Interest rate derivative trading will cease at 1:30 p.m. today, September 29, 2023. Furthermore, the interest rate derivative market will be closed on October 2, 2023.
September 28, 2023
Volume by product |
Name |
Volume |
Trans. |
Open Interest |
COA |
0 |
0 |
751 |
CRA |
39,898 |
5,105 |
566,634 |
BAX |
43,625 |
10,209 |
589,412 |
Options on BAX |
0 |
0 |
15,900 |
CGZ |
43,435 |
3,913 |
105,395 |
CGF |
44,983 |
12,587 |
131,193 |
CGB |
125,278 |
54,455 |
510,936 |
LGB |
149 |
40 |
726 |
OGB |
0 |
0 |
993 |
SXF |
25,875 |
23,899 |
292,795 |
BTC on SXF |
43 |
6 |
0 |
SXM |
74 |
19 |
240 |
SDV |
0 |
0 |
43,140 |
SXD |
0 |
0 |
3,550 |
SXK |
0 |
0 |
741 |
Equity options |
116,591 |
5,670 |
6,403,808 |
Options on ETFs |
91,786 |
379 |
6,442,715 |
Share futures |
0 |
0 |
840,000 |
BTC on share futures |
57,600 |
8 |
0 |
USX |
0 |
0 |
2,795 |
Total |
589,337 |
116,290 |
15,951,724 |
|
Most active options classes |
Class |
Volume |
ZEB |
51,619 |
XIU |
25,727 |
NWH |
22,296 |
AQN |
22,042 |
BTCC |
10,118 |
BN |
7,407 |
CM |
3,886 |
ETHH |
3,523 |
RY |
3,378 |
TD |
2,838 |
|
|
Put/call ratios |
Options |
Put volume |
Call volume |
Total volume |
Ratio |
Equity options |
41,957 |
74,634 |
116,591 |
0.562 |
Index options |
0 |
0 |
0 |
0.000 |
|
|
Three-Month CORRA Futures (CRA) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
SE 23 |
94.878 |
94.890 |
94.875 |
94.888 |
0.010 |
3,957 |
117,617 |
DE 23 |
94.745 |
94.765 |
94.725 |
94.760 |
0.030 |
7,210 |
121,298 |
MR 24 |
94.685 |
94.730 |
94.675 |
94.720 |
0.030 |
8,514 |
99,715 |
JN 24 |
94.725 |
94.785 |
94.705 |
94.765 |
0.040 |
5,916 |
64,612 |
SE 24 |
94.860 |
94.910 |
94.810 |
94.890 |
0.055 |
5,661 |
75,524 |
DE 24 |
95.040 |
95.105 |
94.995 |
95.085 |
0.060 |
3,853 |
52,478 |
MR 25 |
95.230 |
95.300 |
95.190 |
95.280 |
0.060 |
2,624 |
20,385 |
JN 25 |
95.405 |
95.480 |
95.370 |
95.460 |
0.060 |
947 |
10,774 |
SE 25 |
95.585 |
95.635 |
95.535 |
95.625 |
0.040 |
687 |
3,180 |
DE 25 |
95.685 |
95.780 |
95.685 |
95.775 |
0.050 |
488 |
806 |
MR 26 |
95.800 |
95.890 |
95.800 |
95.890 |
0.030 |
41 |
98 |
JN 26 |
0.000 |
0.000 |
0.000 |
95.995 |
0.000 |
0 |
147 |
|
|
Three-Month Canadian Bankers' Acceptance Futures (BAX) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
DE 23 |
94.285 |
94.310 |
94.270 |
94.305 |
0.030 |
7,076 |
120,842 |
MR 24 |
94.245 |
94.290 |
94.220 |
94.270 |
0.045 |
9,718 |
133,675 |
JN 24 |
94.300 |
94.360 |
94.270 |
94.335 |
0.060 |
7,844 |
102,801 |
SE 24 |
94.540 |
94.590 |
94.485 |
94.565 |
0.060 |
6,619 |
102,150 |
DE 24 |
94.730 |
94.790 |
94.670 |
94.760 |
0.060 |
6,594 |
75,150 |
MR 25 |
94.900 |
94.980 |
94.860 |
94.960 |
0.070 |
3,625 |
34,659 |
JN 25 |
95.080 |
95.150 |
95.040 |
95.130 |
0.060 |
1,492 |
13,390 |
SE 25 |
95.260 |
95.310 |
95.210 |
95.290 |
0.050 |
481 |
5,883 |
DE 25 |
0.000 |
0.000 |
0.000 |
95.440 |
0.000 |
109 |
707 |
MR 26 |
0.000 |
0.000 |
0.000 |
95.560 |
0.000 |
67 |
155 |
|
|
Two-Year Government of Canada Bond Futures (CGZ) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
DE 23 |
101.705 |
101.790 |
101.660 |
101.765 |
0.070 |
43,435 |
105,395 |
|
|
Five-Year Government of Canada Bond Futures (CGF) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
DE 23 |
107.670 |
107.790 |
107.420 |
107.720 |
0.160 |
44,983 |
131,193 |
|
|
Ten-Year Government of Canada Bond Futures (CGB) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
DE 23 |
114.640 |
114.890 |
113.980 |
114.740 |
0.310 |
125,278 |
510,936 |
|
|
S&P/TSX 60TM Index Standard Futures (SXF) |
Month |
Open |
High |
Low |
Settlement |
Change |
Volume |
Open int. |
DE 23 |
1,169.500 |
1,182.100 |
1,164.600 |
1,179.700 |
10.100 |
25,875 |
289,975 |
DE 24 |
0.000 |
0.000 |
0.000 |
1,202.400 |
0.000 |
0 |
1,560 |
DE 25 |
0.000 |
0.000 |
0.000 |
1,228.700 |
0.000 |
0 |
1,260 |
|
|
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