Market Review

September 17, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 761
CRA 157,021 19,270 1,277,534
Options on CRA 0 0 4,150
CGZ 78,644 7,289 236,382
CGF 83,685 14,499 187,535
CGB 152,932 52,596 675,661
LGB 275 9 1,282
OGF 0 0 164
OGB 0 0 50
SXF 136,864 53,536 280,609
BTC on SXF 1,895 30 0
SXM 26 20 516
SDV 0 0 28,560
SXD 0 0 3,550
SXK 0 0 6,522
Equity options 218,189 5,378 6,790,326
Options on ETFs 132,380 436 10,499,228
Share futures 0 0 1,392,440
BTC on share futures 207,300 6 0
USX 0 0 7,250
Total 1,169,211 153,069 21,392,520
Most active options classes
Class Volume
XEG 81,794
CVE 55,348
CM 25,374
ENB 22,093
ZEB 20,042
PPL 13,242
TA 12,145
BTCC 11,934
BNS 7,898
TD 6,738
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 135,002 83,187 218,189 1.623
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
JN 24 95.373 95.373 95.373 95.375 -0.003 29 189,713
SE 24 95.945 95.965 95.945 95.950 0.005 27,787 209,175
DE 24 96.625 96.665 96.610 96.625 -0.005 31,771 217,361
MR 25 97.175 97.225 97.150 97.175 -0.010 29,232 173,752
JN 25 97.400 97.455 97.385 97.400 -0.010 21,111 164,851
SE 25 97.510 97.560 97.485 97.495 -0.015 16,896 116,266
DE 25 97.580 97.625 97.545 97.555 -0.025 13,851 85,792
MR 26 97.620 97.665 97.585 97.595 -0.030 6,035 53,184
JN 26 97.645 97.690 97.610 97.620 -0.030 6,047 42,055
SE 26 97.650 97.685 97.615 97.625 -0.030 3,041 8,683
DE 26 97.635 97.675 97.605 97.610 -0.030 1,104 14,213
MR 27 97.645 97.645 97.590 97.590 -0.030 117 2,489
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 105.335 105.420 105.250 105.270 -0.085 78,644 236,382
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 115.790 116.030 115.530 115.590 -0.160 83,685 187,535
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 125.900 126.410 125.460 125.580 -0.250 152,932 675,661
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 24 1,425.100 1,433.000 1,417.500 1,421.400 -2.700 68,814 153,574
DE 24 1,430.200 1,437.500 1,422.100 1,426.300 -3.200 68,050 125,392
MR 25 0.000 0.000 0.000 1,430.700 0.000 0 383
DE 25 0.000 0.000 0.000 1,436.400 0.000 0 1,260
 

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