Intra-Session Summary

Equity, Currency, Index and ETF Options Session: 9:30 a.m.

	Call			Put			Total
Options	Trans.	Volume	Value	Trans.	Volume	Value	Trans.	Volume	Value
Equity	5,486	187,371	247,314	3,530	55,003	108,300	9,016	242,374	355,614
ETF	355	10,193	19,703	305	46,599	27,686	660	56,792	47,389
US dollar (USX)	0	0	0	3	501	1,725	3	501	1,725
S&P/TSX 60 index (SXO)	0	0	0	0	0	0	0	0	0
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	5,841	197,564	267,017	3,838	102,103	137,711	9,679	299,667	404,728

Three-Month CORRA Futures (CRA) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Open Interest
Total						1,401
December 2021	0	0	0	0	0	958
March 2022	0	0	0	0	0	443
June 2022	0	0	0	0	0	0
September 2022	0	0	0	0	0	0
December 2022	0	0	0	0	0	0
March 2023	0	0	0	0	0	0
June 2023	0	0	0	0	0	0
September 2023	0	0	0	0	0	0
December 2023	0	0	0	0	0	0
March 2024	0	0	0	0	0	0
June 2024	0	0	0	0	0	0
September 2024	0	0	0	0	0	0

Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						58,253	950,515
February 2022	0	99.190	99.060	0	0	0	0
March 2022	99.025	99.035	99.010	0	0	15,230	212,346
April 2022	0	0	0	0	0	0	0
June 2022	98.600	98.610	98.575	0	0	10,313	171,278
September 2022	98.215	98.270	98.215	0	-0.010	8,212	157,638
December 2022	98.000	98.055	97.975	0	-0.010	7,457	122,917
March 2023	97.825	97.880	97.805	0	-0.005	5,334	97,112
June 2023	97.665	97.740	97.660	0	-0.005	2,926	68,952
September 2023	97.560	97.625	97.540	0	0	2,870	54,386
December 2023	97.495	97.565	97.470	0	0.005	2,957	41,846
March 2024	97.445	97.525	97.445	0	0.010	1,308	14,629
June 2024	97.420	97.525	97.420	0	0.020	582	6,677
September 2024	97.410	97.530	97.410	0	0.020	759	2,364
December 2024	97.425	97.520	97.415	0	0.010	305	370

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) Session: 8:00 p.m. (t-1)

	Call				Put				Total
Symbol	Trans.	Volume	Value	Open Int.	Trans.	Volume	Value	Open Int.	Trans.	Volume	Value	Open Int.
Total	1	100	11	93,952	0	0	0	45,075	1	100	11	139,027
OBW	0	0	0	0	0	0	0	0	0	0	0	0
OBX	1	100	11	93,950	0	0	0	45,075	1	100	11	139,025
OBY	0	0	0	2	0	0	0	0	0	0	0	2
OBZ	0	0	0	0	0	0	0	0	0	0	0	0

Two-Year Government of Canada Bond Futures (CGZ) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						6,448	69,306
March 2022	107.920	107.980	107.880	107.925	-0.020	6,448	69,306
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

Five-Year Government of Canada Bond Futures (CGF) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						24,120	103,718
March 2022	120.390	120.700	120.310	120.530	-0.080	24,120	103,718
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

Ten-Year Government of Canada Bond Futures (CGB) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						101,723	666,130
March 2022	138.580	138.940	138.130	138.560	-0.160	101,723	666,130
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

30-Year Government of Canada Bond Futures (LGB) Session: 7:00 a.m.

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						143	1,648
March 2022	221.200	223.000	221.200	223.000	3.800	143	1,648
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

Options on Two-Year Government of Canada Bond Futures (OGZ) Session: 8:00 p.m. (t-1)

Call Put Total

Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int.

Total 0 0 0 0 0 0 0 0 0 0 0 0

OGZ 0 0 0 0 0 0 0 0 0 0 0 0
Options on Five-Year Government of Canada Bond Futures (OGF) Session: 8:00 p.m. (t-1)

Call Put Total

Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int.

Total 0 0 0 0 0 0 0 0 0 0 0 0

OGF 0 0 0 0 0 0 0 0 0 0 0 0

	Call	Put	Total
Total	0	0	0	0	0	0	0	0	0	0	0	0
OGZ	0	0	0	0	0	0	0	0	0	0	0	0

	Call	Put	Total
Total	0	0	0	0	0	0	0	0	0	0	0	0
OGF	0	0	0	0	0	0	0	0	0	0	0	0

Options on Ten-Year Government of Canada Bond Futures (OGB) Session: 8:00 p.m. (t-1)

	Call				Put				Total
Symbol	Trans.	Volume	Value	Open Int.	Trans.	Volume	Value	Open Int.	Trans.	Volume	Value	Open Int.
Total	0	0	0	841	0	0	0	450	0	0	0	1,291
OGB	0	0	0	841	0	0	0	450	0	0	0	1,291

S&P/TSX 60 Index Standard Futures (SXF) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						41,418	275,913
March 2022	1,268.600	1,273.100	1,241.500	1,244.500	-1.500	41,418	275,913
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
December 2024	0	0	0	0	0	0	0
December 2025	0	0	0	0	0	0	0
December 2026	0	0	0	0	0	0	0

Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF) Session: 9:30 a.m.

