Intra-Session Summary

Sections

Equity, Currency, Index and ETF Options

Session start: 9:30 a.m.
  Call Put Total
Options Trans. Volume Value Trans. Volume Value Trans. Volume Value
Equity 857 9,626 11,914 548 6,077 10,794 1,405 15,703 22,708
ETF 12 174 67 17 667 228 29 841 295
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
S&P/TSX 60 index (SXO1) 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 869 9,800 11,981 565 6,744 11,022 1,434 16,544 23,003

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   44,083 966,377
August 2019 0 0 0 0 0 0 0
September 2019 98.045 98.050 98.040 98.040 -0.005 3,343 151,130
October 2019 0 0 0 0 0 0 0
December 2019 98.055 98.055 98.030 98.035 -0.020 8,701 254,312
March 2020 98.115 98.115 98.075 98.090 -0.025 11,847 185,143
June 2020 98.160 98.160 98.115 98.140 -0.015 6,595 118,633
September 2020 98.200 98.200 98.150 98.180 -0.015 4,978 80,229
December 2020 98.215 98.220 98.175 98.200 -0.020 4,747 106,701
March 2021 98.220 98.230 98.190 98.215 -0.020 2,487 39,924
June 2021 98.220 98.230 98.190 98.215 -0.015 941 19,583
September 2021 98.200 98.210 98.190 98.200 -0.020 198 5,084
December 2021 98.200 98.200 98.190 98.190 -0.020 6 3,026
March 2022 98.170 98.180 98.170 98.180 -0.020 65 1,721
June 2022 98.170 98.170 98.170 98.170 -0.020 175 891

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)

Session start: 2 a.m.
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 112,250 0 0 0 129,275 0 0 0 241,525
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 112,250 0 0 0 127,275 0 0 0 239,525
OBY 0 0 0 0 0 0 0 2,000 0 0 0 2,000
OBZ 0 0 0 0 0 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   7,828 46,401
September 2019 120.740 120.790 120.570 120.690 -0.100 7,828 46,401

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   57,040 592,850
September 2019 141.460 141.610 140.930 141.180 -0.310 57,040 592,850
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   8,730 302,922
September 2019 983.900 984.900 981.000 984.500 0.600 8,730 302,903
December 2019 0 0 0 0 0 0 19
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume
Total   0
September 2019 0 0 0 0 0 0
December 2019 0 0 0 0 0 0
March 2020 0 0 0 0 0 0
June 2020 0 0 0 0 0 0

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   25 604
September 2019 982.500 984.300 978.600 984.300 0.400 25 604
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

S&P/TSX Composite Index Mini Futures (SCF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1
September 2019 0 0 0 0 0 0 1
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 2,894
SXA
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXB
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXH
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXK
September 2019 0 0 0 0 0 0 1,490
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXU
September 2019 0 0 0 0 0 0 1,404
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXY
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 158,111
FAC 0 0 0
FAE 0 0 0
FAL 0 0 524
FAX 0 0 0
FBA 0 0 41
FBB 0 0 0
FBC 0 0 5,721
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28
FCB 0 0 10,651
FCG 0 0 4,303
FCI 0 0 0
FCL 0 0 393
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 1,000
FEB 0 0 2,901
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGI 0 0 0
FGJ 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 250
FHX 0 0 100
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 3
FKK 0 0 0
FKY 0 0 1
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 270
FMF 0 0 1,100
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 12,025
FNN 0 0 0
FNO 0 0 911
FNS 0 0 29,500
FNU 0 0 0
FOA 0 0 250
FOC 0 0 250
FON 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 10
FPF 0 0 0
FPK 0 0 0
FPL 0 0 504
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 9,800
FQB 0 0 24
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 15,510
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 8,001
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 29,285
FTA 0 0 0
FTC 0 0 0
FTD 0 0 20,000
FTK 0 0 0
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 0 0 500
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 398
FWA 0 0 0
FWC 0 0 0
FWD 0 0 2,374
FWL 0 0 0
FWN 0 0 7
FWP 0 0 899
FWT 0 0 0
FXJ 0 0 500
FYP 0 0 0
FYR 0 0 0
FZC 0 0 0
KEF 0 0 51

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 360
FEG 0 0 0
FIC 0 0 0
FIU 0 0 20
FMJ 0 0 340
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
FZU 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCL 0 0
BCQ 0 0
BCV 0 0
BCW 0 0
BCY 0 0
BCZ 0 0
BDA 0 0
BDB 0 0
BEB 0 0
BEC 0 0
BFI 0 0
BFQ 0 0
BGJ 0 0
BGW 0 0
BHU 0 0
BHX 0 0
BIB 0 0
BIC 0 0
BII 0 0
BIM 0 0
BKO 0 0
BLF 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMN 0 0
BMU 0 0
BNA 0 0
BNB 0 0
BNO 0 0
BNU 0 0
BOA 0 0
BOM 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPR 0 0
BPW 0 0
BQM 0 0
BQR 0 0
BQT 0 0
BRA 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTK 0 0
BTS 0 0
BVF 0 0
BWD 0 0
BWN 0 0
BWO 0 0
BYR 0 0