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 810 22,928 15,142 463 16,371 15,420 1,273 39,299 30,562
ETF 21 601 238 15 624 240 36 1,225 478
US dollar (USX) 2 3 4 0 0 0 2 3 4
S&P/TSX 60 index (SXO) 0 0 0 2 2,000 964,350 2 2,000 964,350
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 833 23,532 15,384 480 18,995 980,010 1,313 42,527 995,394

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   67,819 921,869
March 2017 99.045 99.055 99.045 99.050 0.005 13,583 146,610
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 99.030 99.040 99.030 99.035 0.005 21,108 195,970
September 2017 98.990 99.000 98.985 99.000 0.010 12,141 170,025
December 2017 98.945 98.955 98.940 98.955 0.010 8,167 156,409
March 2018 98.890 98.900 98.880 98.900 0.010 4,158 103,510
June 2018 98.820 98.840 98.810 98.830 0.010 2,995 51,701
September 2018 98.740 98.770 98.740 98.760 0.020 2,907 66,931
December 2018 98.660 98.690 98.660 98.690 0.020 1,458 17,611
March 2019 98.600 98.630 98.600 98.630 0.030 1,009 5,607
June 2019 98.540 98.560 98.540 98.550 0.030 265 2,252
September 2019 98.480 98.480 98.480 98.480 0.030 5 3,834
December 2019 98.420 98.420 98.420 98.420 0.040 23 1,409

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 0 212,779 0 0 0 100,631 0 0 0 313,410

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
February 2017 0 0 0 0 0 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
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
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
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
March 2017 0 0 0 0 0 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

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   943 10,052
March 2017 0 0 0 0 0 0 5,175
June 2017 122.240 122.340 122.240 122.340 0.180 943 4,877
September 2017 0 0 0 0 0 0 0
December 2017 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   54,512 446,808
March 2017 138.950 139.260 138.950 139.180 0.280 4,186 7,848
June 2017 137.120 137.570 137.120 137.500 0.350 50,326 438,960
September 2017 0 0 0 0 0 0 0
December 2017 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
March 2017 0 0 0 0 0 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

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   13,023 251,911
March 2017 914.200 915.200 910.100 912.800 -1.600 10,938 244,265
June 2017 908.400 908.500 906.700 907.700 -1.900 2,085 7,646
September 2017 0 0 0 0 0 0 0
December 2017 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   156 1,480
March 2017 912.400 914.700 910.300 913.000 -1.400 156 1,480
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

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 12
March 2017 0 0 0 0 0 0 12
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

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 0
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 2 2 178 31,740
FBC 0 0 0 38
FBO 1 1 101 10,005
FCB 0 0 0 0
FCN 0 0 0 25
FEA 0 0 0 3
FEB 0 0 0 37
FFS 0 0 0 1
FLF 0 0 0 6,301
FMA 0 0 0 6
FMF 0 0 0 30
FNB 0 0 0 23
FNS 1 1 77 30
FPL 0 0 0 161
FPP 0 0 0 53
FPW 0 0 0 0
FRP 0 0 0 16
FRT 0 0 0 1
FRY 0 0 0 10
FTC 0 0 0 0
FTD 0 0 0 15,000