September 16, 2020

Volume by product
Name Volume Trans. Open Interest
CRA 1 1 5,117
BAX 31,812 2,007 1,010,356
Options on BAX 0 0 70,254
CGF 15,947 2,818 60,602
CGB 91,931 39,423 558,564
OGB 0 0 3,222
SXF 39,557 30,680 442,274
BTC on SXF 52 7 0
SXM 46 17 1,019
SXJ 0 0 340
SXK 0 0 10,143
Equity options 149,658 5,273 3,988,828
Options on ETFs 1,822 126 1,713,112
Share futures 28,020 16 290,484
BTC on share futures 3,000 2 0
USX 0 0 1,858
Total 361,846 80,370 8,156,173
Most active options classes
Class Volume
MFC 35,471
TRP 11,044
TOU 10,537
SU 9,310
BNS 8,863
FM 6,249
BCE 5,958
T 5,803
TD 5,419
IPL 4,521
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 17,120 132,538 149,658 0.129
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 20 0.000 0.000 0.000 99.759 0.000 0 1,962
SE 20 99.765 99.765 99.765 99.760 0.005 1 926
DE 20 0.000 0.000 0.000 99.760 0.000 0 1,563
MR 21 0.000 0.000 0.000 99.765 0.000 0 553
JN 21 0.000 0.000 0.000 99.765 0.000 0 113
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
OC 20 0.000 0.000 0.000 99.495 0.000 0 0
NO 20 0.000 0.000 0.000 99.475 0.000 0 0
DE 20 99.490 99.490 99.485 99.485 0.000 3,570 207,762
MR 21 99.495 99.500 99.485 99.490 0.000 4,916 190,070
JN 21 99.485 99.490 99.480 99.480 0.005 4,211 168,631
SE 21 99.470 99.480 99.465 99.470 0.000 5,505 144,512
DE 21 99.455 99.465 99.450 99.455 0.000 4,114 138,857
MR 22 99.430 99.440 99.425 99.430 -0.005 5,024 75,381
JN 22 99.415 99.420 99.405 99.410 0.000 2,077 44,252
SE 22 99.385 99.395 99.380 99.385 -0.005 674 15,396
DE 22 99.360 99.370 99.350 99.360 -0.010 255 17,531
MR 23 99.320 99.330 99.310 99.320 -0.010 286 5,154
JN 23 99.290 99.290 99.270 99.280 -0.010 628 2,810
SE 23 99.240 99.240 99.220 99.230 -0.010 552 0
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 20 0.000 0.000 0.000 127.610 0.000 0 3,442
DE 20 129.750 129.820 129.670 129.710 -0.010 15,947 57,160
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 20 0.000 0.000 0.000 153.610 0.000 1 185
DE 20 152.070 152.260 151.650 151.810 -0.050 91,930 558,379
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 20 986.000 989.500 971.700 973.400 -1.300 8,974 165,350
DE 20 978.500 982.200 963.900 965.800 -1.900 30,583 276,924
 
S&P/MXTM International Cannabis Index Futures (SMJ)
Month Open High Low Settlement Change Volume Open int.
 

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