Market Review

October 5, 2022

Volume by product
Name Volume Trans. Open Interest
CRA 1,847 272 28,112
BAX 61,532 11,042 716,548
Options on BAX 0 0 68,870
CGZ 29,085 1,515 50,678
CGF 43,669 9,392 105,884
CGB 150,916 72,301 582,728
LGB 23 5 827
OGB 0 0 740
SXO 0 0 12,820
SXF 21,724 18,815 321,808
BTC on SXF 48 5 0
SXM 33 17 372
SDV 0 0 10,146
SCF 0 0 1
SXD 0 0 1,800
SXK 0 0 290
Equity options 84,523 5,198 6,695,764
Options on ETFs 22,875 267 4,591,994
Share futures 0 0 794,950
BTC on share futures 23,070 3 0
USX 56 4 5,934
Total 439,401 118,836 13,990,266
Most active options classes
Class Volume
XIU 17,460
CVE 8,337
SU 5,546
AEM 4,960
ARX 3,106
TRP 2,870
RY 2,751
TD 2,572
CNQ 2,571
FCR 2,500
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 26,183 58,340 84,523 0.449
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 22 96.440 96.440 96.440 96.438 -0.025 125 5,050
DE 22 96.060 96.060 96.060 96.060 -0.040 250 6,637
MR 23 96.050 96.050 96.020 96.020 -0.040 133 8,220
JN 23 96.085 96.085 95.975 96.020 -0.085 269 3,501
SE 23 96.155 96.155 96.045 96.065 -0.110 381 1,991
DE 23 96.265 96.265 96.140 96.155 -0.155 143 757
MR 24 96.385 96.385 96.240 96.250 -0.185 59 299
JN 24 96.435 96.435 96.320 96.355 -0.195 133 727
SE 24 96.530 96.530 96.420 96.445 -0.165 209 536
DE 24 96.555 96.555 96.550 96.550 -0.165 81 126
MR 25 96.770 96.770 96.660 96.650 -0.155 33 267
JN 25 96.820 96.820 96.725 96.730 -0.170 31 1
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
OC 22 0.000 0.000 0.000 95.880 0.000 0 0
NO 22 0.000 0.000 0.000 95.810 0.000 0 0
DE 22 95.600 95.605 95.545 95.555 -0.040 11,894 202,211
MR 23 95.610 95.615 95.550 95.570 -0.055 12,192 179,848
JN 23 95.680 95.680 95.550 95.600 -0.075 9,160 111,546
SE 23 95.775 95.775 95.615 95.665 -0.115 10,093 90,347
DE 23 95.920 95.920 95.720 95.770 -0.140 8,549 64,974
MR 24 96.060 96.060 95.850 95.880 -0.170 4,617 36,228
JN 24 96.160 96.160 95.960 95.980 -0.170 2,452 16,595
SE 24 96.270 96.270 96.090 96.100 -0.160 1,428 10,124
DE 24 96.370 96.370 96.220 96.210 -0.160 626 3,492
MR 25 96.440 96.440 96.320 96.310 -0.150 472 1,154
JN 25 96.410 96.420 96.400 96.380 -0.130 41 29
SE 25 96.530 96.530 96.520 96.430 -0.070 8 0
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 22 103.675 103.675 103.400 103.450 -0.215 29,085 50,678
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 22 112.670 112.730 111.850 111.900 -0.790 43,669 105,884
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 22 124.310 124.570 122.650 122.830 -1.650 150,916 582,728
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 22 1,169.600 1,169.600 1,155.200 1,161.800 -8.600 21,724 318,258
DE 23 0.000 0.000 0.000 1,168.300 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,172.300 0.000 0 800
DE 25 0.000 0.000 0.000 1,188.300 0.000 0 250
 

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