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 2,997 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