Month Open High Low Last Change Volume

Total 1,371

March 2022 -6.400 -6.250 -6.500 -6.300 -6.300 1,371

June 2022 0 0 0 0 0 0

September 2022 0 0 0 0 0 0

December 2022 0 0 0 0 0 0

Month	Open	High	Low	Last	Change	Volume
Total		1,371
March 2022	-6.400	-6.250	-6.500	-6.300	-6.300	1,371
June 2022	0	0	0	0	0	0
September 2022	0	0	0	0	0	0
December 2022	0	0	0	0	0	0

S&P/TSX 60 Index Mini Futures (SXM) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						4	349
March 2022	1,244.800	1,246.600	1,244.800	1,246.600	-26.400	4	349
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

S&P/TSX 60 ESG Index Futures (SEG) Session: 8:00 p.m. (t-1)

Month Open High Low Last Change Volume Open Interest

Total 0 0

March 2022 0 0 0 0 0 0 0

June 2022 0 0 0 0 0 0 0

September 2022 0 0 0 0 0 0 0

December 2022 0 0 0 0 0 0 0
S&P/TSX Composite ESG Index Futures (SCG) Session: 8:00 p.m. (t-1)

Month Open High Low Last Change Volume Open Interest

Total 0 0

March 2022 0 0 0 0 0 0 0

June 2022 0 0 0 0 0 0 0

September 2022 0 0 0 0 0 0 0

December 2022 0 0 0 0 0 0 0

Month	Open	Last	Change	Volume	Open Interest
Total
March 2022	0	0	0	0	0
June 2022	0	0	0	0	0
September 2022	0	0	0	0	0
December 2022	0	0	0	0	0

Month	Open	Last	Change	Volume	Open Interest
Total
March 2022	0	0	0	0	0
June 2022	0	0	0	0	0
September 2022	0	0	0	0	0
December 2022	0	0	0	0	0

S&P/TSX 60 Dividend Index Futures (SDV) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						50	4,095
December 2022	35.750	35.750	35.750	0	-0.600	25	1,930
December 2023	36.200	36.200	36.200	0	-0.650	25	1,570
December 2024	0	0	0	0	0	0	325
December 2025	0	0	0	0	0	0	270
December 2026	0	0	0	0	0	0	0

S&P/TSX Composite Index Mini Futures (SCF) Session: 8:00 p.m. (t-1)

Month Open High Low Last Change Volume Open Interest

Total 0 1

March 2022 0 0 0 0 0 0 1

June 2022 0 0 0 0 0 0 0

September 2022 0 0 0 0 0 0 0

December 2022 0 0 0 0 0 0 0

Month	Open	Low	Last	Change	Volume	Open Interest
Total		1
March 2022	0	0	0	0	0	1
June 2022	0	0	0	0	0	0
September 2022	0	0	0	0	0	0
December 2022	0	0	0	0	0	0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY) Session: 8:00 p.m. (t-1)

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						0	0
SXA
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
SXB
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
SXH
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
SXK
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
SXU
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0
SXY
March 2022	0	0	0	0	0	0	0
June 2022	0	0	0	0	0	0	0
September 2022	0	0	0	0	0	0	0
December 2022	0	0	0	0	0	0	0

