Market Review

December 10, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 586
CRA 162,191 17,164 1,514,267
Options on CRA 500 1 25,500
CGZ 68,812 4,219 223,288
CGF 73,848 11,589 167,709
CGB 173,419 47,214 570,730
LGB 219 8 1,541
OGF 0 0 164
OGB 0 0 325
SXF 16,488 14,865 211,925
BTC on SXF 2,781 41 0
SXM 6 2 708
SDV 0 0 33,235
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 78,255 4,049 7,600,238
Options on ETFs 227,457 400 13,491,520
Share futures 0 0 1,153,340
BTC on share futures 56,100 3 0
USX 451 13 11,544
Total 860,527 99,568 25,024,120
Most active options classes
Class Volume
XIU 101,459
XEG 96,025
XRE 25,039
T 19,153
FRU 5,035
CM 4,774
TD 3,999
SU 3,823
AC 3,160
ETHH 2,458
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 19,615 58,640 78,255 0.335
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 96.015 96.018 96.015 96.015 0.003 262 195,252
DE 24 96.810 96.815 96.785 96.805 -0.010 41,645 258,531
MR 25 97.150 97.165 97.140 97.160 0.015 33,839 251,326
JN 25 97.275 97.295 97.270 97.290 0.010 24,503 251,095
SE 25 97.340 97.360 97.320 97.355 0.010 12,769 173,276
DE 25 97.385 97.400 97.355 97.395 0.020 18,623 161,767
MR 26 97.410 97.435 97.385 97.425 0.025 8,035 83,023
JN 26 97.425 97.460 97.410 97.450 0.025 11,900 62,111
SE 26 97.440 97.470 97.410 97.460 0.035 6,701 44,855
DE 26 97.430 97.460 97.400 97.450 0.035 2,977 27,181
MR 27 97.430 97.460 97.395 97.450 0.035 775 5,295
JN 27 97.425 97.465 97.420 97.455 0.025 162 555
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 105.015 0.000 0 25,540
MR 25 105.165 105.230 105.145 105.220 0.040 68,812 197,748
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 114.640 0.000 0 72
MR 25 113.870 114.040 113.760 114.010 0.090 73,848 167,637
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 123.920 0.000 0 6,811
MR 25 124.300 124.520 124.020 124.490 0.130 173,419 563,919
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,537.000 1,537.100 1,529.900 1,530.200 -5.900 16,374 210,176
MR 25 1,539.800 1,539.800 1,534.700 1,534.500 -5.800 114 489
DE 25 0.000 0.000 0.000 1,550.200 0.000 0 1,260
 

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