November 20, 2020

Volume by product
Name Volume Trans. Open Interest
CRA 0 0 5,720
BAX 29,461 2,093 1,375,120
Options on BAX 16,072 4 84,140
CGZ 21 3 0
CGF 52,132 3,046 64,597
CGB 148,523 38,882 692,541
OGB 0 0 3,222
SXO 0 0 25,640
SXF 12,826 11,156 310,223
BTC on SXF 285 14 0
SXM 7 2 282
SXJ 0 0 340
SXK 0 0 19,000
Equity options 264,474 8,672 4,436,237
Options on ETFs 41,758 277 1,875,064
Share futures 700 2 564,485
BTC on share futures 76,950 6 0
USX 91 2 4,393
Total 643,300 64,159 9,461,004
Most active options classes
Class Volume
XRE 12,500
YRI 10,450
HBM 10,396
BTO 10,063
BNS 9,721
SLF 8,635
CM 8,364
T 8,352
K 7,790
XIU 7,784
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 28,769 163,480 192,249 0.176
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 20 0.000 0.000 0.000 99.775 0.000 0 1,037
DE 20 0.000 0.000 0.000 99.780 0.000 0 1,895
MR 21 0.000 0.000 0.000 99.780 0.000 0 2,623
JN 21 0.000 0.000 0.000 99.775 0.000 0 154
SE 21 0.000 0.000 0.000 99.775 0.000 0 11
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 20 99.500 99.510 99.500 99.505 0.005 9,587 225,008
JA 21 0.000 0.000 0.000 99.510 0.000 0 0
FE 21 0.000 0.000 0.000 99.505 0.000 0 0
MR 21 99.495 99.500 99.495 99.500 0.000 2,024 190,754
JN 21 99.495 99.500 99.495 99.500 -0.005 1,214 201,642
SE 21 99.490 99.490 99.485 99.490 0.000 3,654 185,966
DE 21 99.460 99.465 99.460 99.465 0.000 2,625 205,160
MR 22 99.425 99.430 99.425 99.430 0.000 1,246 156,445
JN 22 99.385 99.390 99.385 99.390 -0.005 2,744 87,970
SE 22 99.345 99.350 99.340 99.345 -0.005 3,067 52,957
DE 22 99.305 99.310 99.305 99.300 0.005 2,194 36,765
MR 23 99.265 99.265 99.260 99.255 0.005 939 21,740
JN 23 99.205 99.210 99.200 99.195 0.015 115 7,249
SE 23 99.145 99.155 99.140 99.140 0.015 52 3,464
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 20 129.310 129.380 129.260 129.340 0.020 35,101 64,488
MR 21 127.510 127.560 127.510 127.560 0.080 17,031 109
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 20 150.720 150.940 150.560 150.890 0.010 101,870 636,847
MR 21 148.980 149.140 148.770 149.100 0.000 46,653 55,694
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 20 1,005.800 1,015.900 1,003.200 1,014.200 -0.100 12,826 310,223
 
S&P/MXTM International Cannabis Index Futures (SMJ)
Month Open High Low Settlement Change Volume Open int.
 

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