Canadian Derivatives Exchange*

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 2,691 40,930 40,528 1,349 34,412 50,862 4,040 75,342 91,390
ETF 78 1,954 788 38 97,196 18,996 116 99,150 19,784
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 1 10 163 1 10 163
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 2,769 42,884 41,316 1,388 131,618 70,021 4,157 174,502 111,337

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   198,392 894,385
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 98.905 98.955 98.895 98.950 0.005 45,323 191,786
December 2017 98.805 98.855 98.785 98.845 0 44,367 227,580
March 2018 98.705 98.770 98.695 98.755 0 45,019 148,665
June 2018 98.640 98.710 98.640 98.690 -0.005 29,131 91,621
September 2018 98.590 98.660 98.590 98.650 0 15,201 115,542
December 2018 98.560 98.620 98.550 98.610 0 10,942 60,654
March 2019 98.520 98.570 98.510 98.560 0 5,416 29,976
June 2019 98.480 98.530 98.470 98.520 0.010 2,238 14,870
September 2019 98.420 98.480 98.420 98.470 0.010 338 7,851
December 2019 98.390 98.410 98.390 98.400 0.020 394 4,592
March 2020 98.340 98.350 98.340 98.350 0.020 23 1,239
June 2020 0 0 0 0 0 0 9

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

Session start: 8 a.m.
Call Put Total
Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
8 2,250 99 88,302 4 1,250 120 33,329 12 3,500 219 121,631

30-Day Overnight Repo Rate Futures (ONX)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   647 5,571
September 2017 123.600 123.670 123.510 123.660 0.030 647 5,571
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   68,954 498,105
September 2017 144.070 144.540 143.930 144.380 -0.040 68,954 498,105
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   12,156 233,009
September 2017 891.100 899.100 890.200 896.200 5.600 12,156 232,909
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100
June 2018 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   354 830
September 2017 891.500 898.600 891.400 896.100 5.500 354 830
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 0
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 55 192 2,446 109,494
FAE 0 0 0 0
FAX 0 0 0 72
FBA 0 0 0 14
FBB 0 0 0 376
FBC 0 0 0 9,351
FBD 13 130 325 4,280
FBM 0 0 0 0
FBO 0 0 0 4,531
FCB 0 0 0 282
FCG 0 0 0 2,806
FCL 0 0 0 69
FCN 0 0 0 16
FCP 0 0 0 0
FCQ 0 0 0 9
FCT 1 2 291 21
FDO 0 0 0 1,039
FEA 0 0 0 568
FEB 0 0 0 123
FEL 0 0 0 262
FFS 22 22 1,011 0
FFV 0 0 0 5
FGA 0 0 0 89
FGG 0 0 0 470
FGI 0 0 0 15
FGW 0 0 0 0
FHS 0 0 0 0
FIR 0 0 0 6
FKK 0 0 0 500
FLF 0 0 0 3,215
FLL 0 0 0 0
FMA 0 0 0 7
FMF 0 0 0 305
FMI 0 0 0 13
FMO 0 0 0 34
FMQ 0 0 0 114
FMU 4 4 170 125
FNB 0 0 0 4,053
FNS 1 1 79 106
FOC 5 10 120 1,622
FPL 0 0 0 21
FPM 0 0 0 0
FPO 0 0 0 236
FPP 0 0 0 31
FPW 0 0 0 30
FQR 0 0 0 91
FRP 0 0 0 16
FRT 0 0 0 22
FRV 0 0 0 9
FRY 3 3 276 12,146
FSA 0 0 0 200
FSJ 0 0 0 58
FSU 0 0 0 41
FTA 0 0 0 133
FTC 0 0 0 0
FTD 0 0 0 59,597
FTK 0 0 0 258
FVE 6 20 174 1,578
FWN 0 0 0 0
FYR 0 0 0 529