Market Review

September 30, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 561
CRA 0 0 1,206,400
Options on CRA 0 0 15,650
CGZ 0 0 248,870
CGF 0 0 184,395
CGB 0 0 662,153
LGB 0 0 723
OGF 0 0 164
OGB 0 0 50
SXF 17,186 14,442 190,176
BTC on SXF 195 14 0
SXM 12 10 403
SDV 0 0 28,560
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 66,180 4,655 6,088,096
Options on ETFs 112,168 431 10,631,252
Share futures 0 0 271,690
BTC on share futures 46,500 3 0
USX 43 4 6,044
Total 242,284 19,559 19,552,687
Most active options classes
Class Volume
XEG 73,519
XIU 33,067
BNS 4,040
GWO 4,023
BN 3,792
ZEB 3,467
BAM 2,466
SU 2,465
CNQ 2,338
AG 1,893
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 20,131 46,049 66,180 0.437
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 0.000 0.000 0.000 95.958 0.000 0 208,896
DE 24 0.000 0.000 0.000 96.640 0.000 0 230,429
MR 25 0.000 0.000 0.000 97.180 0.000 0 206,725
JN 25 0.000 0.000 0.000 97.410 0.000 0 192,529
SE 25 0.000 0.000 0.000 97.500 0.000 0 125,908
DE 25 0.000 0.000 0.000 97.540 0.000 0 100,556
MR 26 0.000 0.000 0.000 97.560 0.000 0 59,155
JN 26 0.000 0.000 0.000 97.570 0.000 0 45,405
SE 26 0.000 0.000 0.000 97.565 0.000 0 16,115
DE 26 0.000 0.000 0.000 97.540 0.000 0 16,192
MR 27 0.000 0.000 0.000 97.515 0.000 0 4,188
JN 27 0.000 0.000 0.000 97.495 0.000 0 302
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 105.250 0.000 0 248,870
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 115.440 0.000 0 184,395
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 125.010 0.000 0 662,153
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,445.300 1,446.900 1,434.100 1,444.400 2.100 17,186 188,533
MR 25 0.000 0.000 0.000 1,448.900 0.000 0 383
DE 25 0.000 0.000 0.000 1,464.400 0.000 0 1,260
 

CGZ®, CGF®, CGB®, LGB®, OGB® and USX® are registered trademarks of Bourse de Montréal Inc.
SXFTM, SXMTM, SMJTM, SCFTM, SXOTM, OGZTM and OGFTM are trademarks of Bourse de Montréal Inc.

TMX Group Limited and its affiliates do not endorse or recommend any securities issued by any companies identified on, or linked through, this site. Please seek professional advice to evaluate specific securities or other content on this site. All content (including any links to third party sites) is provided for informational purposes only (and not for trading purposes), and is not intended to provide legal, accounting, tax, investment, financial or other advice and should not be relied upon for such advice. The views, opinions and advice of any third party reflect those of the individual authors and are not endorsed by TMX Group Limited or its affiliates. TMX Group Limited and its affiliates have not prepared, reviewed or updated the content of third parties on this site or the content of any third party sites, and assume no responsibility for such information.

Copyright © 2025 Bourse de Montréal Inc. All rights reserved.
Canadian Derivatives Exchange is an official mark of Bourse de Montréal Inc.