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 2,181 30,374 43,585 1,047 11,116 15,364 3,228 41,490 58,949
ETF 82 1,525 2,055 31 778 474 113 2,303 2,529
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 2,263 31,899 45,640 1,078 11,894 15,838 3,341 43,793 61,478

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   69,827 762,620
December 2017 98.575 98.580 98.570 98.580 0.005 10,125 154,275
January 2018 0 0 0 0 0 0 0
February 2018 0 0 0 0 0 0 0
March 2018 98.425 98.445 98.420 98.445 0.020 14,419 189,759
June 2018 98.275 98.300 98.265 98.295 0.005 12,764 125,439
September 2018 98.170 98.195 98.160 98.185 0 8,538 90,501
December 2018 98.100 98.120 98.080 98.100 0.010 9,369 80,271
March 2019 98.030 98.050 98.020 98.040 0.010 8,580 58,257
June 2019 97.980 98.000 97.970 97.990 0 2,876 42,794
September 2019 97.940 97.960 97.930 97.940 0 1,205 13,822
December 2019 97.900 97.920 97.900 97.900 0 1,748 5,270
March 2020 97.880 97.880 97.880 97.880 0.020 165 1,289
June 2020 0 0 0 0 0 11 551
September 2020 97.790 97.790 97.790 97.790 0.020 27 392

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.
2 2,400 108 123,315 1 25 0 83,977 3 2,425 108 207,292

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
November 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
January 2018 0 0 0 0 0 0 0
February 2018 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
September 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
December 2017 0 0 0 0 0 0 0
January 2018 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
April 2018 0 0 0 0 0 0 0
May 2018 0 0 0 0 0 0 0
July 2018 0 0 0 0 0 0 0
September 2018 0 0 0 0 0 0 0
October 2018 0 0 0 0 0 0 0
December 2018 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
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
September 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   3,879 3,926
December 2017 119.910 119.980 119.890 119.980 0.120 2,279 3,916
March 2018 0 0 0 0 0 1,600 10
June 2018 0 0 0 0 0 0 0
September 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   48,148 632,156
December 2017 138.020 138.280 138.000 138.240 0.010 30,844 518,003
March 2018 136.560 136.750 136.500 136.750 0.030 17,304 114,153
June 2018 0 0 0 0 0 0 0
September 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
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
September 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   3,008 264,209
December 2017 952.600 953.000 950.100 951.700 0 3,008 263,513
March 2018 0 0 0 0 0 0 696
June 2018 0 0 0 0 0 0 0
September 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   46 1,234
December 2017 952.400 952.400 951.300 951.600 -0.100 46 1,234
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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
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
September 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 1,260
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 1,260
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 131 10,645 461,386 300,342
FAE 0 0 0 18
FAL 0 0 0 2,814
FAX 0 0 0 114
FBA 0 0 0 12,008
FBB 5 45 616 787
FBC 0 0 0 27,100
FBD 0 0 0 5,430
FBM 0 0 0 14
FBO 12 22 2,166 20,217
FCB 7 20 2,256 535
FCG 10 100 930 3,781
FCI 0 0 0 89
FCL 11 20 1,120 5
FCN 0 0 0 77
FCP 0 0 0 19
FCQ 0 0 0 2,000
FCT 0 0 0 1,580
FDO 12 20 3,234 209
FEA 0 0 0 310
FEB 3 4 186 8,677
FEL 0 0 0 357
FFS 0 0 0 10,032
FFV 0 0 0 13
FGA 0 0 0 784
FGG 18 160 2,732 8,980
FGI 0 0 0 5
FGW 0 0 0 0
FHO 0 0 0 2,469
FHS 0 0 0 29
FIR 0 0 0 105
FKK 0 0 0 200
FLF 0 0 0 1,280
FLL 0 0 0 0
FMA 0 0 0 38
FMF 0 0 0 18,018
FMI 0 0 0 12
FMO 0 0 0 34
FMQ 0 0 0 2,140
FMU 0 0 0 103
FNB 0 0 0 19,023
FNS 0 0 0 125
FOC 3 30 378 2,571
FPL 0 0 0 523
FPM 0 0 0 2,000
FPO 0 0 0 210
FPP 2 10,000 441,700 12,224
FPW 0 0 0 9
FQR 0 0 0 26
FRP 5 8 497 1,235
FRT 25 53 2,977 63
FRV 0 0 0 2
FRY 0 0 0 47,901
FSA 0 0 0 0
FSJ 0 0 0 163
FSU 0 0 0 20,150
FTA 0 0 0 784
FTC 0 0 0 124
FTD 0 0 0 44,544
FTK 0 0 0 10,171
FVE 11 103 1,277 2,404
FWC 2 10 877 2,048
FWN 0 0 0 31
FWP 5 50 440 2,447
FYR 0 0 0 1,181