August 13, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 139,296 10,144 1,065,694
Options on BAX 2,380 15 280,483
CGF 30,700 4,597 60,568
CGB 109,554 53,862 618,899
OGB 0 0 3,606
SXO 40 2 7,269
SXO1 0 0 68,447
SXF 22,013 18,684 319,690
BTC on SXF 121 6 0
SXM 386 107 641
SXK 0 0 1,490
SXU 0 0 1,404
Equity options 75,633 5,725 3,945,300
Options on ETFs 17,899 203 1,084,222
Share futures 17,640 12 306,507
Futures on ETFs 0 0 360
BTC on share futures 5,000 1 0
USX 8 2 1,169
Total 420,670 93,360 7,765,749
VIXC
Open 14.500
High 14.500
Low 12.460
Close 12.750
Change -1.650
 
Most active options classes
Class Volume
XIU 16,390
WEED 6,638
JE 5,690
ENB 4,302
RY 2,605
BNS 2,288
ABX 2,142
ACB 1,912
DGC 1,698
APHA 1,683
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 21,945 53,688 75,633 0.409
Index options 0 40 40 0.000
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
AU 19 0.000 0.000 0.000 98.020 0.000 0 0
SE 19 98.100 98.105 98.065 98.070 -0.005 18,922 182,041
OC 19 0.000 0.000 0.000 98.075 0.000 0 0
DE 19 98.200 98.215 98.140 98.160 -0.015 26,889 267,490
MR 20 98.340 98.365 98.270 98.295 -0.020 33,134 203,906
JN 20 98.455 98.475 98.360 98.390 -0.020 23,534 141,066
SE 20 98.520 98.540 98.425 98.450 -0.015 12,980 87,130
DE 20 98.555 98.575 98.450 98.480 -0.010 12,163 108,426
MR 21 98.575 98.605 98.480 98.510 -0.020 8,164 41,298
JN 21 98.615 98.615 98.490 98.520 -0.010 3,092 23,058
SE 21 98.600 98.620 98.520 98.520 -0.080 232 5,207
DE 21 98.530 98.530 98.520 98.510 -0.080 120 3,301
MR 22 0.000 0.000 0.000 98.510 0.000 65 1,954
JN 22 0.000 0.000 0.000 98.500 0.000 1 817
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 19 122.370 122.370 121.830 122.080 -0.030 30,700 60,568
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 19 146.110 146.430 145.020 145.720 -0.170 109,554 618,899
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 19 966.700 976.300 963.800 974.000 0.600 22,013 319,671
DE 19 0.000 0.000 0.000 970.400 0.000 0 19
 

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