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 3,389 55,057 73,043 2,311 30,063 68,573 5,700 85,120 141,616 ETF 154 9,514 1,896 85 79,960 79,703 239 89,474 81,599 US dollar (USX) 0 0 0 1 5 1 1 5 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 3,543 64,571 74,939 2,397 110,028 148,277 5,940 174,599 223,216 -
Three-Month CORRA Futures (CRA) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 1,594 12,789 June 2022 0 0 0 0 0 0 4,592 September 2022 96.945 96.945 96.945 0 0.035 250 2,482 December 2022 96.590 96.590 96.590 0 0.040 10 3,413 March 2023 96.570 96.600 96.570 0 0.080 10 604 June 2023 96.645 96.645 96.615 0 0.065 607 399 September 2023 96.675 96.725 96.665 0 0.120 347 457 December 2023 0 0 0 0 0 0 307 March 2024 96.765 96.765 96.765 0 0.065 6 100 June 2024 96.800 96.830 96.765 0 0.075 284 99 September 2024 96.810 96.810 96.770 0 0.035 27 140 December 2024 0 0 0 0 0 0 49 March 2025 96.845 96.845 96.840 0 0.070 53 147 -
Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 34,522 735,829 July 2022 0 0 0 0 0 0 0 August 2022 0 0 0 0 0 0 0 September 2022 96.525 96.585 96.525 0 0.010 6,433 146,399 December 2022 96.165 96.235 96.130 0 0.055 3,869 174,537 March 2023 96.185 96.265 96.155 0 0.065 8,223 132,082 June 2023 96.230 96.340 96.230 0 0.090 5,463 88,739 September 2023 96.285 96.410 96.285 0 0.105 4,100 81,923 December 2023 96.370 96.450 96.355 0 0.100 2,574 64,378 March 2024 96.415 96.495 96.405 0 0.090 1,467 28,645 June 2024 96.445 96.505 96.425 0 0.050 2,028 13,366 September 2024 96.460 96.515 96.445 0 0.050 306 3,187 December 2024 96.510 96.510 96.510 0 0.050 6 1,664 March 2025 96.520 96.520 96.515 0 0.040 53 908 June 2025 0 0 0 0 0 0 1 - Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) Session: 8:00 p.m. (t-1)
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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 15,287 53,793 September 2022 104.550 104.585 104.495 104.585 0.135 15,287 53,793 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 24,952 96,255 September 2022 112.520 112.990 112.390 112.960 0.490 24,952 96,255 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 113,928 574,691 September 2022 123.430 124.120 123.010 124.090 0.740 113,928 574,691 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 23 552 September 2022 169.550 171.500 169.550 171.500 2.850 23 552 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 37 0 0 0 718 0 0 0 755 OGB 0 0 0 37 0 0 0 718 0 0 0 755 -
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 30,600 310,969 September 2022 1,155.100 1,155.100 1,131.400 1,140.900 -15.300 30,600 308,319 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 1,700 December 2024 0 0 0 0 0 0 700 December 2025 0 0 0 0 0 0 250 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 850 September 2022 -3.550 -3.550 -3.750 -3.750 -3.750 850 December 2022 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 June 2023 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 32 458 September 2022 1,136.800 1,144.000 1,136.600 1,143.600 -12.600 32 458 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 6,446 December 2022 0 0 0 0 0 0 2,881 December 2023 0 0 0 0 0 0 2,870 December 2024 0 0 0 0 0 0 375 December 2025 0 0 0 0 0 0 320 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 September 2022 0 0 0 0 0 0 1 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 10 SXA September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXB September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXD September 2022 0 0 0 0 0 0 10 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXG September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXH September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXK September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXR September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXS September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXT September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXU September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXW September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 0 0 0 0 0 0 0 SXY September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 June 2023 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 2 13,000 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 BHX 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 0 0 BNO 0 0 BNU 0 0 BOA 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 1 1,300 BRA 0 0 BRI 0 0 BRP 0 0 BRT 0 0 BRX 0 0 BSA 0 0 BSJ 0 0 BSL 0 0 BSN 1 11,700 BSQ 0 0 BSU 0 0 BTA 0 0 BTD 0 0 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