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 0 0 0 0 0 0 0 0 0 ETF 0 0 0 0 0 0 0 0 0 US dollar (USX) 0 0 0 0 0 0 0 0 0 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 0 0 0 0 0 0 0 0 0 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 851 September 2023 0 0 0 0 0 0 401 October 2023 0 0 0 0 0 0 150 November 2023 0 0 0 0 0 0 300 December 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 0 557,650 September 2023 0 0 0 0 0 0 117,449 December 2023 0 0 0 0 0 0 118,018 March 2024 0 0 0 0 0 0 97,173 June 2024 0 0 0 0 0 0 64,996 September 2024 0 0 0 0 0 0 75,230 December 2024 0 0 0 0 0 0 51,748 March 2025 0 0 0 0 0 0 18,909 June 2025 0 0 0 0 0 0 10,040 September 2025 0 0 0 0 0 0 3,038 December 2025 0 0 0 0 0 0 758 March 2026 0 0 0 0 0 0 144 June 2026 0 0 0 0 0 0 147 -
Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 586,946 December 2023 0 0 0 0 0 0 120,564 March 2024 0 0 0 0 0 0 131,641 June 2024 0 0 0 0 0 0 101,755 September 2024 0 0 0 0 0 0 102,754 December 2024 0 0 0 0 0 0 75,314 March 2025 0 0 0 0 0 0 34,812 June 2025 0 0 0 0 0 0 13,608 September 2025 0 0 0 0 0 0 5,654 December 2025 0 0 0 0 0 0 739 March 2026 0 0 0 0 0 0 105 -
Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) 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 8,650 0 0 0 7,250 0 0 0 15,900 OBX 0 0 0 8,650 0 0 0 7,250 0 0 0 15,900 -
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 0 101,406 December 2023 0 0 0 0 0 0 101,406 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 67 135,921 December 2023 107.960 107.990 107.930 107.970 0.160 67 135,921 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 1,733 503,170 December 2023 115.270 115.420 115.250 115.350 0.350 1,733 503,170 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 0 657 December 2023 0 0 0 0 0 0 657 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 0 993 0 0 0 993 OGB 0 0 0 0 0 0 0 993 0 0 0 993 -
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 711 289,345 December 2023 1,176.400 1,177.600 1,175.300 1,175.500 -0.900 711 286,525 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 December 2024 0 0 0 0 0 0 1,560 December 2025 0 0 0 0 0 0 1,260 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 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 -
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 0 233 December 2023 0 0 0 0 0 0 233 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 43,140 December 2023 0 0 0 0 0 0 25,864 December 2024 0 0 0 0 0 0 16,721 December 2025 0 0 0 0 0 0 455 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 December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 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 4,291 SXA December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXB December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXD December 2023 0 0 0 0 0 0 3,550 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXG December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXH December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXK December 2023 0 0 0 0 0 0 641 March 2024 0 0 0 0 0 0 100 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXR December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXS December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXT December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXU December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXW December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 SXY December 2023 0 0 0 0 0 0 0 March 2024 0 0 0 0 0 0 0 June 2024 0 0 0 0 0 0 0 September 2024 0 0 0 0 0 0 0 - Futures on Exchange-Traded Funds Session: 6:00 a.m.
-
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 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 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 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 BXX 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