Market Review

February 27, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 700
CRA 45,769 8,185 754,380
BAX 12,502 3,223 381,342
Options on BAX 0 0 2,000
CGZ 97,577 14,867 210,728
CGF 80,704 13,372 140,950
CGB 244,776 57,430 611,320
LGB 779 53 2,235
OGB 0 0 88
SXF 15,771 13,904 244,924
BTC on SXF 610 21 0
SXM 9 6 296
SDV 0 0 23,160
SXD 0 0 3,550
SXK 0 0 100
Equity options 89,412 5,830 5,221,986
Options on ETFs 10,441 481 7,721,318
Share futures 0 0 492,940
Futures on ETFs 0 0 361
BTC on share futures 155,000 11 0
USX 0 0 4,102
Total 753,350 117,383 15,816,480
Most active options classes
Class Volume
MFI 10,201
CVE 8,634
BMO 7,428
BNS 6,205
ZUT 5,165
CPG 3,905
SU 2,997
BTCC 2,822
TA 2,796
RY 2,748
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 20,334 69,078 89,412 0.294
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 23 94.935 94.935 94.933 94.935 0.000 229 114,042
MR 24 95.025 95.035 95.025 95.025 0.005 6,640 168,620
JN 24 95.210 95.230 95.195 95.210 -0.015 9,784 157,712
SE 24 95.465 95.485 95.445 95.455 -0.015 12,489 84,449
DE 24 95.755 95.775 95.725 95.735 -0.015 7,787 95,875
MR 25 95.985 96.020 95.965 95.970 -0.005 3,884 50,399
JN 25 96.175 96.210 96.155 96.160 -0.010 2,825 34,994
SE 25 96.325 96.365 96.300 96.310 -0.015 1,167 22,821
DE 25 96.490 96.490 96.430 96.435 -0.010 606 13,088
MR 26 96.600 96.600 96.540 96.545 0.000 354 10,521
JN 26 96.655 96.655 96.650 96.640 0.010 4 1,145
SE 26 0.000 0.000 0.000 96.720 0.000 0 714
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.705 94.715 94.700 94.705 -0.005 1,459 119,829
JN 24 94.890 94.915 94.880 94.890 -0.010 2,039 106,198
SE 24 95.080 95.165 95.080 95.130 -0.010 4,196 55,489
DE 24 95.420 95.455 95.400 95.415 -0.020 2,240 50,165
MR 25 95.650 95.700 95.640 95.650 -0.010 1,051 28,148
JN 25 95.850 95.890 95.830 95.840 0.000 916 11,390
SE 25 95.990 96.040 95.960 95.990 -0.030 375 6,888
DE 25 96.170 96.170 96.110 96.120 -0.010 217 2,850
MR 26 96.240 96.240 96.220 96.230 -0.010 9 385
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 24 102.625 102.665 102.605 102.590 -0.010 30,963 74,066
JN 24 103.135 103.150 103.055 103.065 -0.040 66,614 136,662
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 24 110.320 110.370 110.080 110.090 -0.080 15,267 36,177
JN 24 111.300 111.390 110.990 111.020 -0.260 65,437 104,773
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 24 120.130 120.260 119.480 119.530 -0.440 52,801 184,206
JN 24 119.970 120.110 119.330 119.390 -0.450 191,975 427,114
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 24 1,288.200 1,291.900 1,283.600 1,286.900 -1.200 15,771 242,104
DE 24 0.000 0.000 0.000 1,304.400 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,331.700 0.000 0 1,260
 

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