January 10, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 101,370 8,094 897,615
Options on BAX 1,754 8 165,677
CGF 9,217 469 22,740
CGB 103,547 37,487 534,977
OGB 0 0 7,964
SXO 0 0 115,716
SXF 20,118 16,690 308,908
BTC on SXF 148 6 0
SXM 744 141 1,174
SXK 0 0 1,300
SXU 0 0 460
Equity options 133,383 7,188 4,009,455
Options on ETFs 19,998 233 1,167,245
Share futures 321 10 190,275
Futures on ETFs 502 4 5,000
Total 391,102 70,330 7,428,506
VIXC
Open 19.510
High 19.580
Low 18.230
Close 18.410
Change -0.580
 
Most active options classes
Class Volume
ACB 20,035
XIU 17,576
WEED 12,071
BMO 8,524
TRI 6,800
APHA 6,782
CM 6,694
VET 5,634
RY 5,206
TD 4,662
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 63,079 70,304 133,383 0.897
Index options 0 0 0 0.000
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JA 19 0.000 0.000 0.000 97.750 0.000 0 0
FE 19 0.000 0.000 0.000 97.690 0.000 0 0
MR 19 97.770 97.780 97.760 97.770 0.000 14,320 162,400
JN 19 97.755 97.775 97.745 97.750 0.005 16,871 180,371
SE 19 97.750 97.760 97.720 97.730 0.000 17,951 160,065
DE 19 97.725 97.745 97.705 97.715 -0.010 15,935 162,533
MR 20 97.745 97.750 97.710 97.720 0.000 15,633 96,120
JN 20 97.755 97.760 97.720 97.730 -0.010 7,207 85,036
SE 20 97.740 97.765 97.725 97.740 -0.015 6,031 22,067
DE 20 97.750 97.760 97.720 97.735 -0.015 4,769 21,101
MR 21 97.730 97.730 97.710 97.720 0.000 1,686 4,347
JN 21 97.690 97.700 97.670 97.690 -0.020 685 1,731
SE 21 97.660 97.670 97.650 97.660 0.000 282 1,276
DE 21 0.000 0.000 0.000 97.630 0.000 0 568
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 19 136.930 137.110 136.660 136.780 -0.070 103,547 534,977
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 19 879.400 889.700 877.100 887.800 1.000 20,118 308,905
JN 19 0.000 0.000 0.000 883.300 0.000 0 3
 

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