Market Review

September 20, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 831
CRA 117,934 13,489 1,140,661
Options on CRA 0 0 4,150
CGZ 39,508 3,867 236,653
CGF 57,793 11,209 180,457
CGB 136,178 47,087 669,068
LGB 47 7 861
OGF 0 0 164
OGB 0 0 50
SXF 16,912 15,391 210,336
BTC on SXF 604 20 0
SXM 11 9 628
SDV 0 0 28,560
SXD 0 0 3,550
SXK 11,000 12 6,522
Equity options 477,014 8,338 7,009,467
Options on ETFs 116,713 458 10,716,841
Share futures 400 2 1,168,140
USX 113 19 7,294
Total 974,227 99,908 21,384,233
Most active options classes
Class Volume
XIU 27,604
BNS 24,334
ZCN 20,040
BMO 19,995
TD 18,310
PEY 15,770
T 14,080
CM 13,523
ENB 12,657
BTCC 12,354
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 34,487 265,137 299,624 0.130
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 95.958 95.960 95.940 95.955 -0.008 6,347 214,413
DE 24 96.655 96.665 96.615 96.645 -0.020 29,966 224,337
MR 25 97.190 97.195 97.115 97.160 -0.025 24,189 185,190
JN 25 97.405 97.410 97.335 97.380 -0.015 22,350 174,678
SE 25 97.495 97.500 97.425 97.470 -0.015 13,597 119,926
DE 25 97.545 97.565 97.480 97.530 -0.015 9,311 91,261
MR 26 97.590 97.605 97.520 97.570 -0.010 3,670 56,403
JN 26 97.620 97.630 97.545 97.590 -0.015 3,483 44,120
SE 26 97.625 97.630 97.550 97.590 -0.020 2,804 12,501
DE 26 97.610 97.610 97.540 97.575 -0.010 1,424 14,656
MR 27 97.550 97.560 97.525 97.555 -0.020 743 3,174
JN 27 97.545 97.550 97.545 97.540 0.000 50 2
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 105.290 105.320 105.170 105.255 -0.030 39,508 236,653
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 115.550 115.660 115.240 115.450 -0.070 57,793 180,457
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 125.340 125.550 124.830 125.160 -0.160 136,178 669,068
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 24 0.000 0.000 0.000 1,432.130 0.000 0 29,008
DE 24 1,436.700 1,437.400 1,428.100 1,436.300 -2.600 16,912 179,685
MR 25 0.000 0.000 0.000 1,440.800 0.000 0 383
DE 25 0.000 0.000 0.000 1,456.300 0.000 0 1,260
 

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