Market Review

April 26, 2023

Volume by product
Name Volume Trans. Open Interest
COA 0 0 400
CRA 15,442 1,315 199,663
BAX 85,000 17,628 486,029
Options on BAX 0 0 6,840
CGZ 44,007 3,588 79,058
CGF 46,497 9,816 87,350
CGB 130,145 63,348 459,953
LGB 356 51 920
OGB 0 0 550
SXF 22,879 19,833 283,120
BTC on SXF 93 17 0
SXM 12 5 388
SDV 0 0 28,604
SXD 0 0 3,550
SXK 0 0 391
Equity options 115,627 5,517 5,629,833
Options on ETFs 45,949 386 5,176,018
Share futures 0 0 435,880
BTC on share futures 5,000 1 0
USX 2 2 1,645
Total 511,009 121,507 12,880,192
Most active options classes
Class Volume
XIU 20,053
ZSP 18,523
CVE 16,139
MFC 11,087
BNS 10,206
BMO 6,383
HUT 5,334
CNQ 4,727
TD 4,452
CP 4,170
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 50,461 65,166 115,627 0.774
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 23 95.485 95.485 95.483 95.483 -0.005 960 38,713
JN 23 95.495 95.500 95.475 95.490 -0.015 1,053 47,252
SE 23 95.715 95.715 95.655 95.680 -0.050 2,920 51,619
DE 23 95.935 95.965 95.875 95.925 -0.030 1,998 16,066
MR 24 96.235 96.255 96.155 96.190 -0.075 3,030 17,986
JN 24 96.570 96.570 96.455 96.500 -0.090 1,359 16,414
SE 24 96.785 96.835 96.725 96.760 -0.055 3,411 8,972
DE 24 96.985 97.035 96.905 96.965 -0.060 115 1,200
MR 25 97.130 97.140 97.075 97.110 -0.045 136 874
JN 25 97.220 97.220 97.105 97.180 -0.055 213 197
SE 25 97.175 97.255 97.155 97.215 0.000 193 296
DE 25 97.190 97.255 97.185 97.240 -0.025 54 74
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MA 23 0.000 0.000 0.000 94.915 0.000 0 0
JN 23 95.040 95.040 95.000 95.025 -0.020 11,813 103,783
JL 23 0.000 0.000 0.000 95.080 0.000 0 0
SE 23 95.290 95.310 95.200 95.240 -0.045 14,983 109,473
DE 23 95.520 95.560 95.435 95.485 -0.040 15,212 77,354
MR 24 95.865 95.920 95.800 95.850 -0.035 17,352 69,460
JN 24 96.180 96.240 96.120 96.160 -0.040 9,114 63,093
SE 24 96.460 96.510 96.390 96.430 -0.050 9,576 34,076
DE 24 96.670 96.710 96.580 96.650 -0.050 3,957 17,800
MR 25 96.810 96.840 96.710 96.790 -0.040 2,313 9,211
JN 25 96.860 96.900 96.780 96.870 -0.040 640 1,023
SE 25 96.890 96.940 96.890 96.910 0.000 38 699
DE 25 96.940 96.940 96.940 96.930 -0.010 2 56
MR 26 0.000 0.000 0.000 96.930 0.000 0 1
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 23 103.790 103.845 103.660 103.770 -0.070 44,007 79,058
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 23 114.210 114.360 113.810 114.050 -0.300 46,497 87,350
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 23 126.640 126.930 125.980 126.430 -0.540 130,145 459,953
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 23 1,236.600 1,239.600 1,229.100 1,231.400 -1.500 22,879 279,320
DE 23 0.000 0.000 0.000 1,237.400 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,244.800 0.000 0 1,050
DE 25 0.000 0.000 0.000 1,257.800 0.000 0 250
 

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