Market Review

August 9, 2023

Volume by product
Name Volume Trans. Open Interest
COA 0 0 601
CRA 37,381 3,614 413,863
BAX 62,934 8,692 631,917
Options on BAX 0 0 19,670
CGZ 27,408 2,847 98,429
CGF 32,495 7,562 117,845
CGB 100,519 46,363 520,069
LGB 36 8 1,609
OGF 0 0 227
OGB 0 0 1,075
SXF 15,405 13,779 289,746
BTC on SXF 446 7 0
SXM 38 14 340
SDV 500 1 42,044
SXD 0 0 3,550
SXK 0 0 741
Equity options 130,239 5,955 6,439,627
Options on ETFs 51,910 215 6,140,698
Share futures 0 0 531,606
USX 0 0 2,565
Total 459,311 89,057 15,256,222
Most active options classes
Class Volume
XIU 50,046
NWH 33,704
NTR 8,615
EFN 5,693
GLXY 5,098
SU 4,323
POU 3,714
CPG 3,447
TD 2,842
BTE 2,810
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 37,472 92,767 130,239 0.404
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 23 95.023 95.023 95.020 95.020 0.000 1,714 74,782
SE 23 94.870 94.875 94.855 94.865 -0.015 6,933 98,082
DE 23 94.885 94.885 94.840 94.850 -0.040 6,880 63,927
MR 24 94.945 94.960 94.895 94.910 -0.055 5,164 60,421
JN 24 95.110 95.125 95.060 95.065 -0.055 5,582 39,327
SE 24 95.375 95.385 95.305 95.310 -0.055 4,960 38,719
DE 24 95.665 95.665 95.590 95.595 -0.045 3,870 22,627
MR 25 95.890 95.890 95.820 95.825 -0.050 1,882 8,789
JN 25 96.045 96.070 96.010 96.010 -0.055 387 5,412
SE 25 96.245 96.245 96.175 96.185 -0.080 3 1,361
DE 25 96.335 96.335 96.335 96.345 -0.080 3 259
MR 26 96.530 96.530 96.480 96.490 -0.080 3 157
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
AU 23 0.000 0.000 0.000 94.755 0.000 0 0
SE 23 94.485 94.485 94.465 94.465 -0.015 9,338 93,694
DE 23 94.475 94.480 94.425 94.435 -0.050 14,006 113,249
MR 24 94.580 94.580 94.500 94.510 -0.060 9,184 112,092
JN 24 94.745 94.755 94.665 94.675 -0.065 9,154 100,548
SE 24 95.060 95.060 94.970 94.990 -0.060 6,337 90,589
DE 24 95.340 95.340 95.270 95.280 -0.050 11,619 75,544
MR 25 95.570 95.580 95.490 95.510 -0.050 2,214 28,741
JN 25 95.720 95.740 95.680 95.690 -0.060 1,048 11,855
SE 25 95.910 95.910 95.900 95.860 -0.040 34 4,862
DE 25 0.000 0.000 0.000 96.020 0.000 0 639
MR 26 0.000 0.000 0.000 96.170 0.000 0 104
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
SE 23 102.220 102.220 102.070 102.075 -0.115 27,408 98,429
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 23 109.540 109.540 109.190 109.210 -0.170 32,495 117,845
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 23 120.430 120.580 120.020 120.100 -0.110 100,519 520,069
00 17.220 17.220 17.220 0.000 0.040 9,100 0
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 23 1,210.000 1,218.300 1,208.700 1,215.700 6.800 15,405 284,426
DE 23 0.000 0.000 0.000 1,219.800 0.000 0 2,500
DE 24 0.000 0.000 0.000 1,243.300 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,265.700 0.000 0 1,260
 

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