Market Review

December 2, 2022

Volume by product
Name Volume Trans. Open Interest
CRA 4,805 451 37,841
BAX 95,292 15,874 729,709
Options on BAX 0 0 68,200
CGZ 40,872 2,090 68,118
CGF 46,909 11,014 61,556
CGB 135,610 63,559 480,271
LGB 225 31 525
OGB 0 0 774
SXO 0 0 12,820
SXF 18,350 16,548 315,694
BTC on SXF 1,163 15 0
SXM 5 4 422
SDV 0 0 19,546
SCF 0 0 1
SXD 0 0 3,300
SXK 0 0 391
Equity options 166,257 6,531 7,536,060
Options on ETFs 64,023 433 5,183,084
Share futures 0 0 433,970
BTC on share futures 10,000 1 0
USX 0 0 6,034
Total 583,511 116,551 14,958,316
Most active options classes
Class Volume
XIU 42,608
GWO 26,301
SU 16,739
ZEB 12,016
FTS 10,079
TD 6,045
MFC 5,706
ZUT 5,000
BMO 4,788
WEED 4,122
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 35,657 107,760 143,417 0.331
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 22 0.000 0.000 0.000 96.378 0.000 0 4,495
DE 22 95.770 95.815 95.770 95.810 0.005 951 9,487
MR 23 95.660 95.700 95.655 95.705 -0.005 495 7,152
JN 23 95.715 95.730 95.625 95.700 0.020 447 5,459
SE 23 95.740 95.840 95.730 95.830 0.015 972 5,448
DE 23 96.150 96.160 95.995 96.135 0.015 460 1,760
MR 24 96.520 96.520 96.330 96.480 0.030 600 466
JN 24 96.655 96.825 96.655 96.795 0.035 523 1,186
SE 24 96.900 97.055 96.900 97.030 0.030 264 1,992
DE 24 97.070 97.175 97.070 97.205 0.005 73 137
MR 25 97.210 97.250 97.210 97.290 -0.005 19 134
JN 25 97.195 97.195 97.195 97.350 -0.120 1 125
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 22 95.265 95.285 95.215 95.245 -0.010 20,860 167,167
JA 23 0.000 0.000 0.000 95.210 0.000 0 0
FE 23 0.000 0.000 0.000 95.225 0.000 0 0
MR 23 95.285 95.325 95.190 95.260 0.000 22,499 176,196
JN 23 95.320 95.370 95.185 95.320 0.030 13,236 135,052
SE 23 95.445 95.505 95.285 95.455 0.030 13,204 96,702
DE 23 95.760 95.800 95.570 95.760 0.020 10,967 73,833
MR 24 96.120 96.170 95.920 96.150 0.040 6,641 36,332
JN 24 96.450 96.490 96.260 96.490 0.060 5,365 23,466
SE 24 96.730 96.740 96.530 96.740 0.040 2,342 14,247
DE 24 96.870 96.870 96.740 96.900 0.030 148 5,448
MR 25 96.970 96.970 96.830 96.990 -0.090 18 962
JN 25 96.880 96.880 96.880 97.040 -0.090 12 246
SE 25 0.000 0.000 0.000 97.070 0.000 0 58
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 22 0.000 0.000 0.000 103.560 0.000 0 53
MR 23 103.650 103.785 103.420 103.730 0.090 40,872 68,065
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 22 0.000 0.000 0.000 113.910 0.000 0 15
MR 23 113.150 113.540 112.610 113.450 0.300 46,909 61,541
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 22 0.000 0.000 0.000 127.940 0.000 0 2,161
MR 23 127.150 127.900 126.170 127.740 0.610 135,610 478,110
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 22 1,235.200 1,244.100 1,227.000 1,239.000 -4.600 18,345 311,892
MR 23 1,237.900 1,237.900 1,237.900 1,241.700 -7.400 5 2
DE 23 0.000 0.000 0.000 1,249.000 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,262.000 0.000 0 1,050
DE 25 0.000 0.000 0.000 1,275.500 0.000 0 250
 

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