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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 3,124 59,806 54,243 1,177 19,379 20,859 4,301 79,185 75,102
ETF 329 2,273 2,117 128 5,859 1,966 457 8,132 4,083
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 3,453 62,079 56,360 1,305 25,238 22,825 4,758 87,317 79,185

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 4,586
June 2021 0 0 0 0 0 0 2,691
September 2021 0 0 0 0 0 0 602
December 2021 0 0 0 0 0 0 548
March 2022 0 0 0 0 0 0 745
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
December 2022 0 0 0 0 0 0 0
March 2023 0 0 0 0 0 0 0
June 2023 0 0 0 0 0 0 0
September 2023 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
March 2024 0 0 0 0 0 0 0

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   82,692 1,315,762
August 2021 0 0 0 0 0 0 0
September 2021 99.545 99.550 99.545 0 -0.005 17,786 188,519
October 2021 0 0 0 0 0 0 0
December 2021 99.510 99.515 99.500 0 -0.005 6,844 219,461
March 2022 99.435 99.445 99.425 0 -0.005 17,779 227,550
June 2022 99.265 99.270 99.255 0 -0.005 5,631 135,977
September 2022 99.105 99.110 99.090 0 -0.005 8,085 131,404
December 2022 98.945 98.955 98.935 0 -0.005 10,636 160,456
March 2023 98.795 98.800 98.775 0 -0.005 7,486 96,473
June 2023 98.670 98.680 98.650 0 0 4,968 53,979
September 2023 98.585 98.590 98.565 0 0 779 37,666
December 2023 98.540 98.540 98.500 0 -0.005 2,668 50,681
March 2024 98.480 98.480 98.450 0 0 22 11,525
June 2024 98.420 98.420 98.395 0 -0.005 8 2,071

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 0 0 0 88,777 0 0 0 16,000 0 0 0 104,777
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 88,277 0 0 0 15,500 0 0 0 103,777
OBY 0 0 0 0 0 0 0 0 0 0 0 0
OBZ 0 0 0 500 0 0 0 500 0 0 0 1,000

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   4,743 41,663
September 2021 109.570 109.570 109.560 109.565 -0.005 4,743 41,663
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 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   19,177 93,212
September 2021 125.720 125.850 125.590 125.590 -0.050 19,177 93,212
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 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   76,922 660,134
September 2021 148.160 148.590 147.810 147.820 -0.200 76,922 660,134
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 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 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGZ)

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 0 0 0 0 0 0 0 0 0 0 0 0
OGZ 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGF)

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 0 0 0 0 0 0 0 0 0 0 0 0
OGF 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGB)

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 0 0 0 12 0 0 0 615 0 0 0 627
OGB 0 0 0 12 0 0 0 615 0 0 0 627

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   17,371 288,247
September 2021 1,208.500 1,210.700 1,201.600 1,207.100 1.000 17,371 288,246
December 2021 0 0 0 0 0 0 1
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
December 2022 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
December 2024 0 0 0 0 0 0 0
December 2025 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   183
September 2021 -3.900 -3.900 -4.400 -4.300 -4.300 183
December 2021 0 0 0 0 0 0
March 2022 0 0 0 0 0 0
June 2022 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   5 356
September 2021 1,208.200 1,208.200 1,205.300 1,205.300 -5.000 5 356
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX Composite ESG Index Futures (SCG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 5,440
December 2021 0 0 0 0 0 0 2,520
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 445
December 2024 0 0 0 0 0 0 325
December 2025 0 0 0 0 0 0 270

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 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
September 2021 0 0 0 0 0 0 1
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 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 0
SXA
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXB
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXH
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXK
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXU
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXY
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 331,410
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 2,000
FBH 0 0 0
FBO 0 0 60,800
FCB 0 0 2,300
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 0
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FFL 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 6,500
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 1,000
FJS 0 0 0
FKH 0 0 0
FKJ 0 0 0
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 30,900
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 9,000
FNT 0 0 0
FNU 0 0 0
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 5,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 204,210
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 0 0 6,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 0
FUE 0 0 1,200
FVE 0 0 0
FVH 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 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 0
FEG 0 0 0
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

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 2 24,800
BAA 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCG 0 0
BCL 0 0
BCQ 0 0
BCV 0 0
BCW 0 0
BCY 0 0
BCZ 0 0
BDA 0 0
BEB 0 0
BEC 0 0
BEF 0 0
BEG 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJR 0 0
BJS 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMI 0 0
BMJ 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 1 20,000
BON 0 0
BOO 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPU 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
BRA 0 0
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 0 0
BTF 0 0
BTJ 0 0
BTK 0 0
BTN 0 0
BTS 0 0
BTW 0 0
BUC 0 0
BUO 0 0
BUQ 0 0
BVF 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWQ 0 0
BXG 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 1 4,800
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