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   68,024 1,013,411
April 2019 0 0 0 0 0 0 0
May 2019 0 0 0 0 0 0 0
June 2019 97.975 97.990 97.975 97.980 0.010 9,682 200,416
September 2019 98.020 98.055 98.020 98.040 0.025 13,737 211,962
December 2019 98.025 98.080 98.025 98.060 0.040 13,423 224,336
March 2020 98.070 98.130 98.060 98.100 0.045 7,010 145,934
June 2020 98.085 98.160 98.085 98.130 0.055 9,369 93,405
September 2020 98.095 98.175 98.095 98.140 0.055 6,641 54,669
December 2020 98.095 98.170 98.095 98.140 0.055 5,772 47,655
March 2021 98.095 98.170 98.095 98.140 0.050 1,336 16,459
June 2021 98.120 98.160 98.120 98.140 0.050 380 11,943
September 2021 98.120 98.150 98.120 98.140 0.060 479 4,207
December 2021 98.100 98.120 98.100 98.120 0.070 145 2,284
March 2022 98.070 98.070 98.070 98.070 0.050 50 141

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 1 500 62 69,820 1 500 67 64,015 2 1,000 129 133,835
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 1 500 62 69,820 1 500 67 64,015 2 1,000 129 133,835
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

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
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
June 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
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
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
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
March 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   2,428 29,551
June 2019 119.490 119.800 119.490 119.750 0.330 2,428 29,551
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

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   35,192 625,538
June 2019 138.800 139.470 138.670 139.340 0.750 35,192 625,538
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

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
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
March 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   1,014 306,129
June 2019 963.700 964.000 958.200 959.900 -5.200 1,014 306,109
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 20
March 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   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
March 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   0 476
June 2019 0 0 0 0 0 0 476
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

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
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
March 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   0 454
SXA
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
March 2020 0 0 0 0 0 0 0
SXB
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
March 2020 0 0 0 0 0 0 0
SXH
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
March 2020 0 0 0 0 0 0 0
SXK
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
March 2020 0 0 0 0 0 0 0
SXU
June 2019 0 0 0 0 0 0 454
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
SXY
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
March 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 140,296
FAC 0 0 0
FAE 0 0 0
FAL 0 0 1,520
FAX 0 0 0
FBA 0 0 82
FBB 0 0 0
FBC 0 0 10,001
FBD 0 0 2,000
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28
FCB 0 0 16,007
FCG 0 0 3,204
FCI 0 0 0
FCL 0 0 523
FCN 0 0 250
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 251
FEA 0 0 0
FEB 0 0 19,220
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGG 0 0 500
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 202
FKK 0 0 0
FKY 0 0 15
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 0
FMF 0 0 12,400
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 10,052
FNN 0 0 0
FNS 0 0 15,000
FNU 0 0 0
FOA 0 0 1,490
FOC 0 0 0
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 3
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 26
FQN 0 0 0
FQR 0 0 11
FRP 0 0 25,010
FRQ 0 0 0
FRT 0 0 6
FRW 0 0 0
FRY 0 0 1
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 21,285
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 0
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 384
FWA 0 0 0
FWC 0 0 1
FWD 0 0 243
FWL 0 0 0
FWN 0 0 6
FWP 0 0 300
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 61

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 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
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
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