Market Review

July 24, 2026

Volume by product
Name Volume Trans. Open Interest
COA 200 4 1,297
CRA 208,774 19,352 1,737,510
Options on CRA 0 0 35,575
BCS 0 0 40
CGZ 70,771 4,480 356,570
CGF 84,318 10,155 332,844
CGB 136,535 34,864 958,088
LGB 3 1 244
OGF 0 0 3,750
OGB 0 0 225
AXF 0 0 5,533
BTC on AXF 75 1 0
SXF 12,618 11,502 166,450
BTC on SXF 665 36 0
SXM 2 2 1,200
SDV 0 0 2,870
SXK 0 0 4,300
SXU 0 0 4,100
Equity options 142,139 6,568 7,466,994
Options on CDRs 1,780 360 51,560
Options on CEFs 10,371 77 60,171
Options on ETFs 137,422 344 23,499,073
Share futures 0 0 9,500
USX 509 7 13,123
Total 806,182 87,753 34,711,017
Most active options classes
Class Volume
RING 74,000
XIU 49,662
RY 11,228
ENB 10,513
CNQ 7,321
NA 5,455
ZEB 4,854
BNS 4,596
CM 4,083
SU 3,987
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 20,554 97,134 117,688 0.212
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 26 97.703 97.708 97.700 97.708 0.003 2,742 262,832
SE 26 97.630 97.655 97.630 97.650 0.025 38,652 221,967
DE 26 97.400 97.450 97.395 97.440 0.060 37,098 327,924
MR 27 97.165 97.235 97.160 97.220 0.070 30,713 279,990
JN 27 96.990 97.065 96.985 97.050 0.075 29,695 210,647
SE 27 96.875 96.955 96.870 96.940 0.070 22,843 127,319
DE 27 96.820 96.895 96.810 96.885 0.070 23,688 146,265
MR 28 96.775 96.855 96.765 96.840 0.080 11,143 76,938
JN 28 96.745 96.825 96.740 96.815 0.075 8,656 50,742
SE 28 96.730 96.805 96.730 96.800 0.075 2,938 19,933
DE 28 96.735 96.795 96.730 96.790 0.075 578 10,834
MR 29 96.780 96.785 96.770 96.790 0.070 28 2,119
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 26 104.920 105.060 104.910 105.035 0.115 70,771 356,570
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 26 111.800 112.150 111.760 112.100 0.280 84,318 332,844
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 26 118.830 119.320 118.660 119.180 0.450 136,535 958,088
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 26 2,079.200 2,090.400 2,069.200 2,086.000 10.500 12,618 166,449
DE 26 0.000 0.000 0.000 2,086.500 0.000 0 1
 

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