Symbol	Transactions	Volume	Open Interest
Total	0	0	272,000
FAA	0	0	0
FAC	0	0	0
FAE	0	0	0
FAL	0	0	0
FAX	0	0	0
FBA	0	0	0
FBB	0	0	0
FBC	0	0	2,000
FBH	0	0	0
FBO	0	0	42,800
FCB	0	0	2,300
FCG	0	0	0
FCI	0	0	0
FCL	0	0	0
FCN	0	0	0
FCP	0	0	0
FCQ	0	0	0
FCT	0	0	0
FCX	0	0	0
FDO	0	0	0
FEB	0	0	0
FEF	0	0	0
FEI	0	0	0
FEL	0	0	0
FEM	0	0	0
FFL	0	0	0
FFR	0	0	0
FFS	0	0	4,700
FFV	0	0	0
FGI	0	0	0
FGN	0	0	0
FGW	0	0	0
FHO	0	0	0
FHX	0	0	0
FIA	0	0	0
FIF	0	0	0
FIR	0	0	1,000
FJS	0	0	0
FKJ	0	0	0
FKK	0	0	0
FKY	0	0	0
FLC	0	0	0
FLF	0	0	0
FLL	0	0	0
FLN	0	0	0
FMA	0	0	2,400
FMF	0	0	0
FMI	0	0	0
FMO	0	0	0
FMQ	0	0	0
FMU	0	0	0
FMX	0	0	0
FNB	0	0	0
FNN	0	0	0
FNO	0	0	0
FNS	0	0	4,300
FNT	0	0	0
FNU	0	0	0
FOA	0	0	0
FOC	0	0	0
FON	0	0	0
FOO	0	0	0
FOP	0	0	0
FOU	0	0	0
FPK	0	0	0
FPM	0	0	0
FPP	0	0	49,500
FPV	0	0	0
FPW	0	0	2,000
FQB	0	0	0
FQN	0	0	0
FQR	0	0	0
FRP	0	0	5,500
FRQ	0	0	0
FRT	0	0	0
FRW	0	0	0
FRY	0	0	149,500
FSA	0	0	0
FSH	0	0	0
FSJ	0	0	0
FSO	0	0	0
FSU	0	0	0
FTA	0	0	0
FTC	0	0	0
FTD	0	0	6,000
FTE	0	0	0
FTF	0	0	0
FTK	0	0	0
FTL	0	0	0
FUE	0	0	0
FVE	0	0	0
FVH	0	0	0
FVM	0	0	0
FVV	0	0	0
FWA	0	0	0
FWC	0	0	0
FWD	0	0	0
FWG	0	0	0
FWL	0	0	0
FWN	0	0	0
FWP	0	0	0
FXJ	0	0	0
FYR	0	0	0
FZC	0	0	0

Futures on Exchange-Traded Funds Session: 6:00 a.m.

Symbol	Transactions	Volume	Open Interest
Total	0	0	0
FEG	0	0	0
FEQ	0	0	0
FER	0	0	0
FET	0	0	0
FHT	0	0	0
FIC	0	0	0
FIU	0	0	0
FMJ	0	0	0
FQT	0	0	0
FTH	0	0	0
FTV	0	0	0
FTX	0	0	0
FXB	0	0	0
FXE	0	0	0
FXG	0	0	0
FXN	0	0	0
FXT	0	0	0
FZB	0	0	0
FZN	0	0	0

Basis Trade on Close (BTC) on Share Futures Session: 9:30 a.m.

Symbol	Transactions	Volume
Total	16	43,500
BAA	0	0
BAB	0	0
BAE	0	0
BBH	0	0
BBY	0	0
BCG	0	0
BCL	0	0
BCQ	0	0
BCV	0	0
BCW	0	0
BCY	0	0
BCZ	0	0
BDA	0	0
BEB	1	3,000
BEC	1	4,000
BEF	0	0
BEG	0	0
BFI	1	3,000
BFO	0	0
BFT	0	0
BGW	0	0
BHH	0	0
BHP	0	0
BHX	0	0
BIA	0	0
BIB	0	0
BIC	1	1,000
BIE	0	0
BIF	0	0
BII	0	0
BIM	0	0
BIQ	0	0
BJR	0	0
BJS	0	0
BJX	0	0
BKE	0	0
BKO	0	0
BKP	0	0
BKQ	0	0
BLA	0	0
BLF	1	1,000
BLI	0	0
BLQ	0	0
BLW	0	0
BMC	0	0
BMI	0	0
BMN	1	3,000
BMP	0	0
BMU	0	0
BNB	1	1,000
BNO	0	0
BNR	0	0
BNU	0	0
BOA	0	0
BOM	1	1,000
BON	0	0
BOO	0	0
BOP	0	0
BPG	0	0
BPP	0	0
BPQ	0	0
BPR	0	0
BPU	0	0
BPW	1	1,000
BQA	0	0
BQC	0	0
BQD	0	0
BQM	0	0
BQR	0	0
BRA	1	1,000
BRI	0	0
BRP	1	2,000
BRT	0	0
BRX	0	0
BSA	0	0
BSJ	0	0
BSL	0	0
BSN	0	0
BSQ	0	0
BSU	0	0
BTA	0	0
BTD	1	1,000
BTF	0	0
BTJ	0	0
BTK	0	0
BTN	0	0
BTS	0	0
BTW	0	0
BUC	0	0
BUO	0	0
BUQ	0	0
BVF	0	0
BVT	0	0
BVV	0	0
BWC	0	0
BWD	0	0
BWG	0	0
BWN	0	0
BWO	0	0
BWQ	0	0
BXG	0	0
BXW	0	0
BYE	0	0
BYI	0	0
BYR	2	11,500
BZA	0	0
BZB	0	0
BZC	0	0
BZE	0	0
BZH	0	0
BZK	2	10,000
BZQ	0	0
BZU	0	0
BZY	0	0