Intra-Session Summary
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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 3,700 90,293 72,458 1,601 19,903 25,108 5,301 110,196 97,566 ETF 195 46,013 43,007 108 46,145 46,090 303 92,158 89,097 US dollar (USX) 1 1 1 0 0 0 1 1 1 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 3,896 136,307 115,466 1,709 66,048 71,198 5,605 202,355 186,664 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 150 April 2023 0 0 0 0 0 0 50 May 2023 0 0 0 0 0 0 100 June 2023 0 0 0 0 0 0 0 -
Three-Month CORRA Futures (CRA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 2,562 169,565 March 2023 95.503 95.503 95.503 0 -0.005 10 33,230 June 2023 95.560 95.580 95.560 0 -0.020 1,479 46,715 September 2023 95.765 95.765 95.695 0 -0.005 343 39,826 December 2023 95.900 95.980 95.900 0 0.005 16 8,946 March 2024 96.210 96.220 96.125 0 0.010 141 19,482 June 2024 96.500 96.500 96.410 0 0.015 144 14,084 September 2024 96.685 96.785 96.665 0 0.005 267 4,428 December 2024 96.955 96.955 96.955 0 -0.025 108 1,705 March 2025 97.065 97.160 97.065 0 0.020 48 619 June 2025 97.160 97.240 97.150 0 -0.005 5 294 September 2025 97.210 97.210 97.210 0 -0.100 1 229 December 2025 0 0 0 0 0 0 7 -
Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 47,288 508,016 April 2023 0 0 0 0 0 0 0 May 2023 0 0 0 0 0 0 0 June 2023 95.150 95.150 95.090 0 -0.010 9,079 132,199 September 2023 95.360 95.370 95.275 0 -0.025 8,477 121,227 December 2023 95.570 95.590 95.485 0 -0.015 7,988 77,946 March 2024 95.860 95.880 95.775 0 0 5,755 65,904 June 2024 96.170 96.180 96.060 0 0.010 6,551 50,681 September 2024 96.440 96.460 96.320 0 0.010 5,428 29,804 December 2024 96.630 96.680 96.560 0 0.010 2,739 19,142 March 2025 96.730 96.850 96.700 0 0.010 1,250 9,112 June 2025 96.830 96.860 96.830 0 -0.050 21 1,166 September 2025 0 0 0 0 0 0 802 December 2025 0 0 0 0 0 0 33 March 2026 0 0 0 0 0 0 0 - Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) Session: 2:00 a.m.
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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 35,223 72,118 June 2023 103.730 103.800 103.635 103.795 0.035 35,223 72,118 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 33,408 99,053 June 2023 113.690 114.010 113.550 114.010 0.220 33,408 99,053 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 104,085 483,092 June 2023 125.710 126.240 125.380 126.010 0.290 104,085 483,092 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 86 851 June 2023 175.250 175.950 175.100 175.550 -0.600 86 851 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 -
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 0 0 0 0 550 0 0 0 550 OGB 0 0 0 0 0 0 0 550 0 0 0 550 -
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 25,316 302,412 June 2023 1,201.400 1,211.100 1,198.500 1,207.900 7.700 25,316 298,612 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 2,500 March 2024 0 0 0 0 0 0 0 December 2024 0 0 0 0 0 0 1,050 December 2025 0 0 0 0 0 0 250 December 2026 0 0 0 0 0 0 0 December 2027 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 1,428 June 2023 2.700 2.700 2.450 2.450 2.450 1,428 September 2023 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 March 2024 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 15 335 June 2023 1,199.400 1,209.600 1,199.400 1,207.800 7.600 15 335 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 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 June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 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 0 23,794 December 2023 0 0 0 0 0 0 11,364 December 2024 0 0 0 0 0 0 11,975 December 2025 0 0 0 0 0 0 355 December 2026 0 0 0 0 0 0 50 December 2027 0 0 0 0 0 0 50 -
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 0 June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 -
Sector Index Futures (SXA, SXB, SXD, SXG, SXH, SXK, SXR, SXS, SXT, SXU, SXW, SXY) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 3,941 SXA June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXB June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXD June 2023 0 0 0 0 0 0 3,550 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXG June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXH June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXK June 2023 0 0 0 0 0 0 391 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXR June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXS June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXT June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXU June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXW June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 SXY June 2023 0 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 - Futures on Exchange-Traded Funds Session: 6:00 a.m.
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Basis Trade on Close (BTC) on Share Futures Session: 9:30 a.m.
Symbol Transactions Volume Total 5 83,100 BAA 0 0 BAB 0 0 BAE 0 0 BCL 0 0 BCQ 0 0 BCV 0 0 BCW 0 0 BCY 0 0 BCZ 0 0 BDA 0 0 BEB 0 0 BEC 0 0 BEG 0 0 BFI 0 0 BFO 0 0 BFT 0 0 BGW 0 0 BHH 0 0 BHP 0 0 BIA 0 0 BIB 0 0 BIC 0 0 BIF 0 0 BIM 0 0 BIQ 0 0 BJR 0 0 BJX 0 0 BKE 0 0 BLA 0 0 BLF 0 0 BLI 0 0 BLQ 0 0 BLW 0 0 BMC 0 0 BMI 0 0 BMN 0 0 BMP 0 0 BMU 0 0 BNB 1 13,100 BNO 0 0 BNU 0 0 BNX 0 0 BOM 0 0 BOP 0 0 BPG 0 0 BPP 0 0 BPQ 0 0 BPU 0 0 BPW 0 0 BQA 0 0 BQR 0 0 BRA 0 0 BRI 0 0 BRP 2 36,000 BRT 0 0 BRX 0 0 BSA 0 0 BSJ 0 0 BSL 0 0 BSN 1 25,000 BSQ 0 0 BSU 0 0 BTA 0 0 BTD 1 9,000 BTJ 0 0 BTK 0 0 BTS 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 BXD 0 0 BXG 0 0 BXJ 0 0 BXN 0 0 BXQ 0 0 BXT 0 0 BXW 0 0 BXX 0 0 BYI 0 0 BYR 0 0 BZA 0 0 BZB 0 0 BZH 0 0 BZK 0 0 BZQ 0 0 BZU 0 0 BZY 0 0