July 11, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 117,210 8,880 1,067,317
Options on BAX 0 0 241,075
CGF 19,344 2,861 50,468
CGB 116,555 45,997 633,772
OGB 74 2 2,664
SXO 20 2 3,510
SXO1 0 0 69,947
SXF 19,370 14,822 299,586
BTC on SXF 100 3 0
SXM 70 22 577
SCF 0 0 1
SXK 0 0 1,490
SXU 0 0 1,404
Equity options 60,541 4,117 3,852,907
Options on ETFs 1,656 101 1,009,913
Share futures 0 0 175,111
Futures on ETFs 0 0 360
USX 20 2 1,038
Total 334,960 76,809 7,411,140
VIXC
Open 10.720
High 11.050
Low 10.720
Close 10.770
Change 0.010
 
Most active options classes
Class Volume
FM 4,889
QSR 3,050
TRST 2,636
WEED 2,626
BCE 2,334
VET 2,145
TD 2,091
ABX 2,048
ACB 1,490
APHA 1,383
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 18,402 42,139 60,541 0.437
Index options 10 10 20 1.000
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JL 19 0.000 0.000 0.000 97.980 0.000 0 0
AU 19 0.000 0.000 0.000 97.990 0.000 0 0
SE 19 98.045 98.060 98.035 98.040 -0.005 8,365 169,472
DE 19 98.055 98.080 98.045 98.050 -0.005 26,548 285,887
MR 20 98.125 98.150 98.100 98.110 -0.005 21,149 203,435
JN 20 98.170 98.205 98.140 98.150 -0.005 20,062 125,259
SE 20 98.205 98.235 98.175 98.185 -0.005 14,538 85,392
DE 20 98.230 98.260 98.195 98.205 -0.005 13,710 119,133
MR 21 98.240 98.275 98.205 98.215 -0.005 9,324 48,147
JN 21 98.225 98.270 98.205 98.215 -0.005 3,079 19,050
SE 21 98.210 98.270 98.210 98.210 -0.020 124 5,497
DE 21 98.220 98.240 98.220 98.200 0.020 97 3,266
MR 22 98.210 98.240 98.210 98.200 -0.010 83 1,755
JN 22 98.210 98.230 98.210 98.190 0.020 131 1,024
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 19 120.770 120.840 120.490 120.550 -0.040 19,344 50,468
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 19 141.630 141.720 141.030 141.170 -0.080 116,555 633,772
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 19 989.800 990.300 986.100 988.000 -1.100 19,370 299,567
DE 19 0.000 0.000 0.000 984.600 0.000 0 19
 

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