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 4,973 263,771 356,818 2,201 76,024 199,590 7,174 339,795 556,408 CDR 117 508 1,100 69 308 484 186 816 1,584 CEF 54 389 1,310 36 359 731 90 748 2,041 ETF 379 23,973 18,337 246 38,667 17,776 625 62,640 36,113 US dollar (USX) 3 70 176 24 1,382 961 27 1,452 1,137 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 5,526 288,711 377,741 2,576 116,740 219,542 8,102 405,451 597,283 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 310 October 2025 0 0 0 0 0 0 100 November 2025 0 0 0 0 0 0 110 December 2025 0 0 0 0 0 0 100 January 2026 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 106,432 1,541,936 September 2025 97.560 97.570 97.543 0 0.015 4,688 246,939 December 2025 97.750 97.780 97.735 0 0.010 36,720 276,561 March 2026 97.845 97.870 97.820 0 0.005 16,545 267,693 June 2026 97.860 97.885 97.830 0 0.010 15,016 218,782 September 2026 97.840 97.865 97.810 0 0.005 10,662 177,704 December 2026 97.795 97.825 97.770 0 0.005 7,306 155,680 March 2027 97.755 97.770 97.720 0 0 6,880 91,383 June 2027 97.710 97.720 97.675 0 0 4,681 59,792 September 2027 97.670 97.675 97.635 0 0 2,785 28,173 December 2027 97.615 97.615 97.585 0 0.005 793 15,174 March 2028 97.550 97.560 97.550 0 0.005 356 3,955 June 2028 0 0 0 0 0 0 100 -
Options on Three-Month CORRA Futures (OCR) Session: 2:00 a.m.
Call Put Total Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int. Total 0 0 0 7,000 0 0 0 5,625 0 0 0 12,625 OCR 0 0 0 7,000 0 0 0 5,625 0 0 0 12,625 -
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 75,301 315,210 December 2025 106.065 106.085 105.995 106.030 0.005 75,301 315,210 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 75,892 311,614 December 2025 115.890 115.950 115.670 115.750 -0.030 75,892 311,614 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 138,126 833,309 December 2025 123.440 123.600 123.110 123.170 -0.130 138,126 833,309 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 30 677 December 2025 151.850 152.000 151.750 151.900 0.200 30 677 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 0 0 0 0 0 OGB 0 0 0 0 0 0 0 0 0 0 0 0 -
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 19,813 164,987 December 2025 1,784.300 1,786.400 1,762.100 1,769.100 -16.400 19,813 164,986 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 1 December 2027 0 0 0 0 0 0 0 December 2028 0 0 0 0 0 0 0 December 2029 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 28 December 2025 0.950 0.950 0.550 0.550 0.550 28 March 2026 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 September 2026 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 23 526 December 2025 1,779.700 1,779.700 1,767.600 1,769.700 -15.800 23 526 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Adjusted Interest Rate S&P/TSX 60 Total Return Index Futures (AXF) Session: 9:30 a.m.
Month Accrued Financing CORRA Rate Last Change Volume Open Interest Total 0 115 December 2025 8.1326073124 0.03% 0 0 0 100 March 2026 8.1326073124 0.03% 0 0 0 0 June 2026 8.1326073124 0.03% 0 0 0 0 September 2026 8.1326073124 0.03% 0 0 0 10 December 2026 8.1326073124 0.03% 0 0 0 5 December 2027 8.1326073124 0.03% 0 0 0 0 December 2028 8.1326073124 0.03% 0 0 0 0 December 2029 8.1326073124 0.03% 0 0 0 0 -
Basis Trade on Close on Adjusted Interest Rate S&P/TSX 60 Total Return Index Futures (BAF) Session: 9:30 a.m.
Month Open High Low Last Change Volume Total 0 December 2025 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 December 2027 0 0 0 0 0 0 December 2028 0 0 0 0 0 0 December 2029 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 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 12,114 December 2025 0 0 0 0 0 0 9,424 December 2026 0 0 0 0 0 0 1,465 December 2027 0 0 0 0 0 0 665 December 2028 0 0 0 0 0 0 355 December 2029 0 0 0 0 0 0 205 -
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 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 18,100 SXA December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXB December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXD December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXG December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXH December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXK December 2025 0 0 0 0 0 0 10,600 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXR December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXT December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXU December 2025 0 0 0 0 0 0 7,500 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXW December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXY December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 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 0 0 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 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 BOJ 0 0 BOM 0 0 BOP 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 0 0 BRT 0 0 BRX 0 0 BSA 0 0 BSL 0 0 BSN 0 0 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 BYR 0 0 BZA 0 0 BZB 0 0 BZH 0 0 BZK 0 0 BZQ 0 0 BZU 0 0 BZY 0 0