October 9, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 100,679 8,471 989,277
Options on BAX 25,000 21 317,475
CGF 20,601 2,640 51,923
CGB 82,995 37,493 551,434
OGB 0 0 4,942
SXO 255 9 6,008
SXO1 0 0 67,247
SXF 24,041 18,695 300,591
BTC on SXF 1 1 0
SXM 126 44 737
Equity options 74,702 3,529 4,648,241
Options on ETFs 12,448 92 1,097,312
Share futures 0 0 289,880
Futures on ETFs 500 2 0
BTC on share futures 10 1 0
USX 0 0 1,149
Total 341,358 70,998 8,326,216
VIXC
Open 14.510
High 14.640
Low 13.620
Close 13.860
Change -1.140
 
Most active options classes
Class Volume
CJR 23,215
XIU 11,809
ATD 8,369
ECA 5,117
ACB 2,712
TD 1,163
CPG 1,069
MFC 1,009
HBC 1,007
CNQ 1,001
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 20,114 54,588 74,702 0.369
Index options 120 135 255 0.889
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
OC 19 0.000 0.000 0.000 98.110 0.000 0 0
NO 19 0.000 0.000 0.000 98.170 0.000 0 0
DE 19 98.045 98.050 98.030 98.035 0.005 9,223 239,959
MR 20 98.195 98.200 98.170 98.175 0.000 15,719 222,187
JN 20 98.285 98.290 98.245 98.260 -0.005 15,585 184,399
SE 20 98.355 98.365 98.325 98.335 -0.005 15,611 125,894
DE 20 98.400 98.405 98.360 98.370 0.000 21,378 103,263
MR 21 98.450 98.450 98.400 98.410 0.000 10,654 58,314
JN 21 98.475 98.475 98.405 98.420 0.000 8,057 31,203
SE 21 98.470 98.470 98.400 98.415 0.000 3,269 12,995
DE 21 98.440 98.440 98.390 98.400 0.000 437 6,207
MR 22 98.420 98.420 98.390 98.390 0.010 284 2,562
JN 22 98.420 98.420 98.400 98.380 -0.050 57 1,880
SE 22 98.410 98.410 98.400 98.360 -0.030 405 414
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 19 123.730 123.780 123.520 123.570 0.030 20,601 51,923
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 19 143.700 143.820 143.220 143.330 0.060 82,995 551,434
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 19 971.200 979.500 969.800 977.900 0.900 24,041 300,591
 

BAX®, OBX®, CGZ®, CGF®, CGB®, LGB®, OGB® and USX® are registered trademarks of Bourse de Montréal Inc.
SXFTM, SXMTM, SCFTM and SXOTM are trademarks of Bourse de Montréal Inc.