.210 97.210 97.210 97.310 -0.100 1 229
DE 25 0.000 0.000 0.000 97.380 0.000 0 7
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
AL 23 0.000 0.000 0.000 95.110 0.000 0 0
MA 23 0.000 0.000 0.000 95.015 0.000 0 0
JN 23 95.150 95.150 95.090 95.125 -0.010 9,079 132,199
SE 23 95.360 95.370 95.275 95.345 -0.025 8,477 121,227
DE 23 95.570 95.590 95.485 95.570 -0.015 7,988 77,946
MR 24 95.860 95.880 95.775 95.860 0.000 5,755 65,904
JN 24 96.170 96.180 96.060 96.170 0.010 6,551 50,681
SE 24 96.440 96.460 96.320 96.450 0.010 5,428 29,804
DE 24 96.630 96.680 96.560 96.660 0.010 2,739 19,142
MR 25 96.730 96.850 96.700 96.820 0.010 1,250 9,112
JN 25 96.830 96.860 96.830 96.920 -0.050 21 1,166
SE 25 0.000 0.000 0.000 96.980 0.000 0 802
DE 25 0.000 0.000 0.000 97.000 0.000 0 33
MR 26 0.000 0.000 0.000 97.000 0.000 0 0
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 23 103.730 103.800 103.635 103.780 0.035 35,223 72,118
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 23 113.690 114.010 113.550 113.970 0.220 33,408 99,053
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 23 125.710 126.240 125.380 126.160 0.290 104,085 483,092
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 23 1,201.400 1,211.100 1,198.500 1,209.200 7.700 25,316 298,612
DE 23 0.000 0.000 0.000 1,215.200 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,222.600 0.000 0 1,050
DE 25 0.000 0.000 0.000 1,235.600 0.000 0 250
 

BAX®, OBX®, CGZ®, CGF®, CGB®, LGB®, OGB® and USX® are registered trademarks of Bourse de Montréal Inc.
SXFTM, SXMTM, SMJTM, SCFTM, SXOTM, OGZTM and OGFTM are trademarks of Bourse de Montréal Inc.

TMX Group Limited and its affiliates do not endorse or recommend any securities issued by any companies identified on, or linked through, this site. Please seek professional advice to evaluate specific securities or other content on this site. All content (including any links to third party sites) is provided for informational purposes only (and not for trading purposes), and is not intended to provide legal, accounting, tax, investment, financial or other advice and should not be relied upon for such advice. The views, opinions and advice of any third party reflect those of the individual authors and are not endorsed by TMX Group Limited or its affiliates. TMX Group Limited and its affiliates have not prepared, reviewed or updated the content of third parties on this site or the content of any third party sites, and assume no responsibility for such information.

Copyright © 2023 Bourse de Montréal Inc. All rights reserved.
Canadian Derivatives Exchange is an official mark of Bourse de Montréal Inc.