Market Review

December 6, 2021

Volume by product
Name Volume Trans. Open Interest
CRA 0 0 2,190
BAX 117,594 13,168 1,198,219
Options on BAX 0 0 170,919
CGZ 14,400 482 76,517
CGF 33,008 6,155 109,818
CGB 91,711 40,555 670,240
LGB 173 23 385
OGB 0 0 1,291
SXO 0 0 12,820
SXF 21,985 20,535 279,599
BTC on SXF 86 5 0
SXM 1 1 542
SDV 0 0 6,971
SCF 0 0 1
Equity options 106,759 7,177 6,411,272
Options on ETFs 49,301 535 2,639,089
Share futures 0 0 871,100
BTC on share futures 199,000 13 0
USX 1 1 2,284
Total 634,019 88,650 12,453,257
Most active options classes
Class Volume
ZSP 30,000
XIU 14,854
OGC 11,040
SU 8,805
CPG 5,194
FM 4,296
BMO 3,785
CM 3,561
TD 3,230
ARX 3,165
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 24,081 82,678 106,759 0.291
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 21 0.000 0.000 0.000 99.823 0.000 0 894
DE 21 0.000 0.000 0.000 99.715 0.000 0 944
MR 22 0.000 0.000 0.000 99.380 0.000 0 352
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 21 99.455 99.460 99.440 99.445 0.000 28,733 149,666
JA 22 0.000 0.000 0.000 99.365 0.000 0 0
FE 22 0.000 0.000 0.000 99.205 0.000 0 0
MR 22 99.070 99.090 99.050 99.065 -0.015 15,003 251,576
JN 22 98.650 98.665 98.620 98.635 -0.010 14,192 185,294
SE 22 98.295 98.340 98.285 98.305 0.005 12,817 168,445
DE 22 98.100 98.140 98.080 98.110 0.015 15,666 144,313
MR 23 97.950 97.985 97.940 97.960 0.015 10,349 108,330
JN 23 97.830 97.860 97.815 97.840 0.010 6,342 63,627
SE 23 97.760 97.785 97.745 97.770 -0.005 5,645 68,943
DE 23 97.750 97.775 97.735 97.760 -0.010 6,831 39,026
MR 24 97.720 97.750 97.710 97.735 -0.025 806 12,213
JN 24 97.750 97.750 97.700 97.730 -0.030 443 4,691
SE 24 97.770 97.770 97.715 97.745 -0.060 767 2,095
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 21 0.000 0.000 0.000 108.530 0.000 2,554 11,219
MR 22 108.105 108.140 108.075 108.095 -0.015 11,846 65,298
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 21 0.000 0.000 0.000 123.210 0.000 0 1,654
MR 22 121.720 121.840 121.470 121.540 -0.030 33,008 108,164
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 21 143.070 143.070 143.070 143.210 -0.140 100 6,019
MR 22 142.120 142.210 141.360 141.470 -0.060 91,611 664,221
00 0.000 0.000 0.000 0.000 0.000 2 0
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 21 1,254.600 1,265.300 1,248.700 1,263.200 0.900 21,984 279,534
MR 22 1,255.200 1,255.200 1,255.200 1,255.100 13.500 1 65
 

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