Market Review

December 3, 2021

Volume by product
Name Volume Trans. Open Interest
CRA 0 0 2,190
BAX 145,981 16,220 1,173,941
Options on BAX 0 0 170,919
CGZ 13,184 663 76,621
CGF 49,489 10,885 106,818
CGB 140,389 65,905 661,828
LGB 329 71 368
OGB 800 2 491
SXO 0 0 12,820
SXF 27,098 25,126 279,385
BTC on SXF 9 3 0
SXM 0 0 574
SDV 0 0 6,971
SCF 0 0 1
Equity options 151,604 7,900 6,427,475
Options on ETFs 19,060 572 2,674,170
Share futures 0 0 966,300
BTC on share futures 183,400 6 0
USX 120 6 2,164
Total 731,463 127,359 12,563,036
Most active options classes
Class Volume
ENB 13,879
CGX 10,220
ZEB 8,011
SU 7,520
BNS 7,191
T 6,884
TD 5,801
BMO 5,714
XEG 5,166
PPL 4,165
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 30,900 99,172 130,072 0.312
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 21 0.000 0.000 0.000 99.820 0.000 0 894
DE 21 0.000 0.000 0.000 99.735 0.000 0 944
MR 22 0.000 0.000 0.000 99.400 0.000 0 352
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 21 99.480 99.485 99.455 99.460 -0.005 34,223 136,604
JA 22 0.000 0.000 0.000 99.380 0.000 0 0
FE 22 0.000 0.000 0.000 99.220 0.000 0 0
MR 22 99.175 99.185 99.085 99.105 -0.015 25,545 242,041
JN 22 98.730 98.740 98.630 98.690 -0.030 16,971 185,438
SE 22 98.390 98.425 98.290 98.360 -0.025 15,778 167,920
DE 22 98.180 98.195 98.085 98.150 -0.015 17,816 144,759
MR 23 98.025 98.050 97.930 98.010 -0.020 13,145 107,855
JN 23 97.890 97.910 97.805 97.890 -0.020 10,228 62,554
SE 23 97.795 97.835 97.730 97.820 -0.025 6,586 69,061
DE 23 97.770 97.835 97.720 97.805 -0.020 4,960 38,357
MR 24 97.735 97.820 97.705 97.780 -0.005 386 12,729
JN 24 97.775 97.835 97.765 97.775 -0.010 181 4,613
SE 24 97.765 97.860 97.720 97.790 -0.005 162 2,010
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 21 108.600 108.600 108.600 108.640 -0.040 353 11,555
MR 22 108.270 108.310 108.110 108.205 -0.035 12,831 65,066
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 21 0.000 0.000 0.000 123.690 0.000 695 2,340
MR 22 121.810 122.090 121.370 122.020 -0.080 48,794 104,478
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 21 143.550 143.550 143.550 144.200 -0.080 204 6,192
MR 22 141.980 142.570 141.210 142.460 -0.030 140,185 655,636
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 21 1,254.700 1,261.000 1,241.100 1,249.800 -2.000 27,096 279,322
MR 22 1,236.900 1,236.900 1,236.900 1,241.700 -11.500 2 63
 

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