Interest rate derivative trading will cease at 1:30 p.m. today, November 8, 2024. Furthermore, the interest rate derivative market will be closed on November 11, 2024.

Market Review

November 8, 2024

Volume by product
Name Volume Trans. Open Interest
COA 200 2 303
CRA 101,351 15,457 1,370,189
Options on CRA 0 0 18,500
CGZ 49,020 4,471 217,444
CGF 33,990 7,427 193,662
CGB 104,636 44,002 581,272
LGB 10 2 666
OGF 0 0 164
OGB 0 0 415
SXF 17,150 14,588 208,918
BTC on SXF 327 16 0
SXM 38 28 429
SDV 0 0 30,635
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 124,564 5,524 7,257,649
Options on ETFs 131,529 627 12,657,562
Share futures 0 0 429,740
USX 114 4 12,313
Total 562,929 92,148 22,997,361
Most active options classes
Class Volume
XIU 66,341
ZEB 25,034
TECK 16,690
TD 12,862
BTCC 10,317
ETHH 7,703
EMA 5,958
ENB 5,222
SU 4,659
CNDX 3,500
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 25,866 88,935 114,801 0.291
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 96.008 96.010 96.005 96.008 0.000 2,036 196,433
DE 24 96.725 96.730 96.640 96.715 -0.010 21,942 203,692
MR 25 97.065 97.070 96.955 97.030 -0.030 15,806 235,721
JN 25 97.140 97.155 97.045 97.110 -0.020 14,651 237,916
SE 25 97.170 97.185 97.085 97.135 -0.015 12,695 161,029
DE 25 97.180 97.205 97.110 97.150 -0.005 17,301 141,860
MR 26 97.180 97.205 97.125 97.160 0.005 6,862 72,909
JN 26 97.175 97.210 97.140 97.170 0.020 4,913 59,016
SE 26 97.170 97.205 97.160 97.175 0.025 2,900 35,876
DE 26 97.165 97.185 97.155 97.175 0.030 1,704 20,764
MR 27 97.170 97.180 97.150 97.175 0.030 438 4,371
JN 27 97.170 97.170 97.165 97.175 0.020 103 602
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 104.765 104.780 104.390 104.710 0.000 49,020 217,444
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 113.670 113.920 113.630 113.780 0.120 33,990 193,662
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 121.980 122.570 121.880 122.350 0.440 104,636 581,272
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,489.600 1,490.000 1,475.900 1,483.600 -4.500 17,150 207,275
MR 25 0.000 0.000 0.000 1,488.100 0.000 0 383
DE 25 0.000 0.000 0.000 1,503.600 0.000 0 1,260
 

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