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 3,231 137,496 79,804 1,811 31,060 90,832 5,042 168,556 170,636
ETF 61 38,729 6,826 75 16,304 4,428 136 55,033 11,254
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 1 4,850 71,295 1 4,850 71,295
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 3,292 176,225 86,630 1,887 52,214 166,555 5,179 228,439 253,185

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   112,715 989,930
June 2019 97.985 97.985 97.970 0 -0.005 9,507 158,795
July 2019 0 0 0 0 0 0 0
August 2019 0 0 0 0 0 0 0
September 2019 98.010 98.030 97.975 0 -0.015 20,765 191,826
December 2019 98.025 98.045 97.965 0 -0.025 23,400 197,709
March 2020 98.075 98.100 98.000 0 -0.035 20,779 156,395
June 2020 98.110 98.135 98.030 0 -0.030 11,246 108,434
September 2020 98.140 98.165 98.060 0 -0.030 9,491 67,572
December 2020 98.140 98.180 98.075 0 -0.030 9,584 68,411
March 2021 98.145 98.180 98.085 0 -0.025 6,630 24,651
June 2021 98.170 98.180 98.090 0 -0.030 809 7,186
September 2021 98.160 98.160 98.080 0 -0.020 378 5,787
December 2021 98.150 98.150 98.070 0 -0.030 116 2,291
March 2022 98.130 98.130 98.050 0 -0.030 10 873

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 3 3,000 135 87,220 4 3,025 136 100,166 7 6,025 271 187,386
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 3 3,000 135 87,220 4 3,025 136 98,166 7 6,025 271 185,386
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

30-Day Overnight Repo Rate Futures (ONX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
May 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
July 2019 0 0 0 0 0 0 0
August 2019 0 0 0 0 0 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

Overnight Index Swap Futures (OIS)

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

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   9,809 54,412
June 2019 119.500 119.650 119.260 119.300 -0.110 9,809 53,354
September 2019 0 0 0 0 0 0 1,058
December 2019 0 0 0 0 0 0 0
March 2020 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   86,877 696,613
June 2019 138.790 139.070 138.340 138.350 -0.220 84,857 684,223
September 2019 141.080 141.080 140.430 140.430 -0.160 2,020 12,390
December 2019 0 0 0 0 0 0 0
March 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
June 2019 0 0 0 0 0 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

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   20,744 288,771
June 2019 982.600 985.600 979.400 982.100 0.100 20,744 284,041
September 2019 0 0 0 0 0 0 4,711
December 2019 0 0 0 0 0 0 19
March 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   54
June 2019 -0.750 -0.750 -0.950 -0.950 -0.950 54
September 2019 0 0 0 0 0 0
December 2019 0 0 0 0 0 0
March 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   154 751
June 2019 980.000 985.300 980.000 981.900 -0.100 154 751
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

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 0
June 2019 0 0 0 0 0 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

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   0 454
SXA
June 2019 0 0 0 0 0 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
SXB
June 2019 0 0 0 0 0 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
SXH
June 2019 0 0 0 0 0 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
SXK
June 2019 0 0 0 0 0 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
SXU
June 2019 0 0 0 0 0 0 454
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
SXY
June 2019 0 0 0 0 0 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

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 76,031
FAC 0 0 0
FAE 0 0 1,750
FAL 0 0 1,520
FAX 0 0 0
FBA 0 0 82
FBB 0 0 0
FBC 0 0 151
FBD 0 0 2,000
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28
FCB 0 0 10,001
FCG 0 0 3,704
FCI 0 0 0
FCL 0 0 513
FCN 0 0 250
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 0
FEB 0 0 4,218
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 1,400
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 2,730
FKH 0 0 0
FKJ 0 0 2
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 0
FMF 0 0 400
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 7,052
FNN 0 0 0
FNS 0 0 0
FNU 0 0 0
FOA 0 0 1,800
FOC 0 0 0
FON 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 0
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 0
FQB 0 0 25
FQN 0 0 0
FQR 0 0 0
FRP 0 0 10
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 13,001
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 21,285
FTA 0 0 0
FTC 0 0 0
FTD 0 0 0
FTK 0 0 0
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 0 0 0
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 400
FWA 0 0 0
FWC 0 0 0
FWD 0 0 2,021
FWL 0 0 0
FWN 0 0 7
FWP 0 0 399
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 61
KGG 0 0 500

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 160
FEG 0 0 0
FIC 0 0 0
FIU 0 0 0
FMJ 0 0 160
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
BGW 0 0
BHU 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
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
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