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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 3,277 44,926 44,402 2,015 29,668 42,728 5,292 74,594 87,130
ETF 80 831 760 77 11,279 1,204 157 12,110 1,964
US dollar (USX) 0 0 0 2 32 28 2 32 28
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 3,357 45,757 45,162 2,094 40,979 43,960 5,451 86,736 89,122

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   178,192 1,027,409
February 2020 0 0 0 0 0 0 0
March 2020 98.090 98.100 98.060 0 -0.005 36,445 193,040
April 2020 0 0 0 0 0 0 0
June 2020 98.170 98.185 98.140 0 0.005 30,500 226,899
September 2020 98.225 98.265 98.200 0 0.010 40,806 179,121
December 2020 98.265 98.300 98.235 0 0.005 35,112 184,140
March 2021 98.290 98.335 98.255 0 0.010 16,490 100,781
June 2021 98.285 98.335 98.245 0 0.005 9,540 71,846
September 2021 98.280 98.330 98.260 0 0 4,738 35,072
December 2021 98.265 98.325 98.250 0 0.005 3,729 24,107
March 2022 98.260 98.320 98.260 0 0 630 6,279
June 2022 98.250 98.300 98.250 0 0 56 2,771
September 2022 98.250 98.290 98.230 0 -0.010 105 2,986
December 2022 98.230 98.260 98.230 0 -0.010 41 367

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 13 20,250 1,368 195,936 4 5,250 423 91,491 17 25,500 1,791 287,427
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 13 20,250 1,368 193,936 4 5,250 423 88,991 17 25,500 1,791 282,927
OBY 0 0 0 2,000 0 0 0 2,500 0 0 0 4,500
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
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   25,097 65,362
March 2020 121.620 121.900 121.570 121.890 0.020 25,097 65,362
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   129,787 641,014
March 2020 140.520 141.280 140.460 141.270 0.080 129,787 641,014
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   25,825 321,513
March 2020 1,050.600 1,052.900 1,043.500 1,046.100 -0.400 25,825 321,513
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   904
March 2020 -1.400 -1.350 -1.450 -1.400 -1.400 904
June 2020 0 0 0 0 0 0
September 2020 0 0 0 0 0 0
December 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   69 360
March 2020 1,051.500 1,051.600 1,045.700 1,046.600 -3.200 69 360
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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
March 2020 0 0 0 0 0 0 1
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   0 143
SXA
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXB
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXH
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXK
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 143
December 2020 0 0 0 0 0 0 0
SXU
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXY
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 207,201
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 500
FBA 0 0 5,000
FBB 0 0 0
FBC 0 0 200
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 17,300
FCB 0 0 20,000
FCG 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 0
FCX 0 0 0
FDO 0 0 0
FEB 0 0 18,300
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 0 500
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 1
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 0
FMF 0 0 0
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 8,000
FNU 0 0 400
FOA 0 0 0
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 0
FPM 0 0 0
FPP 0 0 5,000
FPV 0 0 0
FPW 0 0 200
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 400
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 117,800
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 2,000
FTA 0 0 0
FTC 0 0 0
FTD 0 0 5,300
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 1,001
FWA 0 0 0
FWC 0 0 0
FWD 0 0 3,950
FWL 0 0 0
FWN 0 0 0
FWP 0 0 1,349
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
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 0 250
FEG 0 0 250
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 3 6,400
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
BEF 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGJ 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHU 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJQ 0 0
BJR 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 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
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPJ 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPW 1 1,000
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
BQT 0 0
BRA 1 5,000
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 1 400
BTJ 0 0
BTK 0 0
BTS 0 0
BUC 0 0
BUO 0 0
BUQ 0 0
BVF 0 0
BVI 0 0
BVT 0 0
BWC 0 0
BWD 0 0
BWF 0 0
BWN 0 0
BWO 0 0
BWT 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