Market Review

June 14, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 901
CRA 100,182 16,382 1,042,290
Options on CRA 0 0 150
BAX 5,510 94 87,527
Options on BAX 0 0 500
CGZ 45,917 3,752 197,421
CGF 55,783 11,198 123,948
CGB 137,957 57,728 556,477
LGB 84 18 838
SXF 122,350 71,354 219,236
BTC on SXF 9 2 0
SXM 11 9 514
SDV 0 0 27,540
SXD 0 0 3,550
SXK 0 0 100
Equity options 111,538 5,424 6,709,094
Options on ETFs 55,690 409 9,120,732
Share futures 0 0 1,406,100
BTC on share futures 81,400 3 0
USX 0 0 17,099
Total 716,431 166,373 19,514,017
Most active options classes
Class Volume
ZEB 37,781
XRE 14,004
PPL 12,470
BCE 11,388
CVE 8,019
TD 7,216
CM 6,731
RY 5,763
RCI 5,291
BNS 2,392
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 34,566 68,601 103,167 0.504
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.990 94.993 94.990 94.990 0.000 72 151,956
JN 24 95.335 95.345 95.335 95.335 0.010 16,398 180,440
SE 24 95.645 95.685 95.645 95.670 0.020 14,097 170,705
DE 24 95.910 95.970 95.910 95.945 0.015 21,606 169,130
MR 25 96.150 96.220 96.150 96.195 0.020 14,991 123,145
JN 25 96.365 96.445 96.365 96.420 0.025 14,397 100,407
SE 25 96.555 96.630 96.555 96.610 0.025 7,761 68,566
DE 25 96.700 96.780 96.700 96.760 0.035 6,805 45,607
MR 26 96.815 96.895 96.815 96.875 0.025 2,651 15,577
JN 26 96.920 96.975 96.910 96.960 0.040 689 11,699
SE 26 97.025 97.045 97.020 97.030 0.050 341 3,380
DE 26 97.070 97.090 97.070 97.085 0.035 374 1,678
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 24 95.050 95.050 95.040 95.045 -0.005 5,510 87,527
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 24 103.635 103.730 103.620 103.695 0.025 45,917 197,421
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 24 111.720 112.010 111.660 111.910 0.130 55,783 123,948
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 24 0.000 0.000 0.000 121.730 0.000 0 2
SE 24 121.940 122.570 121.850 122.370 0.370 137,957 556,475
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 24 1,294.400 1,297.400 1,282.000 1,292.400 -3.700 71,386 201,715
SE 24 1,300.600 1,302.100 1,287.200 1,297.400 -3.700 50,964 14,701
DE 24 0.000 0.000 0.000 1,302.100 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,318.400 0.000 0 1,260
 

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