Canadian Derivatives Exchange*

Intra-Session Summary

Sections

Equity, Currency, Index and ETF Options

Session start: 9:30 a.m.
  Call Put Total
Options Trans. Volume Value Trans. Volume Value Trans. Volume Value
Equity 3,699 54,197 55,606 2,659 56,029 83,065 6,358 110,226 138,671
ETF 101 13,195 3,602 105 4,995 3,824 206 18,190 7,426
US dollar (USX) 1 3 4 1 7 3 2 10 7
S&P/TSX 60 index (SXO) 1 5 17 1 5 50 2 10 67
Sector index (SXJ) 0 0 0 0 0 0 0 0 0
Sector index (SXV) 0 0 0 0 0 0 0 0 0
Total 3,802 67,400 59,229 2,766 61,036 86,942 6,568 128,436 146,171

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   114,436 760,548
May 2017 0 0 0 0 0 0 0
June 2017 99.065 99.070 99.055 99.070 0 13,234 136,487
July 2017 0 0 0 0 0 0 0
September 2017 99.030 99.040 99.020 99.040 0.005 19,889 134,519
December 2017 98.990 99.000 98.975 98.995 0.005 19,509 180,821
March 2018 98.935 98.950 98.915 98.940 0 24,678 108,433
June 2018 98.870 98.890 98.850 98.880 0 11,238 51,619
September 2018 98.800 98.820 98.780 98.810 0 10,681 80,779
December 2018 98.730 98.750 98.710 98.740 0 8,678 40,162
March 2019 98.650 98.680 98.640 98.670 0 4,913 14,086
June 2019 98.590 98.620 98.590 98.610 -0.010 1,378 4,792
September 2019 98.540 98.570 98.540 98.560 0.010 141 6,202
December 2019 98.520 98.520 98.520 98.520 0.020 64 2,301
March 2020 98.470 98.470 98.460 98.460 -0.010 33 347

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)

Session start: 8 a.m.
Call Put Total
Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
0 0 0 169,526 0 0 0 80,543 0 0 0 250,069

30-Day Overnight Repo Rate Futures (ONX)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
May 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   1,363 5,384
June 2017 122.730 122.880 122.710 122.870 0.060 1,363 5,384
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   105,762 428,111
June 2017 139.100 139.360 138.750 139.210 0.030 105,762 428,111
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   23,292 240,108
June 2017 923.500 924.400 906.900 912.600 -10.800 23,292 240,008
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   813 1,095
June 2017 923.900 923.900 908.400 912.600 -10.800 813 1,095
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

S&P/TSX Composite Index Mini Futures (SCF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1
June 2017 0 0 0 0 0 0 1
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 64
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 19
SXU 0 0 0 0
SXY 0 0 0 45

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 12 3,868 203,337 41,834
FAE 0 0 0 0
FAX 0 0 0 0
FBA 0 0 0 20
FBB 0 0 0 100
FBC 1 1 62 2,001
FBD 0 0 0 3,020
FBM 0 0 0 0
FBO 0 0 0 64
FCB 0 0 0 295
FCG 0 0 0 1,523
FCL 0 0 0 0
FCN 0 0 0 21
FCP 0 0 0 0
FCQ 0 0 0 8
FCT 0 0 0 20
FDO 0 0 0 20
FEA 0 0 0 21
FEB 0 0 0 26
FEL 0 0 0 32
FFS 0 0 0 1
FFV 0 0 0 0
FGA 0 0 0 45
FGG 0 0 0 30
FGI 0 0 0 2
FGW 0 0 0 33
FHS 0 0 0 0
FIR 0 0 0 0
FKK 1 1 4 15
FLF 0 0 0 2,803
FLL 0 0 0 0
FLW 0 0 0 0
FMA 0 0 0 6
FMF 0 0 0 300
FMI 0 0 0 179
FMO 0 0 0 1
FMQ 0 0 0 3
FMU 0 0 0 4
FNB 1 3,830 201,381 148
FNS 0 0 0 64
FOC 0 0 0 1,021
FPL 0 0 0 10
FPO 1 10 229 20
FPP 0 0 0 99
FPW 0 0 0 0
FQR 0 0 0 15
FRP 0 0 0 29
FRT 5 5 295 21
FRV 0 0 0 1
FRY 1 1 91 596
FSA 0 0 0 0
FSJ 0 0 0 12
FSU 0 0 0 2
FTA 0 0 0 33
FTC 0 0 0 2
FTD 2 20 1,275 28,655
FTK 0 0 0 1
FVE 0 0 0 479
FWN 0 0 0 0
FYR 0 0 0 33