Market Review

July 4, 2022

Volume by product
Name Volume Trans. Open Interest
CRA 1,024 47 13,027
BAX 28,476 5,216 725,237
Options on BAX 0 0 95,765
CGZ 12,358 878 55,540
CGF 12,664 2,520 94,274
CGB 67,424 30,127 547,692
LGB 77 11 545
OGB 0 0 755
SXO 0 0 12,820
SXF 14,978 13,541 307,295
BTC on SXF 157 4 0
SXM 47 26 423
SDV 0 0 6,446
SCF 0 0 1
SXD 0 0 10
Equity options 52,011 4,418 5,833,131
Options on ETFs 12,209 213 3,921,262
Share futures 0 0 753,200
BTC on share futures 20,800 4 0
USX 0 0 3,482
Total 222,225 57,005 12,370,905
Most active options classes
Class Volume
CVE 9,816
XIU 6,165
XEG 5,142
MFC 2,754
WCP 2,344
BNS 2,340
SU 2,181
RY 1,832
TD 1,598
VET 1,490
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 13,159 38,852 52,011 0.339
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 22 0.000 0.000 0.000 97.943 0.000 0 4,592
SE 22 96.885 96.885 96.885 96.900 -0.035 125 2,732
DE 22 0.000 0.000 0.000 96.565 0.000 0 3,413
MR 23 96.630 96.630 96.590 96.595 0.065 395 604
JN 23 96.690 96.690 96.660 96.685 0.070 127 415
SE 23 96.765 96.765 96.765 96.765 0.100 100 347
DE 23 96.800 96.805 96.785 96.820 0.095 175 307
MR 24 0.000 0.000 0.000 96.870 0.000 0 100
JN 24 96.850 96.885 96.850 96.905 0.085 102 101
SE 24 0.000 0.000 0.000 96.930 0.000 0 167
DE 24 0.000 0.000 0.000 96.930 0.000 0 49
MR 25 0.000 0.000 0.000 96.935 0.000 0 200
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JL 22 0.000 0.000 0.000 97.445 0.000 0 0
AU 22 0.000 0.000 0.000 97.330 0.000 0 0
SE 22 96.560 96.565 96.490 96.510 -0.040 5,154 145,171
DE 22 96.235 96.255 96.150 96.165 -0.035 6,233 172,525
MR 23 96.270 96.300 96.215 96.235 0.025 5,894 131,658
JN 23 96.380 96.395 96.310 96.345 0.060 3,494 87,527
SE 23 96.405 96.470 96.385 96.445 0.080 2,044 77,769
DE 23 96.470 96.515 96.420 96.500 0.110 2,835 63,078
MR 24 96.530 96.560 96.500 96.545 0.120 1,205 28,191
JN 24 96.530 96.585 96.520 96.570 0.115 1,555 13,637
SE 24 96.550 96.550 96.540 96.590 0.060 23 3,188
DE 24 0.000 0.000 0.000 96.600 0.000 26 1,584
MR 25 0.000 0.000 0.000 96.615 0.000 13 908
JN 25 0.000 0.000 0.000 96.605 0.000 0 1
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 22 104.585 104.675 104.530 104.625 0.080 12,358 55,540
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 22 113.350 113.500 113.120 113.220 0.310 12,664 94,274
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 22 125.350 125.620 124.130 124.560 0.580 67,424 547,692
00 17.950 17.950 17.950 0.000 0.280 300 0
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 22 1,141.400 1,158.200 1,141.400 1,150.800 11.100 14,978 304,645
DE 23 0.000 0.000 0.000 1,156.800 0.000 0 1,700
DE 24 0.000 0.000 0.000 1,162.800 0.000 0 700
DE 25 0.000 0.000 0.000 1,176.800 0.000 0 250
 

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