Market Review

October 11, 2024

Volume by product
Name Volume Trans. Open Interest
COA 203 3 575
CRA 279,545 28,420 1,262,811
Options on CRA 1,000 1 14,900
CGZ 78,907 7,506 241,086
CGF 59,591 11,725 175,819
CGB 117,690 44,079 593,739
LGB 0 0 892
OGF 0 0 164
OGB 0 0 50
SXF 14,501 13,516 190,168
BTC on SXF 517 18 0
SXM 2 2 405
SDV 0 0 28,585
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 139,577 6,999 6,668,095
Options on ETFs 47,850 323 11,069,626
Share futures 0 0 389,590
BTC on share futures 1,250 1 0
USX 39 2 9,241
Total 740,672 112,595 20,663,246
Most active options classes
Class Volume
ZEB 45,081
TD 22,015
CM 15,442
CNQ 13,740
BNS 12,811
ENB 8,274
BMO 5,537
PPL 3,936
NA 3,357
BLX 2,653
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 64,037 66,289 130,326 0.966
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 95.938 95.943 95.900 95.940 0.003 20,125 209,451
DE 24 96.515 96.580 96.450 96.570 0.060 85,288 238,507
MR 25 96.910 96.995 96.830 96.985 0.095 57,966 196,962
JN 25 97.065 97.140 96.990 97.135 0.095 52,351 208,695
SE 25 97.140 97.205 97.080 97.200 0.085 22,733 141,830
DE 25 97.185 97.240 97.135 97.235 0.075 21,044 109,736
MR 26 97.220 97.265 97.170 97.265 0.065 7,746 62,099
JN 26 97.240 97.285 97.200 97.285 0.060 7,352 49,455
SE 26 97.245 97.295 97.215 97.295 0.055 3,726 21,962
DE 26 97.225 97.285 97.215 97.290 0.055 1,060 19,621
MR 27 97.235 97.270 97.215 97.290 0.040 107 4,049
JN 27 97.265 97.265 97.215 97.290 -0.010 47 444
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 104.710 104.775 104.595 104.770 0.085 78,907 241,086
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 113.970 114.090 113.660 114.080 0.170 59,591 175,819
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 122.300 122.460 121.750 122.420 0.150 117,690 593,739
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,460.500 1,473.200 1,457.500 1,469.300 8.600 14,501 188,525
MR 25 0.000 0.000 0.000 1,473.800 0.000 0 383
DE 25 0.000 0.000 0.000 1,489.300 0.000 0 1,260
 

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