Market Review

March 12, 2025

Volume by product
Name Volume Trans. Open Interest
COA 300 3 700
CRA 235,751 33,161 1,389,801
Options on CRA 250 2 40,981
CGZ 99,017 8,730 255,733
CGF 124,333 19,651 215,996
CGB 159,990 60,743 692,613
LGB 789 180 1,109
OGF 0 0 881
OGB 0 0 336
SXF 19,981 18,043 184,865
BTC on SXF 1,106 11 0
SXM 5 3 551
SDV 0 0 6,650
SXK 0 0 10,600
SXU 0 0 7,500
Equity options 103,560 5,225 7,267,141
Options on CDRs 368 76 1,803
Options on ETFs 172,416 371 17,845,592
Share futures 0 0 496,300
BTC on share futures 109,000 3 0
USX 145 7 11,717
Total 1,027,011 146,209 28,430,869
Most active options classes
Class Volume
XIU 97,203
ZEB 41,171
XEG 30,209
CM 6,415
RCI 6,293
BNS 5,600
EMA 4,032
RY 3,928
VRN 3,897
ATRL 3,782
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 34,246 69,314 103,560 0.494
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
DE 24 96.855 96.858 96.855 96.858 0.003 548 225,164
MR 25 97.345 97.355 97.305 97.320 -0.005 42,381 247,583
JN 25 97.505 97.565 97.460 97.475 -0.035 60,805 225,130
SE 25 97.665 97.725 97.590 97.610 -0.065 35,289 169,348
DE 25 97.760 97.815 97.665 97.685 -0.085 39,586 205,378
MR 26 97.795 97.845 97.680 97.695 -0.095 20,900 120,071
JN 26 97.780 97.840 97.665 97.680 -0.110 14,530 83,940
SE 26 97.755 97.810 97.640 97.650 -0.095 10,485 52,093
DE 26 97.705 97.760 97.600 97.615 -0.090 10,302 43,812
MR 27 97.650 97.715 97.565 97.580 -0.080 576 10,860
JN 27 97.600 97.665 97.540 97.545 -0.080 249 4,499
SE 27 97.585 97.600 97.525 97.525 -0.075 100 1,923
 
Two-Year Government of Canada Bond Futures (CGZ)
Month Open High Low Settlement Change Volume Open int.
MR 25 0.000 0.000 0.000 105.535 0.000 0 89
JN 25 105.810 105.900 105.650 105.675 -0.150 99,017 255,644
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
MR 25 0.000 0.000 0.000 114.310 0.000 0 1,037
JN 25 115.770 116.010 115.270 115.350 -0.400 124,333 214,959
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
MR 25 0.000 0.000 0.000 124.130 0.000 0 85
JN 25 123.910 124.530 123.260 123.400 -0.510 159,990 692,528
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
MR 25 1,462.700 1,473.500 1,455.200 1,467.800 9.600 19,664 183,523
JN 25 1,458.500 1,468.700 1,456.700 1,467.800 8.800 317 82
DE 25 0.000 0.000 0.000 1,483.800 0.000 0 1,260
 

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