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 5,563 177,350 160,260 2,070 79,540 57,543 7,633 256,890 217,803
ETF 155 46,475 41,091 86 11,103 3,154 241 57,578 44,245
US dollar (USX) 4 8 19 2 10 8 6 18 27
S&P/TSX 60 index (SXO) 3 30 210 2 2,745 5,678 5 2,775 5,888
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 5,725 223,863 201,580 2,160 93,398 66,383 7,885 317,261 267,963

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   177,127 964,520
February 2017 0 0 0 0 0 0 0
March 2017 99.045 99.065 99.045 99.060 0 28,698 212,172
April 2017 0 0 0 0 0 0 0
June 2017 99.020 99.050 99.020 99.045 0 30,140 215,902
September 2017 98.980 99.015 98.975 99.010 0 28,745 157,332
December 2017 98.925 98.970 98.915 98.965 0.005 36,428 154,910
March 2018 98.850 98.900 98.840 98.900 0.010 30,521 89,347
June 2018 98.760 98.820 98.750 98.810 0.010 13,387 46,169
September 2018 98.680 98.730 98.680 98.720 0.010 4,892 64,669
December 2018 98.610 98.640 98.610 98.630 0 2,284 15,027
March 2019 98.530 98.570 98.530 98.550 0 1,317 4,506
June 2019 98.470 98.470 98.460 98.470 -0.010 379 1,929
September 2019 98.390 98.400 98.390 98.400 -0.010 199 2,396
December 2019 98.310 98.320 98.310 98.320 -0.030 137 161

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.
1 250 3 197,686 1 250 2 87,881 2 500 5 285,567

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
January 2017 0 0 0 0 0 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
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   7,151 4,499
March 2017 123.370 123.460 123.340 123.420 -0.010 7,151 4,499
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

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   91,889 448,936
March 2017 137.000 137.670 137.000 137.450 -0.100 91,889 448,936
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

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   19,746 243,274
March 2017 912.800 920.400 910.700 917.800 7.800 19,746 243,273
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

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   182 2,008
March 2017 918.300 919.700 917.900 917.900 7.900 182 2,008
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 1
March 2017 0 0 0 0 0 0 1
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 5,000 558,385 84,633
FBC 0 0 0 41
FBO 0 0 0 41
FCB 2 5,000 558,385 33
FCN 0 0 0 35
FEA 0 0 0 17
FEB 0 0 0 60
FFS 0 0 0 1
FLF 0 0 0 5,329
FMA 0 0 0 194
FMF 0 0 0 17,124
FNB 0 0 0 4,924
FNS 0 0 0 14,247
FPL 0 0 0 14
FPP 0 0 0 3,629
FPW 0 0 0 6,602
FRP 0 0 0 4,326
FRT 0 0 0 8
FRY 0 0 0 13,008
FTC 0 0 0 0
FTD 0 0 0 15,000