Market Review

April 24, 2023

Volume by product
Name Volume Trans. Open Interest
COA 0 0 400
CRA 6,621 515 196,370
BAX 36,362 7,124 491,501
Options on BAX 0 0 6,840
CGZ 18,805 2,285 81,607
CGF 25,466 5,093 87,324
CGB 66,750 30,417 463,293
LGB 39 9 911
OGB 0 0 550
SXF 14,857 13,151 281,046
BTC on SXF 1,086 23 0
SXM 14 5 370
SDV 2,010 7 26,594
SXD 0 0 3,550
SXK 0 0 391
Equity options 126,653 7,057 5,486,969
Options on ETFs 58,092 296 5,067,679
Share futures 0 0 432,780
BTC on share futures 101,400 6 0
USX 2 2 1,645
Total 458,157 65,990 12,629,820
Most active options classes
Class Volume
XIU 50,419
EFN 13,546
TD 8,491
CVE 7,035
BTCC 4,807
RY 4,780
BMO 4,331
NA 3,414
SU 3,372
CNR 3,345
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 26,401 100,252 126,653 0.263
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
MR 23 95.478 95.478 95.478 95.478 0.000 210 38,063
JN 23 95.460 95.470 95.455 95.465 -0.010 497 47,993
SE 23 95.595 95.600 95.590 95.605 -0.010 1,064 51,375
DE 23 95.795 95.810 95.790 95.795 0.015 2,190 14,977
MR 24 96.040 96.080 96.035 96.045 0.035 1,635 18,076
JN 24 96.350 96.375 96.340 96.355 0.015 570 15,385
SE 24 96.635 96.685 96.620 96.635 0.050 455 7,746
DE 24 0.000 0.000 0.000 96.850 0.000 0 1,270
MR 25 0.000 0.000 0.000 96.975 0.000 0 888
JN 25 0.000 0.000 0.000 97.040 0.000 0 280
SE 25 0.000 0.000 0.000 97.075 0.000 0 268
DE 25 0.000 0.000 0.000 97.100 0.000 0 49
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MA 23 0.000 0.000 0.000 94.885 0.000 0 0
JN 23 95.015 95.020 94.995 94.995 -0.010 5,306 104,359
JL 23 0.000 0.000 0.000 95.050 0.000 0 0
SE 23 95.195 95.195 95.155 95.170 0.005 7,768 110,553
DE 23 95.405 95.410 95.355 95.375 0.010 7,181 76,559
MR 24 95.740 95.750 95.690 95.715 0.020 5,565 69,797
JN 24 96.050 96.070 96.000 96.030 0.030 4,618 63,725
SE 24 96.350 96.360 96.290 96.320 0.030 3,553 35,960
DE 24 96.560 96.570 96.510 96.530 0.040 1,430 19,521
MR 25 96.680 96.700 96.620 96.660 0.050 938 9,219
JN 25 96.720 96.720 96.720 96.720 0.010 3 1,057
SE 25 0.000 0.000 0.000 96.750 0.000 0 694
DE 25 0.000 0.000 0.000 96.760 0.000 0 56
MR 26 0.000 0.000 0.000 96.760 0.000 0 1
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
JN 23 103.605 103.625 103.535 103.570 0.030 18,805 81,607
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
JN 23 113.490 113.710 113.380 113.540 0.250 25,466 87,324
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
JN 23 125.500 125.830 125.400 125.600 0.300 66,750 463,293
00 17.460 17.460 17.460 0.000 0.040 2,100 0
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
JN 23 1,249.900 1,252.300 1,246.200 1,250.200 -1.400 14,857 277,246
DE 23 0.000 0.000 0.000 1,256.200 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,263.600 0.000 0 1,050
DE 25 0.000 0.000 0.000 1,276.600 0.000 0 250
 

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