Market Review

January 3, 2025

Volume by product
Name Volume Trans. Open Interest
COA 0 0 305
CRA 62,550 10,619 1,276,954
Options on CRA 0 0 25,850
CGZ 27,866 2,801 192,698
CGF 38,198 7,729 178,795
CGB 94,757 40,994 555,385
LGB 10 1 2,737
OGF 0 0 164
OGB 0 0 975
SXF 14,505 13,237 161,570
BTC on SXF 37 4 0
SXM 30 8 562
SDV 0 0 6,055
SXK 0 0 10,600
SXU 0 0 7,500
Equity options 148,873 4,798 7,074,723
Options on ETFs 4,002 378 13,892,558
Share futures 0 0 481,810
BTC on share futures 103,700 4 0
USX 15 2 9,517
Total 494,543 80,575 23,878,758
Most active options classes
Class Volume
AQN 20,392
RCI 15,087
TD 14,750
BMO 11,016
POW 5,280
BCE 4,088
BNS 3,779
ARE 3,660
AC 3,508
TRP 3,242
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 70,192 76,501 146,693 0.918
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 24 96.798 96.800 96.795 96.800 0.003 4,285 224,734
MR 25 97.110 97.120 97.105 97.115 0.010 12,553 199,095
JN 25 97.285 97.295 97.270 97.280 0.005 12,604 267,989
SE 25 97.345 97.350 97.325 97.340 0.005 6,953 179,759
DE 25 97.370 97.375 97.350 97.365 0.000 10,888 171,517
MR 26 97.375 97.390 97.355 97.370 0.010 6,929 89,951
JN 26 97.385 97.395 97.360 97.380 0.010 3,893 60,133
SE 26 97.395 97.395 97.365 97.385 0.010 2,821 45,496
DE 26 97.390 97.395 97.365 97.380 0.010 1,363 30,339
MR 27 97.395 97.395 97.365 97.375 0.010 173 6,542
JN 27 97.400 97.400 97.360 97.370 0.015 88 1,396
SE 27 0.000 0.000 0.000 97.355 0.000 0 3
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 25 105.090 105.130 105.075 105.105 0.015 27,866 192,698
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 113.370 113.450 113.220 113.290 0.020 38,198 178,795
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 25 122.840 123.020 122.540 122.660 0.030 94,757 555,385
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 25 1,495.100 1,505.900 1,495.000 1,504.800 11.800 14,505 160,310
DE 25 0.000 0.000 0.000 1,520.800 0.000 0 1,260
 

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