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 3,307 40,213 49,157 1,633 16,006 28,907 4,940 56,219 78,064
ETF 137 2,420 2,749 105 5,772 2,408 242 8,192 5,157
US dollar (USX) 0 0 0 1 12 16 1 12 16
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 3,444 42,633 51,906 1,739 21,790 31,331 5,183 64,423 83,237

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 2,447
June 2020 0 0 0 0 0 0 1,951
September 2020 0 0 0 0 0 0 282
December 2020 0 0 0 0 0 0 204
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 10
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
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

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   79,268 900,145
July 2020 0 0 0 0 0 0 0
August 2020 0 0 0 0 0 0 0
September 2020 99.460 99.465 99.455 0 0.005 9,211 156,335
December 2020 99.455 99.455 99.440 0 0.005 11,958 159,998
March 2021 99.465 99.470 99.455 0 0.005 19,281 171,738
June 2021 99.455 99.460 99.440 0 0.005 9,932 139,787
September 2021 99.435 99.435 99.415 0 0 10,173 116,049
December 2021 99.405 99.405 99.375 0 0 7,217 82,728
March 2022 99.385 99.385 99.355 0 0.005 5,928 54,630
June 2022 99.360 99.360 99.325 0 0 3,595 11,764
September 2022 99.320 99.330 99.300 0 -0.010 1,453 3,860
December 2022 99.290 99.300 99.270 0 -0.010 433 2,061
March 2023 99.270 99.270 99.240 0 -0.010 79 1,074
June 2023 99.240 99.250 99.240 0 0 8 121

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 80,879 0 0 0 33,250 0 0 0 114,129
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 75,879 0 0 0 32,750 0 0 0 108,629
OBY 0 0 0 5,000 0 0 0 500 0 0 0 5,500
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
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   19,409 58,913
September 2020 127.430 127.430 127.210 127.370 0.010 19,409 58,913
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   134,130 552,923
September 2020 153.540 153.610 152.900 153.370 0.100 134,130 552,923
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   24,548 285,960
September 2020 931.100 949.500 929.600 936.100 1.500 24,548 285,490
December 2020 0 0 0 0 0 0 470
March 2021 0 0 0 0 0 0 0
June 2021 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   322
September 2020 -6.000 -5.900 -6.000 -5.950 -5.950 322
December 2020 0 0 0 0 0 0
March 2021 0 0 0 0 0 0
June 2021 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   26 581
September 2020 939.000 946.200 936.500 936.500 8.000 26 581
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0

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 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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 10,143
SXA
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXB
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXH
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXK
September 2020 0 0 0 0 0 0 10,143
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXU
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXY
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 739,780
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 28,000
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 2,830
FCB 0 0 20,400
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCM 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 28,000
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFL 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 5,000
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
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 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 10,000
FNN 0 0 0
FNO 0 0 0
FNS 0 0 55,100
FNT 0 0 0
FNU 0 0 61,500
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 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 0 127,200
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 285,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 0
FSA 0 0 0
FSG 0 0 0
FSH 0 0 600
FSJ 0 0 3,000
FSO 0 0 0
FSU 0 0 30,000
FTA 0 0 0
FTC 0 0 0
FTD 0 0 72,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 0
FUE 0 0 0
FVE 0 0 0
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 10,650
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 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
FZU 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 4 13,300
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
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
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BIX 0 0
BJQ 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
BMD 0 0
BMI 0 0
BMJ 0 0
BMN 0 0
BMP 0 0
BMU 0 0
BNB 2 2,000
BNO 0 0
BNR 0 0
BNU 1 1,300
BOA 0 0
BOM 0 0
BON 0 0
BOO 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
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 1 10,000
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
BVI 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWT 0 0
BXC 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
BZT 0 0
BZU 0 0
BZY 0 0