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 5,118 67,293 112,151 2,006 15,380 26,681 7,124 82,673 138,832
ETF 205 2,082 3,028 164 4,413 4,421 369 6,495 7,449
US dollar (USX) 0 0 0 1 10 6 1 10 6
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 5,323 69,375 115,179 2,171 19,803 31,108 7,494 89,178 146,287

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   125 6,972
March 2021 99.825 99.825 99.825 0 -0.005 125 5,706
June 2021 0 0 0 0 0 0 604
September 2021 0 0 0 0 0 0 422
December 2021 0 0 0 0 0 0 240
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 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
September 2023 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0

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   29,074 1,376,409
May 2021 0 0 0 0 0 0 0
June 2021 99.565 99.565 99.560 0 -0.005 2,027 194,242
July 2021 0 0 0 0 0 0 0
September 2021 99.560 99.560 99.555 0 -0.005 3,765 163,182
December 2021 99.535 99.535 99.530 0 0 1,868 207,148
March 2022 99.475 99.480 99.470 0 0.005 3,945 248,661
June 2022 99.335 99.340 99.330 0 0 3,575 145,216
September 2022 99.145 99.160 99.145 0 0.005 7,040 120,586
December 2022 98.975 98.985 98.965 0 0 3,402 131,185
March 2023 98.805 98.815 98.795 0 0.005 1,352 58,981
June 2023 98.655 98.660 98.640 0 0.005 649 33,667
September 2023 98.520 98.525 98.505 0 0 601 20,945
December 2023 98.395 98.400 98.380 0 -0.005 675 42,933
March 2024 98.275 98.280 98.255 0 -0.005 175 9,663

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 81,885 0 0 0 19,525 0 0 0 101,410
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 81,385 0 0 0 18,275 0 0 0 99,660
OBY 0 0 0 0 0 0 0 750 0 0 0 750
OBZ 0 0 0 500 0 0 0 500 0 0 0 1,000

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   4,132 37,733
June 2021 109.810 109.820 109.805 109.810 0 4,132 37,733
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 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   16,229 93,068
June 2021 126.370 126.510 126.350 126.390 -0.010 16,229 93,068
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0

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   101,505 756,376
June 2021 139.510 139.790 139.440 139.640 0.010 101,505 756,376
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 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
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 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   15,981 295,729
June 2021 1,147.900 1,159.300 1,146.500 1,158.300 0.700 15,981 295,729
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
December 2022 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
December 2024 0 0 0 0 0 0 0
December 2025 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   54
June 2021 -3.050 -2.850 -3.050 -2.850 -2.850 54
September 2021 0 0 0 0 0 0
December 2021 0 0 0 0 0 0
March 2022 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   16 409
June 2021 1,148.900 1,157.700 1,148.900 1,157.700 12.800 16 409
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0

S&P/TSX Composite ESG Index Futures (SCG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 5,390
December 2021 0 0 0 0 0 0 2,520
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 420
December 2024 0 0 0 0 0 0 300
December 2025 0 0 0 0 0 0 270

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 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 2
June 2021 0 0 0 0 0 0 2
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 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 19,500
SXA
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
SXB
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
SXH
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
SXK
June 2021 0 0 0 0 0 0 19,500
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
SXU
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
SXY
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 1,054,575
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 17,500
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28,400
FCB 0 0 7,800
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 0
FCT 0 0 3,500
FCX 0 0 0
FDO 0 0 0
FEB 0 0 472,500
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FFL 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 64,500
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 2,000
FJS 0 0 0
FKH 0 0 0
FKJ 0 0 0
FKK 0 0 0
FKY 0 0 0
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 30,900
FMF 0 0 252,000
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 0
FNN 0 0 0
FNO 0 0 0
FNS 0 0 31,000
FNT 0 0 0
FNU 0 0 0
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 36,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 68,900
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 0 0 32,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 700
FUE 0 0 1,200
FVE 0 0 0
FVH 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 0 0 0
FYP 0 0 3,175
FYR 0 0 0
FZC 0 0 0

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 0
FEG 0 0 0
FIC 0 0 0
FIU 0 0 0
FMJ 0 0 0
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 2 35,100
BAA 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCG 0 0
BCL 0 0
BCQ 0 0
BCV 0 0
BCW 0 0
BCY 1 1,100
BCZ 0 0
BDA 0 0
BEB 1 34,000
BEC 0 0
BEF 0 0
BEG 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJR 0 0
BJS 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMJ 0 0
BMN 0 0
BMP 0 0
BMU 0 0
BNB 0 0
BNO 0 0
BNR 0 0
BNU 0 0
BOA 0 0
BOM 0 0
BON 0 0
BOO 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPJ 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPU 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
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 0 0
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTF 0 0
BTJ 0 0
BTK 0 0
BTN 0 0
BTS 0 0
BTW 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
BWQ 0 0
BXC 0 0
BXG 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 0 0
BZA 0 0
BZB 0 0
BZC 0 0
BZE 0 0
BZH 0 0
BZK 0 0
BZQ 0 0
BZU 0 0
BZY 0 0