Market Review

June 6, 2023

Volume by product
Name Volume Trans. Open Interest
COA 100 1 650
CRA 22,817 2,404 299,200
BAX 93,450 12,327 649,903
Options on BAX 0 0 25,690
CGZ 40,321 3,604 89,670
CGF 43,599 7,732 92,353
CGB 78,737 33,527 414,301
LGB 193 35 1,823
OGB 0 0 569
SXF 18,539 16,212 275,427
BTC on SXF 50 7 0
SXM 29 9 350
SDV 1,000 1 37,044
SXD 0 0 3,550
SXK 100 2 791
Equity options 94,459 4,721 6,164,037
Options on ETFs 43,947 200 5,856,582
Share futures 0 0 633,301
BTC on share futures 81,500 5 0
USX 9 2 1,562
Total 518,850 80,789 14,546,803
Most active options classes
Class Volume
XIU 42,260
CM 15,376
POW 15,089
TD 8,581
STLC 4,186
BMO 2,612
NFI 2,596
ENB 2,427
MFC 2,404
BBD 2,378
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 44,600 49,681 94,281 0.898
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 23 95.460 95.460 95.460 95.460 -0.005 193 45,208
JN 23 95.245 95.245 95.215 95.225 -0.010 7,512 66,586
SE 23 95.095 95.095 95.040 95.045 -0.040 4,800 89,739
DE 23 95.100 95.100 95.050 95.060 -0.050 4,040 34,490
MR 24 95.255 95.255 95.175 95.185 -0.050 1,788 20,282
JN 24 95.485 95.490 95.425 95.445 -0.040 1,242 25,687
SE 24 95.780 95.780 95.725 95.735 -0.050 1,913 12,135
DE 24 96.140 96.140 96.045 96.055 -0.060 1,126 2,748
MR 25 96.355 96.355 96.300 96.305 -0.070 96 1,457
JN 25 96.545 96.550 96.495 96.490 -0.070 82 482
SE 25 0.000 0.000 0.000 96.655 0.000 25 223
DE 25 0.000 0.000 0.000 96.795 0.000 0 163
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
JN 23 94.805 94.825 94.780 94.805 0.000 24,376 114,810
JL 23 0.000 0.000 0.000 94.860 0.000 0 0
AU 23 0.000 0.000 0.000 94.885 0.000 0 0
SE 23 94.630 94.655 94.585 94.595 -0.030 16,393 129,442
DE 23 94.650 94.675 94.600 94.605 -0.045 15,554 104,085
MR 24 94.845 94.865 94.775 94.795 -0.055 10,402 95,189
JN 24 95.120 95.150 95.060 95.080 -0.040 11,425 87,146
SE 24 95.470 95.490 95.390 95.410 -0.040 9,041 57,928
DE 24 95.800 95.820 95.720 95.730 -0.060 4,624 45,348
MR 25 96.040 96.090 95.980 95.980 -0.060 1,375 13,435
JN 25 96.220 96.230 96.170 96.170 -0.080 254 1,670
SE 25 0.000 0.000 0.000 96.330 0.000 6 638
DE 25 0.000 0.000 0.000 96.460 0.000 0 211
MR 26 0.000 0.000 0.000 96.540 0.000 0 1
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 23 0.000 0.000 0.000 102.400 0.000 0 429
SE 23 102.780 102.810 102.660 102.675 -0.110 40,321 89,241
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 23 111.040 111.140 110.760 110.830 -0.100 43,599 92,353
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 23 0.000 0.000 0.000 121.600 0.000 0 400
SE 23 123.090 123.290 122.460 122.710 -0.070 78,737 413,901
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 23 1,195.500 1,204.600 1,194.400 1,203.600 7.700 18,238 270,603
SE 23 1,207.500 1,207.500 1,207.500 1,206.600 7.600 1 14
DE 23 0.000 0.000 0.000 1,209.600 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,235.100 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,247.600 0.000 300 750
 

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