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 0 0 0 0 0 0 0 0 0
ETF 0 0 0 0 0 0 0 0 0
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 0 0 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   1,070 931,467
February 2019 0 0 0 0 0 0 0
March 2019 97.815 97.820 97.815 97.815 0 80 160,696
April 2019 0 0 0 0 0 0 0
June 2019 97.775 97.775 97.765 97.765 -0.005 294 175,894
September 2019 97.735 97.735 97.725 97.730 0.005 379 169,373
December 2019 97.695 97.695 97.680 97.680 -0.005 153 173,312
March 2020 97.690 97.690 97.685 97.685 0.005 16 98,060
June 2020 97.700 97.700 97.690 97.690 0.005 66 85,818
September 2020 97.705 97.705 97.705 97.705 0.015 41 28,487
December 2020 97.700 97.700 97.700 97.700 0.015 41 25,990
March 2021 0 0 0 0 0 0 7,834
June 2021 0 0 0 0 0 0 3,303
September 2021 0 0 0 0 0 0 2,015
December 2021 0 0 0 0 0 0 685

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 76,066 0 0 0 105,855 0 0 0 181,921
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 76,066 0 0 0 97,855 0 0 0 173,921
OBY 0 0 0 0 0 0 0 8,000 0 0 0 8,000
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
January 2019 0 0 0 0 0 0 0
February 2019 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
April 2019 0 0 0 0 0 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

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
March 2019 0 0 0 0 0 0 0
April 2019 0 0 0 0 0 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
March 2019 0 0 0 0 0 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

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   0 28,327
March 2019 0 0 0 0 0 0 28,327
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

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   1,665 626,806
March 2019 136.770 136.940 136.760 136.820 0.080 1,665 626,806
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

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 2019 0 0 0 0 0 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

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 301,897
March 2019 0 0 0 0 0 0 301,894
June 2019 0 0 0 0 0 0 3
September 2019 0 0 0 0 0 0 0
December 2019 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   0
March 2019 0 0 0 0 0 0
June 2019 0 0 0 0 0 0
September 2019 0 0 0 0 0 0
December 2019 0 0 0 0 0 0

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1,294
March 2019 0 0 0 0 0 0 1,294
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

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
March 2019 0 0 0 0 0 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

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1,760
SXA
March 2019 0 0 0 0 0 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
SXB
March 2019 0 0 0 0 0 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
SXH
March 2019 0 0 0 0 0 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
SXK
March 2019 0 0 0 0 0 0 1,300
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
SXU
March 2019 0 0 0 0 0 0 460
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
SXY
March 2019 0 0 0 0 0 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

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 147,953
FAC 0 0 0
FAE 0 0 0
FAL 0 0 2,567
FAX 0 0 0
FBA 0 0 102
FBB 0 0 0
FBC 0 0 26,004
FBD 0 0 4,750
FBH 0 0 0
FBM 0 0 0
FBO 0 0 11,533
FCB 0 0 8,301
FCG 0 0 5,107
FCI 0 0 0
FCL 0 0 0
FCN 0 0 2,390
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 0
FEA 0 0 0
FEB 0 0 53,159
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 100
FFV 0 0 0
FGG 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 41
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 0
FKK 0 0 0
FKY 0 0 4
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 20
FMF 0 0 705
FMI 0 0 16
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 77
FNN 0 0 0
FNS 0 0 294
FNU 0 0 2,015
FOA 0 0 1
FOC 0 0 9
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 1
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 24
FQN 0 0 0
FQR 0 0 0
FRP 0 0 0
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 16,091
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 13,663
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 0 303
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 25
FWA 0 0 0
FWC 0 0 4
FWD 0 0 352
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 81

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 5,000
FEG 0 0 0
FIC 0 0 0
FIU 0 0 5,000
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 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
BGO 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
BOM 0 0
BOP 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
BWN 0 0
BWO 0 0
BYR 0 0