Market Review

August 15, 2024

Volume by product
Name Volume Trans. Open Interest
COA 10 1 820
CRA 90,079 11,091 1,159,174
Options on CRA 0 0 400
CGZ 64,667 5,411 220,228
CGF 65,740 13,416 167,905
CGB 172,190 54,473 639,836
LGB 71 13 1,014
OGF 0 0 164
OGB 0 0 25
SXF 18,652 16,813 189,265
BTC on SXF 284 53 0
SXM 21 13 379
SDV 0 0 28,560
SXD 0 0 3,550
SXK 0 0 6,522
Equity options 259,019 6,783 6,811,230
Options on ETFs 71,685 340 9,786,329
Share futures 0 0 908,170
BTC on share futures 80,000 3 0
USX 146 7 8,646
Total 822,564 108,417 19,932,217
Most active options classes
Class Volume
ZEB 35,045
TD 29,760
T 19,793
CM 18,135
XEG 17,053
CNQ 11,577
TRP 11,456
ZUT 10,000
NA 9,370
SU 9,318
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 35,291 223,728 259,019 0.158
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 24 95.383 95.383 95.380 95.383 -0.003 308 189,019
SE 24 95.915 95.920 95.880 95.900 -0.035 11,628 187,898
DE 24 96.370 96.380 96.295 96.315 -0.080 21,602 210,408
MR 25 96.755 96.770 96.640 96.670 -0.125 15,093 155,940
JN 25 97.030 97.035 96.895 96.925 -0.135 20,920 164,281
SE 25 97.200 97.205 97.065 97.090 -0.140 8,538 102,704
DE 25 97.305 97.310 97.175 97.205 -0.135 7,390 68,735
MR 26 97.380 97.385 97.250 97.280 -0.130 2,160 39,894
JN 26 97.410 97.420 97.300 97.325 -0.115 1,763 28,116
SE 26 97.435 97.435 97.340 97.350 -0.075 297 5,872
DE 26 97.435 97.435 97.345 97.355 -0.070 335 5,458
MR 27 97.360 97.360 97.340 97.345 -0.060 45 849
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 24 104.370 104.390 104.215 104.240 -0.165 64,667 220,228
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 24 113.440 113.510 113.080 113.140 -0.410 65,740 167,905
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 24 124.750 124.880 124.040 124.230 -0.690 172,185 639,831
DE 24 0.000 0.000 0.000 123.900 0.000 5 5
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 24 1,364.700 1,385.400 1,364.600 1,383.500 19.400 18,652 186,445
DE 24 0.000 0.000 0.000 1,387.600 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,403.500 0.000 0 1,260
 

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