Market Review

March 13, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 401
CRA 61,131 9,335 787,349
BAX 10,725 3,160 365,991
Options on BAX 0 0 2,000
CGZ 75,704 3,772 175,020
CGF 71,247 10,456 116,029
CGB 105,537 38,736 503,397
LGB 1,663 50 2,333
OGB 0 0 88
SXF 55,874 23,559 277,652
BTC on SXF 105 4 0
SXM 16 7 711
SDV 100 1 23,261
SXD 0 0 7,100
SXK 0 0 200
Equity options 153,726 5,854 5,777,137
Options on ETFs 10,446 412 8,183,607
Share futures 600 4 906,090
Futures on ETFs 0 0 361
BTC on share futures 150,900 4 0
USX 335 25 9,504
Total 698,109 95,379 17,138,231
Most active options classes
Class Volume
PPL 12,150
POW 11,190
BCE 10,008
CNQ 9,493
CVE 8,046
TA 7,892
XIU 5,623
ALA 5,460
T 4,269
CIX 4,242
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 41,060 112,666 153,726 0.364
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 23 94.935 94.935 94.935 94.935 0.000 2 121,895
MR 24 95.010 95.010 95.000 95.005 -0.005 12,508 171,385
JN 24 95.230 95.230 95.205 95.220 -0.010 9,060 167,210
SE 24 95.510 95.510 95.475 95.490 -0.025 10,222 94,783
DE 24 95.830 95.830 95.785 95.800 -0.025 10,836 81,973
MR 25 96.110 96.115 96.060 96.075 -0.035 7,510 52,114
JN 25 96.330 96.335 96.290 96.295 -0.030 8,711 47,894
SE 25 96.500 96.505 96.460 96.465 -0.035 1,505 23,478
DE 25 96.640 96.640 96.580 96.600 -0.050 630 13,551
MR 26 96.715 96.725 96.700 96.715 -0.040 137 9,551
JN 26 96.825 96.825 96.820 96.815 -0.030 9 2,953
SE 26 96.920 96.920 96.920 96.900 -0.015 1 562
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
MR 24 94.695 94.700 94.690 94.695 0.000 2,348 118,658
JN 24 94.895 94.905 94.875 94.885 0.000 2,179 98,898
SE 24 95.190 95.190 95.155 95.170 -0.020 2,579 54,994
DE 24 95.505 95.510 95.460 95.475 -0.025 1,348 46,060
MR 25 95.780 95.790 95.740 95.750 -0.020 1,044 25,338
JN 25 96.000 96.020 95.970 95.970 -0.030 451 10,172
SE 25 96.170 96.190 96.140 96.140 -0.020 431 7,514
DE 25 96.310 96.320 96.270 96.280 -0.030 337 3,628
MR 26 96.380 96.380 96.380 96.400 -0.050 8 729
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 102.775 0.000 0 7
JN 24 103.230 103.235 103.155 103.175 -0.065 75,704 175,013
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 110.650 0.000 0 227
JN 24 111.770 111.830 111.550 111.610 -0.160 71,247 115,802
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 24 0.000 0.000 0.000 120.700 0.000 0 463
JN 24 120.890 121.080 120.470 120.540 -0.290 105,537 502,934
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 24 1,318.200 1,328.100 1,318.000 1,326.900 9.100 18,994 73,481
JN 24 1,325.700 1,336.500 1,324.500 1,334.800 9.100 36,880 201,351
DE 24 0.000 0.000 0.000 1,343.900 0.000 0 1,560
DE 25 0.000 0.000 0.000 1,361.900 0.000 0 1,260
 

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