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 4,008 60,287 76,058 2,471 60,304 124,487 6,479 120,591 200,545
ETF 67 718 559 66 1,263 480 133 1,981 1,039
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 5 100 161 0 0 0 5 100 161
S&P/TSX 60 index (SXO1) 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 4,080 61,105 76,778 2,537 61,567 124,967 6,617 122,672 201,745

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   132,061 1,156,904
September 2019 98.025 98.030 98.020 0 0.005 10,960 150,200
October 2019 0 0 0 0 0 0 0
November 2019 0 0 0 0 0 0 0
December 2019 97.965 97.970 97.940 0 0.005 23,854 293,109
March 2020 98.055 98.060 98.015 0 0 27,739 215,911
June 2020 98.110 98.115 98.065 0 -0.005 23,797 178,022
September 2020 98.170 98.175 98.115 0 0 19,012 119,736
December 2020 98.185 98.200 98.140 0 0 10,770 106,984
March 2021 98.230 98.240 98.180 0 0 8,902 49,287
June 2021 98.255 98.260 98.200 0 0.010 5,383 27,154
September 2021 98.250 98.250 98.200 0 0 1,113 7,698
December 2021 98.260 98.260 98.220 0 -0.050 273 3,931
March 2022 98.250 98.250 98.230 0 -0.010 108 2,728
June 2022 98.240 98.240 98.240 0 -0.010 150 2,144

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 6 7,000 293 151,980 2 2,500 117 173,846 8 9,500 410 325,826
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 6 7,000 293 151,980 2 2,500 117 173,846 8 9,500 410 325,826
OBY 0 0 0 0 0 0 0 0 0 0 0 0
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
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
June 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   19,744 55,413
September 2019 0 0 0 0 0 0 1,124
December 2019 122.720 122.760 122.460 122.460 -0.010 19,744 54,289
March 2020 0 0 0 0 0 0 0
June 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   147,369 603,136
September 2019 0 0 0 0 0 15 724
December 2019 141.750 141.880 140.970 141.150 0.140 147,354 602,412
March 2020 0 0 0 0 0 0 0
June 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
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
June 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   198,403 359,609
September 2019 998.300 1,003.900 998.100 999.300 -0.400 107,481 319,530
December 2019 994.700 1,000.300 994.700 995.900 -0.100 90,922 40,079
March 2020 0 0 0 0 0 0 0
June 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   2,046
September 2019 0.350 0.400 0.250 0.400 0.400 2,046
December 2019 0 0 0 0 0 0
March 2020 0 0 0 0 0 0
June 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   371 1,142
September 2019 1,000.300 1,001.400 999.100 999.600 -0.100 179 1,140
December 2019 997.300 998.700 996.200 996.500 4.000 192 2
March 2020 0 0 0 0 0 0 0
June 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
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
June 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 2,894
SXA
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
June 2020 0 0 0 0 0 0 0
SXB
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
June 2020 0 0 0 0 0 0 0
SXH
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
June 2020 0 0 0 0 0 0 0
SXK
September 2019 0 0 0 0 0 0 1,490
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXU
September 2019 0 0 0 0 0 0 1,404
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXY
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
June 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 12 900 257,478
FAC 0 0 0
FAE 0 0 0
FAL 0 0 524
FAX 0 0 500
FBA 0 0 41
FBB 0 0 0
FBC 4 400 29,180
FBD 0 0 100
FBH 0 0 0
FBM 0 0 0
FBO 0 0 4,028
FCB 0 0 10,651
FCG 0 0 2,803
FCI 0 0 0
FCL 0 0 393
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 40,024
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 500
FEB 0 0 70,259
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 1,000
FHX 0 0 810
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 3
FKK 0 0 0
FKY 0 0 1
FLC 0 0 0
FLF 0 0 7,000
FLL 0 0 0
FLN 0 0 0
FMA 0 0 270
FMF 0 0 1,100
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 7,025
FNN 0 0 0
FNO 0 0 1,180
FNS 4 200 420
FNU 0 0 0
FOA 0 0 1,220
FOC 0 0 250
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 32,800
FQB 0 0 24
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 4 300 5,010
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 8,171
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 24,785
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 0 500
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 1,548
FWA 0 0 200
FWC 0 0 0
FWD 0 0 2,945
FWL 0 0 0
FWN 0 0 7
FWP 0 0 1,649
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 0
FZC 0 0 0
KEF 0 0 51

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 360
FEG 0 0 0
FIC 0 0 0
FIU 0 0 20
FMJ 0 0 340
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 6,000
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
BFQ 0 0
BGJ 0 0
BGW 0 0
BHU 0 0
BHX 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
BNO 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
BQT 0 0
BRA 0 0
BRP 2 6,000
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