Market Review

January 28, 2022

Volume by product
Name Volume Trans. Open Interest
CRA 0 0 1,401
BAX 54,574 5,880 946,484
Options on BAX 0 0 138,377
CGZ 24,950 879 84,126
CGF 29,962 5,872 106,670
CGB 98,154 45,250 713,881
LGB 216 37 2,110
OGB 0 0 1,291
SXO 0 0 12,820
SXF 21,328 19,032 280,103
BTC on SXF 869 57 0
SXM 14 7 249
SDV 75 2 4,245
SCF 0 0 1
SXK 0 0 13,000
Equity options 130,761 7,356 5,342,326
Options on ETFs 21,284 336 2,315,405
Share futures 0 0 376,750
BTC on share futures 1,650 1 0
USX 0 0 4,562
Total 383,837 84,709 10,343,801
Most active options classes
Class Volume
XIU 18,861
MEG 9,792
CVE 9,195
PPL 7,145
IFP 6,201
ARX 5,560
SU 5,292
WEED 4,839
T 4,662
MFC 4,408
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 41,317 78,976 120,293 0.523
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 21 0.000 0.000 0.000 99.770 0.000 0 958
MR 22 0.000 0.000 0.000 99.290 0.000 0 443
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
FE 22 0.000 0.000 0.000 99.160 0.000 0 0
MR 22 99.065 99.085 99.055 99.065 -0.005 13,528 185,147
AL 22 0.000 0.000 0.000 98.960 0.000 0 0
JN 22 98.590 98.610 98.580 98.580 0.005 10,509 175,857
SE 22 98.185 98.200 98.175 98.180 0.005 9,364 156,912
DE 22 97.935 97.950 97.920 97.930 0.000 8,451 135,617
MR 23 97.785 97.800 97.765 97.785 -0.005 4,247 103,964
JN 23 97.675 97.685 97.650 97.670 0.000 2,540 73,292
SE 23 97.585 97.600 97.560 97.580 0.005 3,382 52,091
DE 23 97.535 97.550 97.510 97.535 0.000 1,295 41,422
MR 24 97.490 97.520 97.490 97.510 0.005 967 13,016
JN 24 97.465 97.515 97.465 97.500 0.015 44 6,140
SE 24 97.510 97.530 97.500 97.500 0.030 129 2,625
DE 24 97.510 97.530 97.505 97.515 0.015 118 401
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 22 107.850 107.925 107.845 107.900 0.010 24,950 84,126
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 22 120.560 120.660 120.340 120.600 -0.020 29,962 106,670
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 22 138.720 139.160 138.380 139.100 -0.090 98,154 713,881
00 0.000 0.000 0.000 0.000 0.000 16 0
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 22 1,248.100 1,257.800 1,228.600 1,255.700 -0.700 21,328 280,103
 

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