October 16, 2020

Volume by product
Name Volume Trans. Open Interest
CRA 36 6 3,427
BAX 82,930 3,387 1,186,647
Options on BAX 2,250 6 77,111
CGF 19,969 2,933 67,498
CGB 85,328 35,563 634,338
OGB 0 0 3,222
SXO 0 0 25,640
SXF 13,649 11,927 301,761
BTC on SXF 73 6 0
SXM 1 1 281
SXJ 0 0 340
SXK 0 0 19,000
Equity options 260,591 7,399 4,251,962
Options on ETFs 97,759 240 1,659,790
Share futures 20 2 282,881
BTC on share futures 23,800 9 0
USX 285 8 1,043
Total 586,691 61,487 8,514,941
Most active options classes
Class Volume
ZEB 40,031
XIU 29,781
ZCN 20,000
YRI 10,047
BTO 8,834
RY 8,279
GWO 8,252
MFC 7,547
T 7,169
BMO 7,041
 
Put/call ratios
Options Put volume Call volume Total volume Ratio
Equity options 17,839 178,379 196,218 0.100
Index options 0 0 0 0.000
 
Three-Month CORRA Futures (CRA)
Month Open High Low Settlement Change Volume Open int.
SE 20 0.000 0.000 0.000 99.775 0.000 0 1,038
DE 20 0.000 0.000 0.000 99.785 0.000 0 1,540
MR 21 0.000 0.000 0.000 99.785 0.000 0 452
JN 21 99.785 99.790 99.785 99.785 0.005 36 397
 
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month Open High Low Settlement Change Volume Open int.
OC 20 0.000 0.000 0.000 99.515 0.000 0 0
NO 20 0.000 0.000 0.000 99.495 0.000 0 0
DE 20 99.500 99.510 99.500 99.505 0.005 12,842 208,089
MR 21 99.510 99.515 99.505 99.510 0.005 13,071 192,609
JN 21 99.500 99.515 99.495 99.505 0.005 11,071 178,758
SE 21 99.495 99.505 99.485 99.500 0.005 12,446 183,109
DE 21 99.465 99.475 99.460 99.470 0.000 10,564 165,129
MR 22 99.435 99.440 99.430 99.435 0.000 10,238 104,736
JN 22 99.405 99.415 99.400 99.405 0.005 8,469 56,168
SE 22 99.380 99.390 99.375 99.380 0.010 3,318 38,892
DE 22 99.355 99.360 99.350 99.350 0.010 549 30,975
MR 23 99.320 99.325 99.315 99.315 0.015 241 17,999
JN 23 99.260 99.270 99.260 99.260 0.015 119 7,929
SE 23 99.205 99.205 99.205 99.200 0.010 2 2,254
 
Five-Year Government of Canada Bond Futures (CGF)
Month Open High Low Settlement Change Volume Open int.
DE 20 129.850 129.890 129.800 129.830 0.000 19,969 67,498
 
Ten-Year Government of Canada Bond Futures (CGB)
Month Open High Low Settlement Change Volume Open int.
DE 20 152.080 152.230 151.810 151.980 -0.060 85,328 634,338
 
S&P/TSX 60TM Index Standard Futures (SXF)
Month Open High Low Settlement Change Volume Open int.
DE 20 981.900 985.500 974.900 977.700 -1.500 13,649 301,761
 
S&P/MXTM International Cannabis Index Futures (SMJ)
Month Open High Low Settlement Change Volume Open int.
 

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