June 30, 2020

Volume by product
Name Volume Trans. Open Interest
CRA 1,000 2 1,447
BAX 39,642 2,616 889,196
Options on BAX 1,000 1 113,129
CGF 12,687 2,656 59,072
CGB 77,561 34,706 551,371
OGB 0 0 3,467
SXF 25,816 21,232 281,910
BTC on SXF 595 17 0
SXM 36 19 567
SXK 0 0 10,143
Equity options 70,287 4,600 3,937,466
Options on ETFs 3,361 249 1,534,618
Share futures 0 0 770,480
BTC on share futures 65,800 11 0
USX 0 0 2,162
Total 297,785 66,109 8,155,028
Most active options classes
Class Volume
CM 5,177
PKI 4,799
CVE 4,323
CNQ 3,165
CGX 2,985
ENB 2,639
NA 2,496
BTO 1,965
ABX 1,963
CPG 1,959
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 21,486 48,801 70,287 0.440
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 20 99.755 99.755 99.755 99.760 -0.005 1,000 951
SE 20 0.000 0.000 0.000 99.765 0.000 0 282
DE 20 0.000 0.000 0.000 99.770 0.000 0 204
JN 21 0.000 0.000 0.000 99.720 0.000 0 10
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JL 20 0.000 0.000 0.000 99.435 0.000 0 0
AU 20 0.000 0.000 0.000 99.455 0.000 0 0
SE 20 99.460 99.465 99.455 99.460 0.005 6,545 154,791
DE 20 99.455 99.460 99.450 99.455 0.000 6,602 157,974
MR 21 99.470 99.480 99.465 99.470 0.000 8,842 169,154
JN 21 99.460 99.470 99.455 99.455 0.005 5,630 138,159
SE 21 99.440 99.445 99.430 99.435 -0.005 5,603 114,300
DE 21 99.405 99.415 99.400 99.405 -0.005 1,786 82,444
MR 22 99.390 99.400 99.380 99.385 -0.005 3,519 53,825
JN 22 99.360 99.370 99.355 99.360 -0.005 872 11,381
SE 22 99.350 99.350 99.330 99.340 -0.010 110 3,842
DE 22 99.320 99.320 99.320 99.310 0.010 133 2,131
MR 23 0.000 0.000 0.000 99.280 0.000 0 1,074
JN 23 0.000 0.000 0.000 99.250 0.000 0 121
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 20 127.530 127.590 127.450 127.500 0.020 12,687 59,072
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 20 154.130 154.170 153.720 153.820 -0.020 77,561 551,371
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 20 923.000 931.700 917.900 928.500 -1.900 25,816 281,440
DE 20 0.000 0.000 0.000 921.500 0.000 0 470
 
S&P/MXTM International Cannabis Index Futures (SMJ)
Month Open High Low Settlement Change Volume Open int.
 

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