Market Review

April 26, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 401
CRA 92,732 14,109 928,231
BAX 3,848 580 231,854
Options on BAX 0 0 500
CGZ 76,953 5,702 227,694
CGF 53,067 8,861 117,661
CGB 105,616 44,120 540,251
LGB 69 15 1,227
OGB 0 0 88
SXF 13,632 12,104 213,677
BTC on SXF 80 18 0
SXM 9 6 436
SDV 0 0 27,540
SXD 0 0 3,550
SXK 0 0 100
Equity options 161,150 5,340 5,901,267
Options on ETFs 28,894 426 7,846,479
Share futures 0 0 349,500
BTC on share futures 62,600 5 0
USX 0 0 23,201
Total 598,650 91,286 16,413,657
Most active options classes
Class Volume
CVE 32,505
BCE 17,673
ZEB 15,016
TOU 10,573
ZUT 10,023
TD 8,829
CM 6,996
BNS 5,815
AC 5,694
ABX 4,724
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 60,050 94,761 154,811 0.634
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.980 94.983 94.978 94.983 0.003 1,003 163,975
JN 24 95.195 95.210 95.185 95.200 0.010 19,387 152,230
SE 24 95.375 95.405 95.375 95.395 0.020 16,050 135,964
DE 24 95.555 95.590 95.550 95.565 0.015 19,349 176,483
MR 25 95.695 95.735 95.690 95.705 0.020 10,189 105,524
JN 25 95.820 95.860 95.810 95.825 0.020 10,451 84,541
SE 25 95.935 95.975 95.925 95.940 0.025 8,865 48,418
DE 25 96.040 96.085 96.035 96.050 0.020 5,229 38,343
MR 26 96.160 96.185 96.135 96.150 0.015 987 11,766
JN 26 96.250 96.275 96.230 96.245 0.020 902 8,116
SE 26 96.355 96.355 96.335 96.330 0.020 295 1,861
DE 26 0.000 0.000 0.000 96.400 0.000 25 1,010
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 24 94.880 94.890 94.870 94.880 0.000 1,008 99,026
SE 24 95.060 95.080 95.050 95.074 0.015 288 47,203
DE 24 95.240 95.265 95.225 95.244 0.020 1,419 37,777
MR 25 95.380 95.410 95.370 95.384 0.015 1,033 28,287
JN 25 95.500 95.520 95.490 95.504 0.010 89 10,990
SE 25 95.610 95.610 95.610 95.619 0.010 6 4,848
DE 25 95.740 95.740 95.740 95.729 0.020 5 2,576
MR 26 0.000 0.000 0.000 95.829 0.000 0 1,147
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 24 102.540 102.615 102.530 102.565 0.050 76,953 227,694
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 24 109.450 109.780 109.420 109.610 0.220 53,067 117,661
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 24 116.590 117.220 116.560 116.980 0.410 105,616 540,251
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 24 1,317.300 1,325.500 1,316.700 1,321.000 5.100 13,632 210,857
DE 24 0.000 0.000 0.000 1,330.700 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,348.700 0.000 0 1,260
 

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