Market Review

March 11, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 401
CRA 51,417 9,914 765,914
BAX 14,341 3,698 371,378
Options on BAX 0 0 2,000
CGZ 37,872 3,389 176,479
CGF 34,548 7,432 114,002
CGB 100,502 38,492 503,410
LGB 39 13 2,339
OGB 0 0 88
SXF 262,264 88,895 286,409
BTC on SXF 70 14 0
SXM 617 91 329
SDV 0 0 23,260
SXD 0 0 3,550
SXK 0 0 100
Equity options 129,548 5,302 5,665,647
Options on ETFs 8,093 555 8,183,335
Share futures 0 0 857,290
Futures on ETFs 0 0 361
BTC on share futures 49,900 1 0
USX 552 17 8,764
Total 689,763 157,813 16,965,056
Most active options classes
Class Volume
CVE 19,284
H 11,856
NXE 8,521
BN 7,149
WPM 7,117
CCL 6,702
T 4,254
BTCC 3,185
TD 2,829
XIU 2,547
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 53,035 76,513 129,548 0.693
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 23 94.938 94.938 94.935 94.935 0.000 121 121,895
MR 24 95.030 95.030 95.010 95.020 -0.015 12,228 165,050
JN 24 95.285 95.295 95.260 95.265 -0.025 9,267 159,438
SE 24 95.600 95.610 95.560 95.575 -0.025 6,230 90,446
DE 24 95.935 95.955 95.890 95.900 -0.030 6,949 80,449
MR 25 96.210 96.245 96.165 96.185 -0.025 5,951 52,207
JN 25 96.435 96.465 96.385 96.405 -0.015 7,229 44,814
SE 25 96.590 96.620 96.545 96.565 -0.015 2,036 23,327
DE 25 96.725 96.740 96.670 96.690 -0.005 910 15,518
MR 26 96.825 96.845 96.775 96.795 -0.015 289 9,242
JN 26 96.930 96.935 96.880 96.890 -0.015 128 2,913
SE 26 96.995 96.995 96.950 96.965 -0.025 79 615
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.710 94.715 94.695 94.705 -0.010 3,278 117,522
JN 24 94.970 94.975 94.935 94.945 -0.030 1,739 98,794
SE 24 95.275 95.295 95.245 95.255 -0.015 2,567 55,331
DE 24 95.605 95.635 95.570 95.585 -0.020 2,055 49,253
MR 25 95.900 95.920 95.840 95.870 -0.030 2,871 27,525
JN 25 96.110 96.150 96.060 96.090 -0.020 1,119 11,012
SE 25 96.270 96.300 96.230 96.250 -0.020 506 7,873
DE 25 96.400 96.420 96.350 96.370 -0.020 181 3,588
MR 26 96.510 96.510 96.470 96.480 -0.030 25 480
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 102.935 0.000 0 7
JN 24 103.370 103.400 103.295 103.335 -0.050 37,872 176,472
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 111.020 0.000 0 227
JN 24 112.110 112.250 111.920 111.980 -0.130 34,548 113,775
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 121.420 0.000 0 463
JN 24 121.470 121.750 121.140 121.260 -0.120 100,502 502,947
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 24 1,312.000 1,314.500 1,302.800 1,313.800 2.600 138,995 219,589
JN 24 1,319.200 1,321.400 1,310.000 1,320.600 2.800 123,269 64,000
DE 24 0.000 0.000 0.000 1,330.800 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,348.800 0.000 0 1,260
 

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