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 2,097 35,156 35,593 1,237 19,763 27,770 3,334 54,919 63,363
ETF 53 21,058 4,449 49 2,363 571 102 23,421 5,020
US dollar (USX) 0 0 0 1 4 1 1 4 1
S&P/TSX 60 index (SXO) 4 40 2,926 6 740 7,943 10 780 10,869
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 2,154 56,254 42,968 1,293 22,870 36,285 3,447 79,124 79,253

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   102,148 806,377
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 99.050 99.050 99.045 99.050 0 5,042 172,603
September 2017 99.015 99.020 99.010 99.010 -0.005 21,891 158,127
December 2017 98.955 98.975 98.955 98.960 -0.005 26,865 184,660
March 2018 98.865 98.895 98.865 98.885 0 16,269 111,317
June 2018 98.780 98.820 98.780 98.800 0 11,080 49,980
September 2018 98.680 98.730 98.680 98.720 0 11,213 80,824
December 2018 98.590 98.650 98.590 98.640 0.010 6,555 29,157
March 2019 98.490 98.560 98.490 98.550 0.010 2,400 8,993
June 2019 98.420 98.480 98.420 98.470 0.010 768 3,515
September 2019 98.380 98.390 98.380 98.390 0.010 35 5,413
December 2019 98.270 98.310 98.270 98.310 0.010 29 1,730
March 2020 98.230 98.230 98.230 98.230 0.050 1 58

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.
2 500 52 165,524 2 500 50 78,891 4 1,000 102 244,415

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
March 2017 0 0 0 0 0 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

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
April 2017 0 0 0 0 0 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   1,758 5,311
June 2017 122.130 122.350 122.090 122.350 0.080 1,758 5,311
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   72,576 448,233
June 2017 136.780 137.450 136.740 137.270 -0.040 72,576 448,233
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   14,211 237,135
June 2017 907.000 911.000 904.400 907.300 0.900 14,211 237,135
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 Mini Futures (SXM)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   114 268
June 2017 907.600 910.200 904.600 907.100 0.700 114 268
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   1 1
June 2017 15,340.000 15,340.000 15,340.000 15,340.000 185.000 1 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 1 4 12,859 33
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 1 4 12,859 0
SXU 0 0 0 0
SXY 0 0 0 33

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 10 73 2,055 27,666
FAE 0 0 0 5
FAX 0 0 0 0
FBA 0 0 0 0
FBB 0 0 0 0
FBC 0 0 0 10
FBD 0 0 0 5,000
FBM 0 0 0 1
FBO 0 0 0 5
FCB 0 0 0 3
FCG 0 0 0 450
FCL 0 0 0 0
FCN 0 0 0 1
FCP 0 0 0 0
FCQ 0 0 0 6
FCT 0 0 0 0
FDO 0 0 0 49
FEA 0 0 0 2
FEB 0 0 0 20
FEL 0 0 0 0
FFS 0 0 0 2
FFV 0 0 0 0
FGA 0 0 0 45
FGG 0 0 0 0
FGI 0 0 0 2
FGW 1 1 34 8
FHS 0 0 0 0
FIR 0 0 0 2
FKK 0 0 0 0
FLF 0 0 0 6,300
FLL 0 0 0 0
FLW 0 0 0 3
FMA 0 0 0 6
FMF 0 0 0 15
FMI 0 0 0 0
FMO 0 0 0 1
FMQ 0 0 0 7
FMU 0 0 0 0
FNB 0 0 0 198
FNS 0 0 0 34
FOC 5 50 723 400
FPL 0 0 0 15
FPO 0 0 0 0
FPP 0 0 0 47
FPW 0 0 0 0
FQR 0 0 0 1
FRP 2 20 1,242 11
FRT 0 0 0 3
FRV 0 0 0 0
FRY 0 0 0 2
FSA 0 0 0 3
FSJ 0 0 0 0
FSU 0 0 0 4
FTA 0 0 0 0
FTC 0 0 0 0
FTD 0 0 0 15,000
FTK 2 2 56 1
FVE 0 0 0 4
FWN 0 0 0 0
FYR 0 0 0 0