Market Review

May 20, 2022

Volume by product
Name Volume Trans. Open Interest
CRA 235 32 8,329
BAX 25,712 5,477 878,784
Options on BAX 1,000 2 132,087
CGZ 9,776 577 52,208
CGF 21,667 5,518 109,593
CGB 102,420 35,593 595,941
LGB 34 7 2,094
OGB 47 2 487
SXO 0 0 12,820
SXF 27,869 24,809 292,112
BTC on SXF 250 20 0
SXM 192 23 351
SDV 0 0 5,620
SCF 0 0 1
SXD 0 0 30
Equity options 275,787 7,594 6,603,719
Options on ETFs 188,829 461 3,296,079
Share futures 0 0 605,950
BTC on share futures 80,000 4 0
USX 0 0 4,787
Total 733,818 80,119 12,600,992
Most active options classes
Class Volume
XIU 118,047
ZEB 26,001
CVE 14,443
SU 11,436
TOU 10,679
BTO 9,666
BNS 8,118
ABX 7,269
YRI 6,252
TRP 6,242
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 43,013 139,205 182,218 0.309
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 22 0.000 0.000 0.000 99.133 0.000 0 4,534
JN 22 0.000 0.000 0.000 98.125 0.000 0 1,506
SE 22 97.385 97.385 97.385 97.340 0.050 1 308
DE 22 97.100 97.100 97.100 97.085 0.055 23 740
MR 23 0.000 0.000 0.000 96.990 0.000 0 257
JN 23 96.940 96.940 96.940 96.950 0.075 3 702
SE 23 96.970 96.970 96.970 96.970 0.085 83 193
DE 23 97.005 97.005 97.005 97.010 0.085 9 34
MR 24 97.020 97.070 97.020 97.045 0.115 116 50
JN 24 0.000 0.000 0.000 97.075 0.000 0 5
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 22 97.755 97.780 97.755 97.770 0.010 5,788 180,268
JL 22 0.000 0.000 0.000 97.670 0.000 0 0
AU 22 0.000 0.000 0.000 97.555 0.000 0 0
SE 22 96.975 97.030 96.975 97.025 0.055 3,584 165,251
DE 22 96.660 96.745 96.645 96.730 0.050 3,745 160,389
MR 23 96.570 96.650 96.535 96.630 0.075 3,549 129,953
JN 23 96.555 96.645 96.550 96.630 0.080 2,752 93,828
SE 23 96.575 96.685 96.575 96.660 0.095 2,566 68,356
DE 23 96.620 96.735 96.620 96.715 0.115 2,344 48,392
MR 24 96.665 96.775 96.665 96.750 0.115 952 19,950
JN 24 96.705 96.775 96.700 96.765 0.105 283 6,682
SE 24 96.710 96.730 96.710 96.780 0.040 149 3,383
DE 24 0.000 0.000 0.000 96.800 0.000 0 1,482
MR 25 0.000 0.000 0.000 96.800 0.000 0 850
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 22 105.555 105.665 105.525 105.650 0.110 9,776 52,208
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 22 115.610 115.910 115.400 115.840 0.330 21,562 109,593
SE 22 114.450 114.560 114.450 114.640 0.510 105 0
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 22 126.140 126.670 125.780 126.570 0.440 80,824 582,127
SE 22 127.180 127.920 127.010 127.830 0.500 21,596 13,814
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 22 1,221.800 1,230.700 1,203.700 1,220.000 1.900 27,869 292,112
 

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