Market Review

July 26, 2024

Volume by product
Name Volume Trans. Open Interest
COA 100 1 1,250
CRA 79,532 12,126 1,082,602
Options on CRA 0 0 150
CGZ 38,257 2,740 226,683
CGF 49,786 9,755 150,040
CGB 115,462 38,935 615,235
LGB 4 2 1,144
OGF 0 0 164
OGB 0 0 25
SXF 15,459 14,121 199,201
BTC on SXF 164 15 0
SXM 0 0 375
SDV 0 0 28,560
SXD 0 0 3,550
SXK 0 0 6,522
Equity options 165,698 4,709 6,337,980
Options on ETFs 70,222 368 8,984,788
Share futures 0 0 161,720
BTC on share futures 17,900 2 0
USX 0 0 6,624
Total 552,584 82,774 17,806,613
Most active options classes
Class Volume
XEG 22,301
XIU 17,073
TD 14,798
BTCC 13,531
ENB 12,080
BTE 10,978
BN 10,966
ZEB 9,507
ETHH 7,085
TRP 7,052
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 22,490 97,836 120,326 0.230
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 24 95.370 95.373 95.368 95.370 0.003 1,799 193,866
SE 24 95.745 95.765 95.745 95.760 0.025 13,789 190,146
DE 24 96.035 96.075 96.030 96.060 0.035 20,922 194,398
MR 25 96.300 96.350 96.295 96.330 0.035 13,669 146,881
JN 25 96.540 96.590 96.525 96.570 0.040 10,640 142,760
SE 25 96.715 96.775 96.705 96.755 0.045 7,300 89,158
DE 25 96.855 96.910 96.845 96.895 0.045 6,820 60,852
MR 26 96.965 97.015 96.950 97.000 0.045 2,645 32,139
JN 26 97.045 97.090 97.025 97.075 0.050 1,847 21,663
SE 26 97.080 97.140 97.080 97.125 0.060 78 4,862
DE 26 97.165 97.165 97.165 97.155 0.055 23 5,112
MR 27 0.000 0.000 0.000 97.170 0.000 0 765
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 24 103.760 103.805 103.715 103.785 0.065 38,257 226,683
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 24 111.850 112.090 111.710 112.040 0.220 49,786 150,040
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 24 121.600 122.120 121.360 122.020 0.480 115,462 615,235
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 24 1,357.000 1,369.200 1,355.800 1,367.100 12.900 15,459 196,381
DE 24 0.000 0.000 0.000 1,369.700 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,387.100 0.000 0 1,260
 

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