Market Review

November 20, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 618
CRA 145,652 14,953 1,436,057
Options on CRA 0 0 24,400
CGZ 89,593 6,198 236,920
CGF 82,312 13,108 183,071
CGB 191,114 63,390 579,615
LGB 84 21 853
OGF 0 0 164
OGB 0 0 325
SXF 16,364 14,867 204,998
BTC on SXF 146 11 0
SXM 15 5 446
SDV 0 0 31,635
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 159,054 4,976 6,926,144
Options on ETFs 54,931 552 12,860,505
Share futures 0 0 137,590
BTC on share futures 60,000 2 0
USX 235 6 8,936
Total 799,500 118,089 22,649,777
Most active options classes
Class Volume
XIU 47,824
BNS 18,096
WCP 15,756
T 14,650
BCE 14,628
CM 7,278
AC 6,552
BMO 6,409
SU 4,746
TD 4,709
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 46,608 112,446 159,054 0.415
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 96.013 96.008 96.008 0.000 5,963 197,767
DE 24 96.645 96.660 96.630 96.645 -0.020 33,410 235,073
MR 25 96.905 96.920 96.880 96.895 -0.035 27,447 250,833
JN 25 96.990 97.005 96.955 96.975 -0.055 27,828 242,643
SE 25 97.030 97.035 96.970 96.995 -0.070 17,356 167,234
DE 25 97.040 97.040 96.975 96.995 -0.080 17,552 142,863
MR 26 97.035 97.040 96.970 96.990 -0.085 8,400 75,324
JN 26 97.025 97.040 96.970 96.995 -0.090 4,225 61,340
SE 26 97.030 97.040 96.970 96.995 -0.095 2,612 37,112
DE 26 97.030 97.035 96.980 96.995 -0.090 623 20,507
MR 27 97.035 97.040 96.985 97.005 -0.095 207 4,708
JN 27 97.035 97.035 97.010 97.010 -0.080 29 653
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 104.465 104.470 104.350 104.390 -0.135 89,593 236,920
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 113.070 113.070 112.740 112.830 -0.390 81,039 182,571
MR 25 112.230 112.370 112.230 112.210 -0.210 1,273 500
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 121.040 121.080 120.520 120.640 -0.660 187,733 578,910
MR 25 121.470 121.470 120.970 121.090 -0.730 3,381 705
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,502.900 1,506.000 1,492.400 1,500.600 -1.200 16,364 203,355
MR 25 0.000 0.000 0.000 1,505.100 0.000 0 383
DE 25 0.000 0.000 0.000 1,520.600 0.000 0 1,260
 

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