September 10, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 163,510 11,560 1,177,627
Options on BAX 30,250 34 321,229
CGF 20,100 3,024 59,573
CGB 100,009 43,668 594,977
OGB 0 0 2,248
SXO 0 0 5,506
SXO1 0 0 68,447
SXF 23,252 17,057 309,776
BTC on SXF 66 6 0
SXM 99 18 932
SXK 0 0 1,490
SXU 0 0 1,404
Equity options 146,103 6,823 4,231,325
Options on ETFs 3,590 117 1,146,318
Share futures 40,600 12 232,180
Futures on ETFs 0 0 360
BTC on share futures 20,000 6 0
USX 0 0 1,188
Total 547,579 82,325 8,154,580
VIXC
Open 13.130
High 13.270
Low 12.480
Close 12.480
Change -0.480
 
Most active options classes
Class Volume
MEG 16,392
CNQ 15,469
EMP 9,725
SU 7,896
H 6,383
CPG 6,090
SNC 5,970
LB 5,655
MFC 5,353
TD 4,628
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 45,955 100,148 146,103 0.459
Index options 0 0 0 0.000
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
SE 19 98.010 98.020 98.010 98.015 0.000 14,389 167,894
OC 19 0.000 0.000 0.000 98.020 0.000 0 0
NO 19 0.000 0.000 0.000 98.080 0.000 0 0
DE 19 97.980 97.990 97.965 97.965 0.000 30,234 293,994
MR 20 98.085 98.095 98.060 98.070 -0.005 40,315 232,848
JN 20 98.170 98.185 98.130 98.140 -0.010 28,807 168,976
SE 20 98.245 98.260 98.190 98.205 -0.015 14,903 116,371
DE 20 98.300 98.300 98.225 98.240 -0.015 8,938 114,073
MR 21 98.320 98.340 98.265 98.280 -0.015 13,070 45,614
JN 21 98.345 98.350 98.285 98.295 -0.010 5,791 25,598
SE 21 98.360 98.360 98.290 98.300 -0.010 3,691 5,602
DE 21 98.320 98.340 98.310 98.300 -0.040 835 3,379
MR 22 98.350 98.350 98.330 98.310 -0.020 1,002 1,967
JN 22 98.340 98.350 98.330 98.310 -0.020 1,535 1,311
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
SE 19 121.180 121.180 121.180 120.960 -0.240 1 1,125
DE 19 123.120 123.340 122.820 122.900 -0.050 20,099 58,448
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
SE 19 0.000 0.000 0.000 143.360 0.000 63 724
DE 19 142.870 143.190 141.870 142.090 -0.140 99,946 594,253
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
SE 19 984.000 988.200 981.400 987.400 0.100 21,303 302,625
DE 19 978.000 984.100 978.000 983.400 0.200 1,949 7,151
 

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