Market Review

May 17, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 200
CRA 39,351 5,652 1,051,501
Options on CRA 0 0 150
BAX 42 2 93,152
Options on BAX 0 0 500
CGZ 16,606 1,865 237,373
CGF 21,263 4,541 131,996
CGB 79,478 31,037 599,483
LGB 35 6 1,269
OGB 0 0 88
SXF 13,452 12,494 216,071
BTC on SXF 1,035 15 0
SXM 40 23 457
SDV 0 0 27,540
SXD 0 0 3,550
SXK 0 0 100
Equity options 490,779 8,168 6,754,149
Options on ETFs 86,915 539 8,472,149
Share futures 4,400 18 885,030
BTC on share futures 99,100 4 0
USX 0 0 25,647
Total 852,496 64,364 18,500,405
Most active options classes
Class Volume
MFC 54,902
ZEB 40,573
CVE 39,308
HBM 14,894
NA 11,820
XIU 11,600
TD 11,011
AQN 10,915
SU 10,713
BNS 9,173
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 59,219 278,311 337,530 0.213
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.973 94.975 94.970 94.973 0.000 1,018 158,466
JN 24 95.180 95.185 95.170 95.175 -0.010 13,077 166,966
SE 24 95.400 95.405 95.380 95.385 -0.015 6,071 172,341
DE 24 95.630 95.635 95.595 95.600 -0.025 4,476 197,411
MR 25 95.845 95.845 95.790 95.795 -0.030 5,464 127,380
JN 25 96.020 96.030 95.970 95.970 -0.040 3,728 100,137
SE 25 96.180 96.185 96.125 96.125 -0.045 2,224 60,015
DE 25 96.325 96.330 96.265 96.265 -0.050 2,321 45,516
MR 26 96.455 96.455 96.390 96.390 -0.055 906 11,655
JN 26 96.535 96.535 96.505 96.505 -0.055 10 9,184
SE 26 96.635 96.635 96.610 96.605 -0.045 31 1,726
DE 26 96.690 96.690 96.690 96.685 -0.045 25 704
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 24 94.835 94.835 94.835 94.835 -0.005 42 93,152
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 24 102.765 102.775 102.675 102.680 -0.065 16,606 237,373
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 24 110.700 110.710 110.330 110.370 -0.270 21,263 131,996
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 24 119.120 119.170 118.510 118.520 -0.500 79,478 599,483
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 24 1,336.700 1,345.700 1,333.400 1,345.400 9.200 13,452 213,251
DE 24 0.000 0.000 0.000 1,355.100 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,373.100 0.000 0 1,260
 

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