December 2, 2019

Volume by product
Name Volume Trans. Open Interest
BAX 110,378 9,109 1,165,811
Options on BAX 0 0 364,621
CGF 35,148 3,936 60,378
CGB 152,042 64,027 585,179
OGB 0 0 2,240
SXO 5 1 3,559
SXO1 0 0 67,247
SXF 34,007 25,323 305,353
BTC on SXF 55 5 0
SXM 192 63 828
SXV 0 0 5
SXK 0 0 286
Equity options 90,006 5,016 4,467,016
Options on ETFs 7,970 164 1,005,522
Share futures 0 0 234,446
Futures on ETFs 0 0 250
BTC on share futures 35,550 11 0
USX 3 2 1,190
Total 465,356 107,657 8,263,931
VIXC
Open 11.140
High 12.550
Low 10.160
Close 11.520
Change -1.230
 
Most active options classes
Class Volume
TOU 15,004
TD 10,186
CM 8,474
TRP 7,800
XRE 3,400
BMO 3,393
HMMJ 3,303
ECA 2,747
SU 2,096
WEED 1,859
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 33,852 56,154 90,006 0.603
Index options 0 5 5 0.000
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
DE 19 98.020 98.020 98.010 98.015 0.000 12,770 229,477
JA 20 0.000 0.000 0.000 98.045 0.000 0 0
FE 20 0.000 0.000 0.000 98.080 0.000 0 0
MR 20 98.070 98.075 98.045 98.055 0.010 21,055 263,075
JN 20 98.100 98.105 98.075 98.090 0.010 18,888 222,251
SE 20 98.130 98.140 98.100 98.125 0.005 21,019 152,938
DE 20 98.150 98.155 98.110 98.140 0.000 11,038 143,442
MR 21 98.170 98.170 98.130 98.145 0.005 11,125 74,401
JN 21 98.170 98.170 98.120 98.135 0.005 10,314 44,847
SE 21 98.155 98.155 98.115 98.125 0.005 2,372 21,799
DE 21 98.120 98.140 98.120 98.120 0.010 745 6,022
MR 22 98.120 98.140 98.120 98.120 0.010 512 3,742
JN 22 98.130 98.130 98.110 98.110 -0.060 73 2,804
SE 22 98.100 98.130 98.090 98.100 0.010 467 1,013
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 19 122.080 122.250 122.080 122.140 0.070 2,258 11,368
MR 20 121.160 121.190 120.850 120.970 0.090 32,890 49,010
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 19 140.430 140.430 140.430 140.300 -0.850 2,338 6,586
MR 20 139.580 139.580 138.810 139.080 0.110 149,704 578,593
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 19 1,022.300 1,022.500 1,010.700 1,014.700 0.200 31,964 296,596
MR 20 1,018.200 1,018.200 1,008.100 1,011.100 0.100 2,043 8,757
 

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