Market Review

December 12, 2024

Volume by product
Name Volume Trans. Open Interest
COA 0 0 656
CRA 165,407 19,518 1,522,966
Options on CRA 0 0 27,750
CGZ 74,544 5,352 233,120
CGF 85,194 13,738 172,567
CGB 173,826 56,081 576,107
LGB 264 52 1,834
OGF 0 0 164
OGB 0 0 325
SXF 25,749 19,401 208,278
BTC on SXF 2,483 13 0
SXM 222 56 703
SDV 0 0 33,235
SXK 0 0 11,000
SXU 0 0 6,500
Equity options 186,254 3,994 7,645,064
Options on ETFs 116,765 375 13,945,603
Share futures 0 0 1,270,240
BTC on share futures 15,650 3 0
USX 34 4 11,863
Total 846,392 118,587 25,667,975
Most active options classes
Class Volume
XIU 74,878
CVE 71,689
BCE 21,944
ZEB 20,135
SU 16,959
CNQ 13,114
BTCC 11,170
TRP 7,026
CM 5,917
DIR 5,059
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 115,811 70,443 186,254 1.644
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 24 96.018 96.020 96.018 96.018 0.000 241 196,277
DE 24 96.805 96.820 96.800 96.810 -0.005 27,100 256,189
MR 25 97.070 97.110 97.065 97.085 -0.005 30,037 240,848
JN 25 97.185 97.240 97.185 97.205 -0.020 31,336 258,578
SE 25 97.270 97.300 97.240 97.250 -0.035 17,744 175,553
DE 25 97.270 97.340 97.270 97.280 -0.055 24,284 166,944
MR 26 97.355 97.375 97.300 97.305 -0.060 10,741 85,164
JN 26 97.395 97.410 97.330 97.340 -0.055 13,113 64,233
SE 26 97.415 97.425 97.360 97.370 -0.050 5,023 44,807
DE 26 97.420 97.430 97.365 97.380 -0.050 3,740 27,394
MR 27 97.400 97.425 97.370 97.385 -0.050 1,970 5,898
JN 27 97.395 97.415 97.370 97.385 -0.050 78 1,081
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 104.820 0.000 0 25,540
MR 25 105.090 105.125 105.010 105.025 -0.070 74,544 207,580
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 113.630 113.720 113.370 113.420 -0.220 85,194 172,567
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 24 0.000 0.000 0.000 122.710 0.000 0 10
MR 25 123.670 123.740 123.130 123.240 -0.460 173,826 576,097
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 24 1,538.200 1,539.300 1,522.300 1,524.400 -15.200 21,113 206,003
MR 25 1,543.600 1,544.000 1,527.400 1,529.000 -15.600 4,636 1,015
DE 25 0.000 0.000 0.000 1,544.400 0.000 0 1,260
 

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