Canadian Derivatives Exchange*

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Intra-Session Summary

Sections

Equity, currency, index and ETF options
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)
30-Day Overnight Repo Rate Futures (ONX)
Overnight Index Swap Futures (OIS)
Two-Year Government of Canada Bond Futures (CGZ)

Five-Year Government of Canada Bond Futures (CGF)
Ten-Year Government of Canada Bond Futures (CGB)
30-Year Government of Canada Bond Futures (LGB)
S&P/TSX 60 Index Standard Futures (SXF)
S&P/TSX 60 Index Mini Futures (SXM)
S&P/TSX Composite Index Mini Futures (SCF)

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	2,997	92,898	74,511	1,145	44,818	39,559	4,142	137,716	114,070
US dollar (USX)	0	0	0	2	260	41	2	260	41
S&P/TSX 60 index (SXO)	16	2,300	24,714	6	280	7,138	22	2,580	31,852
ETF	92	6,048	2,269	61	9,994	3,014	153	16,042	5,283
Total	3,105	101,246	101,494	1,214	55,352	49,752	4,319	156,598	151,246

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						170,443	644,025
June 2013	98.720	98.725	98.720	98.720	-0.005	14,335	85,568
July 2013	0	0	0	0	0	0	0
August 2013	0	0	0	0	0	0	0
September 2013	98.710	98.720	98.700	98.700	-0.010	24,691	119,774
December 2013	98.710	98.720	98.690	98.690	-0.010	36,666	136,277
March 2014	98.700	98.720	98.670	98.670	-0.010	44,304	136,937
June 2014	98.670	98.690	98.620	98.630	0	21,738	86,080
September 2014	98.620	98.640	98.560	98.560	-0.010	12,181	33,110
December 2014	98.560	98.590	98.500	98.500	-0.010	6,593	20,327
March 2015	98.500	98.520	98.440	98.440	0	2,667	13,249
June 2015	98.420	98.440	98.360	98.360	0	2,913	4,257
September 2015	98.350	98.370	98.290	98.290	0	1,436	3,513
December 2015	98.270	98.290	98.220	98.220	-0.050	303	3,234
March 2016	98.190	98.190	98.140	98.140	0	2,616	1,699

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.
6	2,200	69	85,451	2	400	18	44,650	8	2,600	87	130,101

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
May 2013	0	0	0	0	0	0	0
June 2013	0	0	0	0	0	0	0
July 2013	0	0	0	0	0	0	0
August 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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 2013	0	0	0	0	0	0	0
July 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
October 2013	0	0	0	0	0	0	0
December 2013	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						350	1,660
June 2013	108.450	108.450	108.410	108.410	-0.020	350	1,660
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						2,085	7,398
June 2013	120.870	120.940	120.610	120.630	-0.130	2,085	7,398
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						121,097	415,911
June 2013	134.440	134.780	133.740	133.990	0.010	99,739	370,508
September 2013	137.130	137.560	136.490	136.610	-0.040	21,358	45,403
December 2013	0	0	0	0	0	0	0
March 2014	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 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						18,558	151,961
June 2013	731.600	739.600	729.800	732.300	0.900	18,558	151,961
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						508	1,766
June 2013	734.200	739.200	730.100	733.000	1.600	508	1,766
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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	5
June 2013	0	0	0	0	0	0	5
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	0	0	0	0	0	0	0