Market Review

February 3, 2023

Volume by product
Name Volume Trans. Open Interest
CRA 8,916 1,170 74,081
BAX 112,274 19,536 797,675
Options on BAX 75 2 2,735
CGZ 54,609 3,583 91,557
CGF 51,749 14,693 113,823
CGB 133,940 71,149 520,784
LGB 241 21 601
OGB 0 0 774
SXF 30,245 25,169 296,272
BTC on SXF 1,664 20 0
SXM 6 3 395
SDV 250 1 16,775
SCF 0 0 1
SXD 0 0 2,550
SXK 0 0 391
SXY 0 0 150
Equity options 126,016 6,686 5,451,387
Options on ETFs 71,518 261 5,249,881
Share futures 0 0 533,430
BTC on share futures 11,300 2 0
USX 3 3 1,979
Total 602,806 142,299 13,155,241
Most active options classes
Class Volume
XIU 51,077
ZEB 12,035
TD 11,829
CM 7,859
IMO 5,590
RY 5,566
AQN 5,351
ATD 5,329
ZPR 5,042
BAM 5,031
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 37,607 70,267 107,874 0.535
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 22 0.000 0.000 0.000 95.578 0.000 0 14,197
MR 23 95.440 95.440 95.410 95.425 -0.025 1,216 19,926
JN 23 95.475 95.485 95.400 95.415 -0.080 972 10,841
SE 23 95.670 95.675 95.525 95.540 -0.135 2,915 11,448
DE 23 96.065 96.085 95.860 95.900 -0.205 451 4,398
MR 24 96.570 96.570 96.335 96.375 -0.220 719 4,010
JN 24 96.990 97.020 96.795 96.825 -0.210 1,600 5,003
SE 24 97.255 97.275 97.140 97.160 -0.180 576 2,358
DE 24 97.490 97.510 97.330 97.355 -0.135 72 540
MR 25 97.540 97.545 97.460 97.470 -0.110 288 591
JN 25 97.655 97.670 97.560 97.525 -0.060 75 430
SE 25 97.610 97.640 97.575 97.545 -0.015 32 339
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
FE 23 0.000 0.000 0.000 95.020 0.000 0 0
MR 23 95.065 95.070 95.030 95.045 -0.015 17,695 206,787
AL 23 0.000 0.000 0.000 95.105 0.000 0 0
JN 23 95.120 95.160 95.050 95.065 -0.085 20,255 191,795
SE 23 95.315 95.340 95.185 95.205 -0.135 19,353 141,971
DE 23 95.715 95.745 95.505 95.545 -0.205 15,471 89,551
MR 24 96.180 96.250 95.990 96.030 -0.230 10,888 60,781
JN 24 96.630 96.720 96.450 96.490 -0.220 14,494 61,336
SE 24 96.940 97.010 96.820 96.840 -0.170 11,871 20,629
DE 24 97.160 97.200 97.010 97.040 -0.140 2,083 21,454
MR 25 97.290 97.290 97.170 97.160 -0.070 98 1,787
JN 25 97.330 97.340 97.280 97.220 -0.020 64 856
SE 25 97.320 97.320 97.320 97.240 0.000 2 724
DE 25 0.000 0.000 0.000 97.200 0.000 0 4
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 23 103.615 103.675 103.370 103.405 -0.265 54,609 91,557
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 23 113.740 113.820 112.950 113.100 -0.690 51,749 113,823
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 23 127.580 127.660 125.820 126.370 -1.120 133,940 520,784
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 23 1,247.800 1,257.500 1,245.000 1,253.400 3.200 30,245 292,472
DE 23 0.000 0.000 0.000 1,264.400 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,266.800 0.000 0 1,050
DE 25 0.000 0.000 0.000 1,279.800 0.000 0 250
 

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