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 2,754 45,051 40,411 1,633 35,933 53,912 4,387 80,984 94,323
ETF 73 849 466 65 811 381 138 1,660 847
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 1 5 1 0 0 0 1 5 1
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 2,828 45,905 40,878 1,698 36,744 54,293 4,526 82,649 95,171

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   99,829 1,165,073
December 2019 98.020 98.030 98.015 0 0.005 9,628 234,808
January 2020 0 0 0 0 0 0 0
February 2020 0 0 0 0 0 0 0
March 2020 98.125 98.130 98.095 0 -0.005 22,306 268,707
June 2020 98.190 98.190 98.135 0 -0.005 23,763 221,680
September 2020 98.220 98.225 98.165 0 -0.005 16,582 151,657
December 2020 98.235 98.235 98.180 0 -0.005 13,967 139,992
March 2021 98.255 98.255 98.200 0 0.005 6,722 73,415
June 2021 98.255 98.255 98.195 0 -0.005 4,272 42,231
September 2021 98.250 98.250 98.185 0 -0.010 2,253 20,176
December 2021 98.250 98.250 98.180 0 0 191 5,154
March 2022 98.210 98.210 98.190 0 -0.020 91 3,397
June 2022 0 0 0 0 0 0 2,824
September 2022 98.190 98.210 98.170 0 -0.010 54 1,032

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 1 250 48 219,271 1 250 57 138,280 2 500 105 357,551
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 1 250 48 217,271 1 250 57 138,280 2 500 105 355,551
OBY 0 0 0 2,000 0 0 0 0 0 0 0 2,000
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
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
September 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   31,854 68,999
December 2019 122.560 122.670 122.370 122.470 -0.010 28,238 64,903
March 2020 121.230 121.300 121.200 121.300 0.020 3,616 4,096
June 2020 0 0 0 0 0 0 0
September 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   580,145 673,777
December 2019 141.180 141.580 140.930 141.220 0.020 322,646 591,306
March 2020 139.980 140.370 139.700 139.990 0.020 257,499 82,471
June 2020 0 0 0 0 0 0 0
September 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
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
September 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   15,650 307,402
December 2019 1,016.500 1,019.000 1,012.300 1,014.500 0.800 15,649 304,426
March 2020 1,008.600 1,008.600 1,008.600 1,008.600 -3.800 1 2,976
June 2020 0 0 0 0 0 0 0
September 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   107
December 2019 -0.950 -0.950 -1.150 -0.950 -0.950 107
March 2020 0 0 0 0 0 0
June 2020 0 0 0 0 0 0
September 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   33 862
December 2019 1,016.200 1,016.200 1,013.000 1,014.000 -2.400 33 862
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

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
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
September 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   0 286
SXA
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
September 2020 0 0 0 0 0 0 0
SXB
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
September 2020 0 0 0 0 0 0 0
SXH
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
September 2020 0 0 0 0 0 0 0
SXK
December 2019 0 0 0 0 0 0 143
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
SXU
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
September 2020 0 0 0 0 0 0 0
SXY
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
September 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 162,276
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 500
FBA 0 0 0
FBB 0 0 0
FBC 0 0 17,100
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 12,400
FCB 0 0 8,650
FCG 0 0 823
FCI 0 0 0
FCL 0 0 46
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 500
FEB 0 0 20,000
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 6,330
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 0 500
FIA 0 0 2,340
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 2
FKK 0 0 0
FKY 0 0 0
FLC 0 0 0
FLF 0 0 5,740
FLL 0 0 0
FLN 0 0 0
FMA 0 0 0
FMF 0 0 2,720
FMI 0 0 4,100
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 8
FNN 0 0 0
FNO 0 0 250
FNS 0 0 850
FNU 0 0 0
FOA 0 0 0
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 0 503
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 1
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 6,740
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 14,401
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 365
FTA 0 0 0
FTC 0 0 0
FTD 0 0 50
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 46,525
FWA 0 0 0
FWC 0 0 0
FWD 0 0 7,400
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

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 2 4,120
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 1 2,120
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 1 2,000
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 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
BWD 0 0
BWN 0 0
BWO 0 0
BYR 0 0