Market Review

January 16, 2024

Volume by product
Name Volume Trans. Open Interest
COA 100 1 319
CRA 131,165 18,514 621,192
BAX 33,063 6,743 407,649
Options on BAX 0 0 2,000
CGZ 62,677 6,136 164,588
CGF 61,474 14,138 117,182
CGB 145,745 57,222 488,382
LGB 85 24 1,585
OGB 0 0 460
SXF 20,899 19,239 245,744
BTC on SXF 137 9 0
SXM 7 6 262
SDV 100 3 21,986
SXD 0 0 3,550
SXK 0 0 100
Equity options 98,955 6,246 6,544,638
Options on ETFs 80,647 317 7,000,530
Share futures 3,100 34 779,840
Futures on ETFs 0 0 460
BTC on share futures 107,600 8 0
USX 50 1 4,167
Total 745,804 128,641 16,404,634
Most active options classes
Class Volume
XIU 42,916
ZEB 34,982
KEY 13,047
CM 6,162
RY 5,232
CVE 4,724
OVV 4,401
ABX 3,972
DND 3,637
TOU 2,685
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 36,882 62,073 98,955 0.594
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 23 94.970 94.970 94.955 94.958 -0.008 8,967 128,004
MR 24 95.210 95.215 95.135 95.145 -0.080 35,672 135,867
JN 24 95.640 95.660 95.520 95.540 -0.135 23,933 129,707
SE 24 96.045 96.045 95.895 95.920 -0.145 21,795 70,275
DE 24 96.365 96.370 96.225 96.260 -0.140 15,329 64,069
MR 25 96.620 96.640 96.500 96.545 -0.130 12,733 40,182
JN 25 96.840 96.840 96.705 96.750 -0.130 8,681 21,423
SE 25 96.945 96.960 96.845 96.890 -0.125 3,074 15,835
DE 25 97.030 97.045 96.945 96.980 -0.120 735 8,735
MR 26 97.070 97.075 97.040 97.040 -0.100 117 6,074
JN 26 97.075 97.075 97.075 97.075 -0.100 104 771
SE 26 0.000 0.000 0.000 97.095 0.000 25 250
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.785 94.785 94.715 94.720 -0.065 10,904 138,924
JN 24 95.245 95.255 95.120 95.140 -0.135 4,497 108,260
SE 24 95.725 95.725 95.570 95.605 -0.145 6,158 59,481
DE 24 96.050 96.050 95.895 95.940 -0.140 4,893 50,644
MR 25 96.320 96.320 96.170 96.230 -0.140 3,890 26,728
JN 25 96.520 96.520 96.370 96.440 -0.150 2,140 13,479
SE 25 96.630 96.640 96.530 96.580 -0.150 463 6,415
DE 25 96.710 96.730 96.630 96.670 -0.110 115 3,408
MR 26 96.720 96.720 96.720 96.730 -0.110 3 310
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 24 103.405 103.420 103.195 103.245 -0.200 62,677 164,588
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 24 112.030 112.110 111.460 111.570 -0.600 61,474 117,182
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 24 122.880 123.080 121.710 121.910 -1.250 145,745 488,382
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 24 1,269.200 1,270.500 1,259.000 1,266.500 -6.500 20,899 242,924
DE 24 0.000 0.000 0.000 1,285.000 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,311.300 0.000 0 1,260
 

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