Market Review

February 10, 2025

Volume by product
Name Volume Trans. Open Interest
COA 0 0 725
CRA 115,710 15,760 1,279,106
Options on CRA 500 1 38,061
CGZ 68,414 4,571 251,416
CGF 69,537 9,675 216,366
CGB 120,282 51,265 694,188
LGB 46 6 1,407
OGF 0 0 594
OGB 0 0 1,060
SXF 12,787 11,830 182,577
BTC on SXF 363 24 0
SXM 7 4 544
SDV 0 0 6,650
SXK 0 0 10,600
SXU 0 0 7,500
Equity options 120,205 6,261 6,937,345
Options on ETFs 46,738 493 16,422,611
Share futures 0 0 242,300
USX 18 2 10,873
Total 554,607 99,892 26,303,923
Most active options classes
Class Volume
XIU 40,701
TD 18,118
T 13,888
BCE 10,863
CNQ 5,721
SU 4,935
MFC 4,359
PPL 3,970
TOU 3,896
ENB 3,567
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 26,843 93,362 120,205 0.288
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 24 96.853 96.853 96.850 96.850 0.000 2,639 240,392
MR 25 97.245 97.280 97.245 97.245 0.000 21,162 219,066
JN 25 97.405 97.450 97.405 97.435 0.020 23,131 221,130
SE 25 97.495 97.550 97.495 97.530 0.030 18,751 158,464
DE 25 97.540 97.595 97.530 97.570 0.030 21,436 176,997
MR 26 97.550 97.605 97.545 97.580 0.025 8,761 101,437
JN 26 97.555 97.605 97.545 97.580 0.030 7,607 66,528
SE 26 97.550 97.600 97.540 97.570 0.020 7,022 47,687
DE 26 97.540 97.580 97.530 97.550 0.010 4,038 36,969
MR 27 97.530 97.565 97.525 97.540 0.005 761 8,342
JN 27 97.525 97.555 97.515 97.530 0.005 393 2,018
SE 27 97.495 97.495 97.495 97.520 -0.010 9 76
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 25 105.470 105.550 105.445 105.500 0.040 68,414 251,416
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 114.250 114.530 114.200 114.320 0.010 69,537 216,366
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 25 124.210 124.710 124.070 124.310 0.070 120,282 694,188
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 25 1,529.400 1,548.400 1,529.400 1,542.900 13.700 12,787 181,317
DE 25 0.000 0.000 0.000 1,558.900 0.000 0 1,260
 

CGZ®, CGF®, CGB®, LGB®, OGB® and USX® are registered trademarks of Bourse de Montréal Inc.
SXFTM, SXMTM, SMJTM, SCFTM, SXOTM, OGZTM and OGFTM are trademarks of Bourse de Montréal Inc.