Market Review

December 7, 2023

Volume by product
Name Volume Trans. Open Interest
COA 0 0 240
CRA 59,847 7,732 686,303
BAX 34,646 6,541 520,066
Options on BAX 0 0 15,900
CGZ 34,685 3,538 146,017
CGF 44,833 10,340 113,082
CGB 146,742 49,267 512,508
LGB 184 63 1,594
OGB 0 0 460
SXF 25,801 20,314 286,666
BTC on SXF 3,371 41 0
SXM 10 10 252
SDV 0 0 46,965
SXD 0 0 3,550
SXK 0 0 641
Equity options 177,789 6,043 7,328,472
Options on ETFs 74,291 320 6,651,822
Share futures 0 0 1,025,820
Futures on ETFs 0 0 1,000
BTC on share futures 182,400 10 0
USX 0 0 3,033
Total 784,599 104,219 17,344,391
Most active options classes
Class Volume
XIU 68,019
T 43,721
TD 21,329
CM 11,786
POW 8,217
FM 7,910
RY 7,229
PPL 5,231
CNQ 5,123
RCI 4,209
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 29,428 148,361 177,789 0.198
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 23 94.943 94.943 94.943 94.943 0.000 2,000 114,918
DE 23 95.005 95.010 94.990 94.995 -0.010 7,626 121,838
MR 24 95.270 95.295 95.270 95.275 -0.010 12,644 125,583
JN 24 95.595 95.650 95.585 95.620 0.000 13,613 111,877
SE 24 95.895 95.960 95.875 95.935 0.010 7,061 69,380
DE 24 96.150 96.245 96.150 96.210 0.025 9,977 59,771
MR 25 96.385 96.470 96.380 96.425 0.025 4,513 40,915
JN 25 96.545 96.635 96.535 96.590 0.025 1,498 16,896
SE 25 96.695 96.755 96.690 96.720 0.020 649 14,898
DE 25 96.800 96.850 96.800 96.820 0.015 200 8,538
MR 26 96.880 96.880 96.880 96.895 0.010 39 1,273
JN 26 96.935 96.935 96.935 96.950 0.010 27 416
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 23 94.570 94.580 94.560 94.565 -0.010 4,983 118,501
MR 24 94.890 94.905 94.880 94.890 -0.005 9,298 126,549
JN 24 95.200 95.280 95.200 95.255 0.010 7,017 102,998
SE 24 95.570 95.645 95.560 95.615 0.010 7,030 70,587
DE 24 95.830 95.920 95.820 95.880 0.010 3,117 54,736
MR 25 96.060 96.140 96.040 96.090 0.020 1,728 27,549
JN 25 96.210 96.300 96.210 96.260 0.010 878 10,961
SE 25 96.350 96.430 96.350 96.390 0.010 550 6,776
DE 25 96.520 96.520 96.510 96.490 0.020 45 1,188
MR 26 0.000 0.000 0.000 96.570 0.000 0 221
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 23 0.000 0.000 0.000 102.925 0.000 0 507
MR 24 103.335 103.410 103.290 103.360 0.020 34,685 145,510
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 23 0.000 0.000 0.000 111.930 0.000 0 70
MR 24 111.680 111.860 111.480 111.730 0.030 44,833 113,012
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 24 122.280 122.470 121.840 122.270 -0.070 146,742 512,508
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 23 1,223.300 1,227.500 1,219.800 1,222.600 -1.400 23,369 283,205
MR 24 1,230.300 1,232.200 1,225.300 1,227.400 -1.100 2,432 641
DE 24 0.000 0.000 0.000 1,245.300 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,271.600 0.000 0 1,260
 

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